100 Year 12 students hosted by Imperial for first QuantFin Discovery Week

Students were given a first-hand introduction to Quantitative Finance from academia to the industry, as part of the first Quantitative Finance Discovery Week, hosted between Imperial College London and partnered institutions.

100 Year 12 students from London-based schools attended this year’s event, where they spent two days at Imperial, attending tailor-made classes. These included Mathematics of Fixed Income, Random walks, Optimal liquidation, Option Pricing, Binomial trees, all taught by Professor Jack Jacquier, from the Department of Mathematics at Imperial, and by Darryl Copsey, from CIBC.  

The students also attended an Undergraduate Maths presentation by Samuel Brzezicki, from Imperial’s Department of Mathematics, followed by one day at Jane Street and two days split into small groups in about 15 other partnered financial institutions. 

QuantFinDiscovery is organised by Professor Jacquier (Professor of Mathematics at Imperial), Irene Perdomo (Partner and Head of Systematic Trading Strategy HIP Investments), Nilesh Jethwa (CEO of Marex Solutions), Vlad Lucic (Head of Quants at Marex Solutions), Darryl Copsey (Managing Director and Head of Interest Rate Quants at CIBC Capital Markets) and student Arianna Jethwa. 

It is a fully philanthropic initiative, whose aim it is to promote Mathematics, in particular, the Mathematics of Quantitative Finance, to bright young minds from diverse backgrounds and schools. It is an annual programme, run mid-late August, in partnership with many financial institutions. 

Professor Jacquier said: “This first edition of the QuantFinDiscovery programme sets the standards and shows potential career pathways for the future leaders of Quantitative Finance.  

“The 100 Year-12 students, carefully selected among the brightest in Mathematics, showed amazing engagement and will to learn new tools, techniques and fields. The extraordinary combination of world-class teaching at Imperial and cutting-edge applications in leading financial institutions provided this young generation with Mathematics to enjoy, use and develop for the rest of their lives”.  

Being selected for this highly competitive programme was an amazing opportunity to explore quantitative finance and learn from inspiring professionals. Participating student

Commenting on the programme on LinkedIn, one of the students who took part said: “What an incredible two days at QuantFin Discovery, in partnership with Imperial College London! Being selected for this highly competitive programme was an amazing opportunity to explore quantitative finance and learn from inspiring professionals.” 

Another student who participated said: “This experience has been incredibly rewarding. I have met many like-minded individuals who have been great to work with, while learning so much more about quantitative finance.  

“A huge thank you to Nilesh Jethwa, Arianna Jethwa, Jack Jacquier, Darryl Copsey, Irene Perdomo, Asad Ali and many more at QuantFin Discovery for making this programme possible. And I am excited to see how this opportunity grows and develops over the years.”