Join Us:  Tuesday, December 16, 2014
11am (EDT) 8am (PDT) 4pm (GMT) 12am (HKT)

Following the presentation, there will be an interactive question and answer period.

Register now


Register now to attend our upcoming webinar, Curves, Correlation, and Calibration: Advanced Structures and Hybrid Modeling, presented by Quantitative Lead, Jan Rosenzweig, and moderated by PRMIA’s Alex Voicu, Director of Education.

Hybrids and structured products have become a well-established asset class among retail and institutional investors alike, and they arise naturally in liability structures and asset-liability management. As the universe and complexity of hybrid and structured products continue to grow, an effective and future-proof modeling framework is necessary to price, structure, and risk manage these products and their exposures.

Jan will discuss important modeling considerations for pricing and risk management of hybrids and advanced structures including:

  • OIS curve implications for structured pricing and risk
  • Numeraire corrections for hybrid simulation
  • Cross-asset correlation calibration
  • Modeling exotic payoff structures

Following the presentation, there will be an interactive question and answer period.


Jan Rosenzweig, Quantitative Lead, FINCAD Client Services
Jan has spent the best part of last fifteen years working in the financial markets, as a quant, trader, structurer, portfolio manager and fund manager. He has worked for Credit Suisse, Rabobank, HSH Nordbank, IV Capital and Brancherose. He leads FINCAD’s Professional Services business in EMEA. Jan has a PhD from the University of Cambridge and a BSc from the University of Zagreb.



The Association of International Wealth Management of India (AIWMI) is a not-for-profit organization and a globally recognized membership association for finance professionals. AIWMI primarily focuses on the broad and strategic role of developing a more robust and forward-looking training infrastructure for the financial services sector and to promote more active industry involvement and collaboration in training and continuing education. AIWMI is offering advanced international certification programs along with a wide variety of high-quality executive education programs. AIWMI programs combine state-of-the-art knowledge and skills with practical experience and insights into the functioning of the financial sector. All AIWMI courses and educational events have an intense and pragmatic curriculum. Participants are exposed to the latest developments within the financial services sector. AIWMI plays a key role in guiding the development of the financial services sector. AIWMI works with key industry participants’ viz. the Government, the Regulators, the Industries/Associations, the Corporate, the Media and the General Public to achieve its objectives. Besides enhancing technical competence and professionalism in the industry, AIWMI organizes events and facilitates discussions to promote best practices in leadership and talent development in the financial sector with an aim to become Asia’s premier center of excellence for financial education.

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