行政人員證書《應用金融風險管理》 - 香港大學專業進修學院: FinTech and Financial Intelligence課程
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Executive Certificate in Applied Financial Risk Management
行政人員證書《應用金融風險管理》

New Course
Course Code
EP157A
Application Code
1775-EP157A
Study mode
Part-time
Start Date
18 Mar 2020 (Wed)
Next intake(s)
June 2020
Duration
2 months to 3 months
Language
English
Course Fee
HK$8500 per programme
Apply Now
Deadline on 04 Mar 2020 (Wed)
Enquiries
2867 8331
2861 0278
Accept new application for March intake! Our experienced teacher will share you holistic views of financial risk management as well as practical applications of computational tool.

This programme aims to provide students with the knowledge of risk management and quantitative analysis using computational tools. It discusses the development of financial markets and investment products for financial risk management. In addition, it covers practical valuation and applications of risk models for financial risk management.

 

ECAppFRM

Tutors : 
(1) Ms. Jenian Tai, CFA, FRM
Jenian Tai is a Data Scientist at Luminant Analytics for Nassau Re – a reinsurance company based in Connecticut. She specializes in both fundamental and quantitative analyses as well as machine learning for practical application in financial institutions.
Jenian was a senior fundamental research analyst with over 10 years’ experience in multiple billion-dollar international hedge funds and private equity, where she served as an expert in deep fundamental research, modelling, alpha strategy formulation and stock picking. Her exposure has spanned global financial market multi-strategy trading and investment as well as risk management.
In addition to her hedge fund career, Jenian worked as a risk analyst at Societe Generale’s US derivative trading desk and as a data scientist at New York State Homes & Community Renewal. She had analyzed structured and unstructured data in enterprise environment.
Jenian based out of Hong Kong and New York. She is a CFA and a FRM, and she holds a Master of Science in Data Analytics from Columbia University.

(2) Mr. Walter Lau, FCCA
Walter Lau is a finance professional and chartered accountant with over 10 years’ experience in accounting, finance and investment. He worked in Tricor Services Limited and was responsible for wide-ranged financial advisory services, including accounting and treasury management. Moreover, he worked in Philip Group to dealing equities and derivatives and offer professional advice on local equities, derivatives, structural products, funds and wealth management, as well as foreign investment opportunities. As a financial risk professional, he worked in HSBC by reporting and assessing the risks of equity structural derivatives. Apart from his professional working experience, he has delivered finance and investment courses at various tertiary educational institutions over 10 years.
Walter holds a fellowship of the Association of Chartered Certified Accountants (ACCA). He earned an MSc in Finance (Pass with Distinction) from the University of Michigan Dearborn and a BBA (Hons) in Accountancy (minor in Finance) from the City University of Hong Kong.

(3) Mr. Ferrix Lau, ACS, ACIS, CFA, FRM
Ferrix Lau has over 10 years’ teaching experience in business, accounting and finance modules at tertiary level. He teachers Financial Analysis, Financial Risk Management, Quantitative Analysis, Financial Accounting, Cost and Management Accounting as well as Corporate Governance. Moreover, he is a co-author of a Statistics book, Quantitative Analysis for Professional Studies and Projects. Furthermore, he has strong interests in the areas of Statistical Analysis, Quantitative Finance and Machine Intelligence. Mr. Lau has earned a Bachelor Degree in Social Science from The Chinese University of Hong Kong, major in Economics and minor in Computer Science. Besides, he holds a Master Degree in Business Administration with Distinction from The University of Hong Kong, concentrating on the theme of Accounting Control and Financial Management.

This programme provides students with knowledge of risk management and quantitative analysis using computational tools.   It discusses the development of financial markets and investment products for financial risk management. In addition, it covers practical valuation and applications of risk models for financial risk management.

On completion of the module, students should be able to
1. identify different types of financial risks and tools for financial risk management;
2. apply computational tools to value investment products and financial derivatives;
3. analyze financial risks and build risk models using computational tools;
4. discuss the latest development in the financial markets and investment products.

Application Code 1775-EP157A Apply Online Now
Apply Online Now

Duration
  • 30 hours per module
Venue
  • Hong Kong Island Learning Centre
  • Kowloon East Learning Centre

The programme consists of one module and the syllabus is as follows. It comprises 30 contact hours with lectures and practical classes in computer laboratory. For students completing the module, they can get the award of Executive Certificate in Applied Financial Risk Management.

