{"courseid":"53986","coursename":"FX Options and Risk Management","coursecode":"FX1","courseimage":"https://f.hubspotusercontent00.net/hubfs/8053800/Header%20Images/Group%203.jpg","youwilllearn":"
  1. Trading FX Spot, Forwards and Futures
  2. Vanilla Options, exotic options, structures and trading strategies
  3. Black-Scholes models, the Greeks and risk management
  4. Implied volatility, volatility products and multi-currency products
","when":"

23rd - 25th February 2026

26th - 28th October 2026

","prices":"

£3450 (US$4350)

","whoshouldattend":"","priorknowledge":"","teacherimage":"https://f.hubspotusercontent00.net/hubfs/8053800/Teachers/Zareer%20Dadachanji-min.jpg","teachername":"Zareer Dadachanji","teacherbio":"

Dr Zareer Dadachanji is a quantitative analysis consultant with over 30 years of corporate experience, mostly in financial quantitative modelling across a range of asset classes. His areas of expertise are the modelling of FX and Equity derivatives, the development of anti-fraud analytics and the modelling of Private Equity. He combines hands-on modelling in these specialist areas with a wide knowledge of general quantitative modelling, gained through years of senior-level engagement in the activities of global cross-asset businesses. He spent 13 years working as an in-house front-office quant at banks and hedge funds, including NatWest/RBS, Credit Suisse and Standard Chartered Bank. In his last role he held the position of Global Head of FX Quants.

Zareer is also the founder and director of Model Quant Solutions, an independent consultancy providing bespoke financial quantitative analysis solutions. He is author of the book: \"FX Barrier Options: A Comprehensive Guide for Industry Quants\", part of the Palgrave Macmillan Applied Quantitative Finance series.

Zareer holds a triple first in Natural Sciences and a PhD in Computational and Theoretical Physics, both from the University of Cambridge.

","brochureid":"3604","sampleid":"2729"}