IEORE4576 Derivatives Marketing and Structuring (1.5)

Instructor: Khosrow Dehnad

Additional Information: IEOR_E4576_Syllabus_Fall_2017.pdf

The availability of data, technical information, and open source software has greatly impacted the job market for quants. While machines have started to replace some trading positions such as market making in very liquid instruments, there is still a growing need for structuring where derivative instruments are used to help companies and institutions to manage their risks.

Structuring skills are also in demand at Corporate Treasuries where the emphasis is on using derivatives to manage various financial exposures such as interest rates, Foreign Exchange (FX), or commodities etc. Treasuries of companies usually do not engage in developing pricing modules but apply FE techniques to their hedging, funding, and investment activities to ensure that they receive the best price from the market. Moreover, the accounting treatment of derivatives is also of utmost importance for public companies as it impacts their income statement and ROE and ROA. 

Similarly, all major banks and investment houses have teams of Derivatives Marketers and structures who help companies and customers in developing and selecting the optimum risk management tools.

This course should give students an edge in their job search and also expand the universe of their opportunities to cover Corporate Treasuries.

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