Course Content
(1) Financial Risk Management
-Common types of risks: market risks, credit risks and operational risks
-Risk measurement and management tools
-Value creation, Enterprise Risk Management (ERM) and risk reporting

(2) Quantitative Analysis
-Probability and statistics
-Quantitative analysis using computational tools
-Forecasting and simulation methods

(3) Financial Markets and Investment Products
-Financial institutions and exchange markets
-Analysis of investment products and financial derivatives
-Foreign exchange risk

(4) Valuation and Risk Modeling
-Capital Asset Pricing Model (CAPM) and Multifactor models
-Stress testing and scenario analysis
-Financial valuation and risk modeling using computational tools

Assessment method:  two take-home exercises + individual assignment

The Executive Certificate will be conferred to candidates who pass in continuous assessment and final assessment as well as achieved at least 70% attendance of the programme

Timetable

March 2020 intake (M26879 & W04930)

Lecture Date Time
1 18 Mar 20 (Wed) 19:00 - 22:00
2 25 Mar 20 (Wed) 19:00 - 22:00
3 1 Apr 20 (Wed) 19:00 - 22:00
4 15 Apr 20 (Wed) 19:00 - 22:00
5 18 Apr 20 (Sat) 13:00 - 19:00
6 25 Apr 20 (Sat) 13:00 - 19:00
7 9 May 20 (Sat) 13:00 - 19:00

Remarks: Tentative timetable is subject to change and course commencement is subject to sufficient enrollment numbers.

Applicants shall hold:
a)    a bachelor’s degree awarded by a recognized University or equivalent; or
b)   an Associate Degree/ a Higher Diploma or equivalent, and have at least 2 years of relevant working experience.

Applicants with qualifications in quantitative areas (e.g., mathematics, engineering, statistics, computer science, economics, finance) are preferred. Those with other qualifications and substantial senior level work experience will be considered on individual merit.

**Please upload copy of HKID and proof of degree while applying online. 

Application Fee

HK$150 HK$150 (Non-refundable)

Course Fee
  • Course Fee : HK$8500 per programme (course fees are subject to change without prior notice)

Online Application Apply Now

Application Form Download Application Form

Enrolment Method

HKU SPACE provides 24-hour online application and payment service for students to make enrolment for most open admission courses (courses enrolled on first come, first served basis) and selected award-bearing programmes via the Internet.  Applicants may settle the payment by using either PPS, VISA or Mastercard online.

  1. Complete the online application form

    Applicant may click the icon Apply Now on the top right hand corner of the programme/course webpage to make online application, and then follow the instructions to fill in the online application form.

    Some programmes/courses may be admitted by selection, and may require applicants to provide electronic copy of any required documents (e.g. proof of qualification) as indicated on the programme/course webpage.  Only file format in doc, docx, jpg and pdf are supported. 

  2. Make Online Payment

    Pay the programme/course fees by either using:

    PPS via Internet - You will need a PPS account and a PPS Internet password. For information on how to open a PPS account and how to set up a PPS Internet password, please visit http://www.ppshk.com.

    Credit Card Online Payment - Course fees can be paid by VISA or Mastercard including the “HKU SPACE Mastercard”.

To know more about online enrolment and payment, please refer to the user guide of Online Enrolment and Payment:

 

In Person / Mail

For first time enrolment

Applicants must provide all the required information on the application form and any additional information as required after the intial application assessment. Otherwise the School may not be able to process the admission/enrolment further.

  1. For first come, first served short courses, complete the Application for Enrolment Form SF26 and bring or post the completed form(s), together with the appropriate application/course fee(s) and any required supporting documents to any of the HKU SPACE enrolment centres.  
  2. Award-bearing and professional courses may require other information. Forms are usually available at the enrolment centres or on request from programme staff. Bring or post the completed form(s), together with the appropriate application/course fee(s) and any required supporting documents to any of the HKU SPACE enrolment centres.

For continuing enrolment in the same course

In person or by post
  1. The standard ‘Enrolment/Payment Slip’ is designed for students of award-bearing programmes or remaining programmes in a suite of programmes requiring continuing enrolment and it applies to most programmes.
  2. Students should complete the “Enrolment/Payment Slip” which will be made available by relevant programme staff and return the slip to any HKU SPACE enrolment centre or post it to the relevant programme staff with appropriate fee payment.

