Fruitful collaboration between Wroclaw University of Science and Technology and Credit Suisse Poland in the area of mathematics and computer science resulted in the second edition of the Quant Scholarship Program. The Program is targeting technical students from the field of mathematics, computer science, physics and engineering, interested in applying of their unique technical skillset at Quant Group within Credit Suisse. The main goal of the Program is to demonstrate how advanced mathematics and modern technologies are shaping the financial world, and how academic knowledge gained at WUST can be applied within the financial industry to solve real life problems.
We would also wish to build awareness among academic societies (scientists, lecturers, students) around Quant Group competences, which are currently hardly recognised. The Quant Group, however, is offering extremely interesting and challenging projects in the field of modelling, pricing and risk management within investment banking at the same time endorsing mathematical and computer scientific skillset crucial to solve such problems.
Quant Scholarship Program is going to provide financial support to the selected group of students as well as transparent career progression within Quant and Risk function at Credit Suisse.
What does Quant Scholarship Program offer:
- 10 Completion Awards (5000pln) for students who qualify and comply with requirements
- 9 open lectures on functional programming and derivative products modelling
- Supervised meetings with experienced Quants from CS Wroclaw
- Presentation of quant career path and employment opportunities for participants.
Candidate description:
- Preferred field of studies: mathematics, physics, computer science, engineering
- Ideal candidate (preferred but not strictly required):
- Good understanding of complex mathematical concepts such as statistics, probability theory, differential equations, stochastic calculus
- Ability to write code (functional programming considered advantageous)
3. Preferred academic experience in the following order: • PhD students, MSc students, senior Bachelor students (2nd-3rd year)
Recruitment
- Entry level test or homework project
- Interview
Expectation on selected candidate to continue the status of the Scholar:
- Participation in at least 80% of lectures (initial schedule below)
- Solving homework/projects and presenting them to the supervisors
- Active participation in lectures and getting familiar with the suggested literature
Initial Quant Scholarship Program schedule
Inaugural lecture October 21, 2020.
- 3 lectures on F# (November, December 2020 and January 2021)
- 3 lecture on mathematical modelling (February, March, April 2021)
- 1 lectur on final project (May 2021)
- Program Summary (June 2021)
