About this pathway
Quant Math covers the rigorous mathematical foundations required at top prop trading firms and quant hedge funds. From probability theory to stochastic calculus, this pathway gives you the technical depth that separates junior candidates from senior offers.
Who it's for
Candidates targeting quant researcher, quant analyst, or quant developer roles. Built from first principles — strong math background helpful but not required.
Skills covered
Course modules
Example problems
A taste of what you'll work through.
Let X ~ Poisson(λ). Derive the variance of X from first principles using the MGF.
Write the SDE for geometric Brownian motion and derive the price process S(t) using Itô's lemma.
Use Monte Carlo simulation to price a European call option. How many paths for 2 decimal places of accuracy?
Expected outcome
You will be able to derive key results from scratch, solve novel mathematical problems under pressure, and demonstrate the mathematical maturity expected at top quant firms.