Interview Ready
Go from first-principles to production-grade implementations — and ace the desk interview.
12 weeks · 3 months28 modules across 6 coursesIntermediate level$299 one-time
$299 — one-time
Full curriculum access. No subscription. Track progress and build your employer-visible profile.
Join to purchase — $299What you will build
- ✓Price vanilla and exotic options under Black-Scholes and Heston dynamics
- ✓Implement a complete Greeks engine (Δ, Γ, ν, θ, ρ, vanna, volga) in C++20
- ✓Build Crank-Nicolson and LSMC pricers for American options
- ✓Calibrate an implied volatility surface using SVI parametrisation
- ✓Answer L2-level quant interview questions on SDEs, Greeks, and numerical methods
- ✓Leave with a portfolio of three production-grade C++ implementations
Curriculum
Phase 1
Foundations
Weeks 1–4Build the mathematical and implementation foundation: SDEs, Black-Scholes, and production C++.
Phase 2
Implementation
Weeks 5–8Implement pricing engines, risk systems, and numerical methods from scratch.
Phase 3
Interview Prep
Weeks 9–12Sharpen under pressure: timed challenges, mock interviews, and portfolio consolidation.
Practice challenges + mock sessions — schedule released on enrolment