If you are in doubt about the procedures, please check the individual course details, or contact our programme staff or enrolment centres. 

Please note the followings for programme/course enrollment:

  1. To make an application online, you will need a computer with connection to the Internet and a web browser with JavaScript enabled. Internet Explorer 5.01 or above is recommended for the web browser.
  2. Applicants should not leave the online application idle for more than 10 minutes.  Otherwise, applicants must restart the application process.
  3. Only S-MILES and Early Bird Discount are supported in Online Applicants (Application).  To enjoy other types of discount, please visit one of our enrolment centres.
  4. During the online application process, asynchronous application and payment submission may occur.  Successful payment may not guarantee successful application.  In case of unsuccessful submission, our programme staff will contact you shortly.
  5. Applicants are reminded that they should only apply for the same programme/course once through counter or online application.
  6. For online enrolment, payment confirmation page would be displayed after payment has been made successfully.  In addition, a confirmation email would also be sent to your email account.  You are advised to keep your payment confirmation for future enquiries.
  7. Fees paid are not refundable except as statutorily provided or under very exceptional circumstances (e.g. course cancellation due to insufficient enrolment).
  8. If admission is by selection, the official receipt is not a guarantee that your application has been accepted.  We will inform you of the result as soon as possible after the closing date for application.  Unsuccessful applicants will be given a refund of programme/course fee if already paid.

Disclaimer

The School provides a platform for online services for a selected range of products it offers. While every effort is made to ensure timeliness and accuracy of information contained in this website, such information and materials are provided "as is" without express or implied warranty of any kind. In particular, no warranty or assurance regarding non-infringement, security, accuracy, fitness for a purpose or freedom from computer viruses is given in connection with such information and materials.

The School (and its respective employees and subsidiaries) is not liable for any loss or damage in connection with any online payments made by you by reason of (i) any failure, delay, interruption, suspension or restriction of the transmission of any information or message from any payment gateways of the relevant banks and/or third party merchants for processing credit/debit/smart card or other payment facilitation mechanism; (ii) any negligence, mistake, error in or omission from any information or message transmitted from the said payment gateways; (iii) any breakdown, malfunction or failure of those gateways in effecting online payment service or (iv) anything arisen out of or in connection with the said payment gateways, including but not limited to unauthorised access to or alternation of the transmission of data or any unlawful act not permitted by the law.

Payment Method
1. Cash or EPS

Cash or EPS are accepted at any HKU SPACE Enrolment Centres.

2. Cheque or bank draft

Course fees can also be paid by crossed cheque or bank draft made payable to “HKU SPACE”. Please write the programme title(s)  and the applicant’s name on the back of the cheque. You may either:

  • in person by submitting the payment, completed form(s), and required supporting documents to any of our enrolment centres; or
  • by mailing the above documents to any of our enrolment centres, specifying “Course Application” on the envelope. 
3. VISA/MasterCard

Course applicants, who are holders of HKU SPACE Mastercard, can enjoy a 10-month interest-free instalment period for courses of HK$2,000 and over. For enquiries, please contact our enrolment centres.

4. Online payment

Online payment for short courses (first come, first served) and selected award-bearing programmes is available using PPS, VISA or Mastercard. Please refer to the Online Services page on the School website.

Notes

  1. For general and short courses, applicants may be required to pay the course fee in cash or by EPS, Visa or Mastercard if the course is to start shortly.
  2. Fees paid are not refundable except under very exceptional circumstances (e.g. course cancellation due to insufficient enrolment), subject to the School’s discretion. In exceptional cases where a refund is approved, fees paid by cash, EPS, cheque or online PPS will be reimbursed by a cheque; fees paid by credit card will be reimbursed to credit card account used for payment.
  3. In addition to the published fees, there may be additional costs associated with individual programmes. Please refer to the relevant course brochures or direct any enquiries to the relevant programme teams for details.
  4. Fees and places on courses are not transferrable. Once accepted onto a course, the student may not change to another course without approval from HKU SPACE. A processing fee of HK$120 will be levied on each approved transfer.
  5. HKU SPACE will not be responsible for any loss of payment, receipt, or personal information sent by mail.
  6. For additional copies of receipts, please submit a completed form, a sufficiently stamped and self-addressed envelope, and a crossed cheque for HK$30 per copy made payable to ‘HKU SPACE’ to any of our enrolment centres. Such copies will normally be issued at the end of a course.