Telicon Academy™ · 12 weeks · 48 lessons

Financial Engineering Professional Certificate

Markets, quantitative foundations, Python, fixed income, portfolios, derivatives, risk, econometrics, simulation and model governance. Educational only.

Telicon Academy™ programs are vendor-aligned where relevant but are not official SAP, Oracle, Microsoft or AWS certifications and do not imply vendor endorsement unless separately authorized.

Who it's for

Analysts, engineers and graduates with strong math who want quantitative finance or risk roles.

Prerequisites

  • College-level algebra and some statistics
  • Basic programming helpful
  • About 15 hours per week

You'll be able to

  • Price bonds and simple derivatives
  • Build and optimize portfolios
  • Measure and report risk
  • Validate and document models

12-week curriculum

  1. Week 1

    Financial Markets, Instruments & Quantitative Foundations

    How financial markets work · Instruments overview · Returns and compounding · Quantitative mindset and model risk

  2. Week 2

    Probability, Statistics & Linear Algebra for Finance

    Random variables and returns · Estimation and inference · Vectors and matrices · Covariance and correlation

  3. Week 3

    Python & Data Workflows for Financial Modeling

    Python for quants · Market data handling · Vectorized calculations · Reproducible model notebooks

  4. Week 4

    Time Value of Money, Bonds & Fixed-Income Analytics

    Discounting and present value · Bond pricing · Yield, duration and convexity · Yield curves

  5. Week 5

    Portfolio Theory, Optimization & Asset Allocation

    Risk and return · Mean-variance optimization · Factor models · Allocation constraints

  6. Week 6

    Derivatives: Options, Futures & Pricing Concepts

    Forwards and futures · Option payoffs · Binomial pricing · Black-Scholes intuition and Greeks

  7. Week 7

    Financial Risk: Market, Credit, Liquidity & Operational Risk

    Market risk and VaR · Credit risk · Liquidity risk · Operational risk

  8. Week 8

    Econometrics & Financial Time Series

    Stationarity · Regression for finance · ARMA models · Volatility modelling

  9. Week 9

    Monte Carlo Simulation & Scenario Analysis

    Simulation fundamentals · Simulating price paths · Scenario and stress testing · Convergence and error

  10. Week 10

    Systematic Strategies, Backtesting & Model Evaluation

    Strategy hypotheses · Backtest design · Biases and overfitting · Performance evaluation

  11. Week 11

    Model Risk, Validation, Governance & Responsible Quantitative Practice

    Model risk management · Validation techniques · Documentation and governance · Ethics in quantitative finance

  12. Week 12

    Financial Engineering Capstone & Investment/Risk Committee Presentation

    Capstone scoping · Model build · Validation report · Committee presentation

Projects

Week 2 · Applied project

Bond and portfolio model

Price a fictional bond ladder and summarize its risk.

Week 4 · Applied project

Fixed-income analytics workbook

Compute duration and convexity under rate scenarios.

Week 6 · Mid-program project

Options scenario analysis

Analyze payoffs and Greeks for a hedging scenario.

Week 7 · Applied project

Risk dashboard

Report VaR and stress results for a fictional portfolio.

Week 10 · Applied project

Backtest with bias review

Backtest a simple rule and document overfitting risks.

Week 12 · Capstone · expert panel

Quantitative portfolio / risk model

Build, validate and defend a model before a risk committee panel.

Admissions readiness check

  • Algebra and calculus basics
  • Statistics
  • Financial literacy
  • Logical reasoning
  • Model-risk judgement

Advisory only; staff make the final decision.

Trainer expectations

Quantitative finance, risk or modelling background with Python and statistics, and a strong responsible-modelling orientation.

Career directions

  • Risk Analyst
  • Quantitative Analyst Associate
  • Portfolio Analytics Associate
  • Model Validation Analyst

Not a job guarantee.

Learning and tools

Guided lessons, applied practice and a portfolio of work aligned to this pathway.

Expert review and certificate

The capstone is reviewed by an assigned expert panel. Panel assignments depend on verified reviewer availability; no staff credentials are implied by a seat description.

Published lesson completion and an approved capstone are required. See your learner portal for individual status.

Start dates, financial options and admission decisions are confirmed by staff. A certificate does not guarantee employment.