Engineer to Portfolio Manager

Leverage your systems thinking, debugging mindset, and code fluency for capital allocation. Transition from shipping features to shipping alpha.

8-12 Months Duration
27 Chapters Content
14 Notebooks Code Labs
CDS Certification

Skills Translation

YOU HAVE
Engineering Skills
  • Systems architecture and design patterns
  • Data pipeline construction
  • Testing and validation frameworks
  • Version control and reproducibility
  • Debugging under production pressure
  • Performance optimization
  • API design and integration
YOU'LL BUILD
Portfolio Skills
  • Portfolio construction frameworks
  • Alpha signal pipelines
  • Backtesting and validation systems
  • Trade blotters and audit trails
  • Live trading under drawdown
  • Execution cost optimization
  • Multi-asset order management
KEY INSIGHT
The best portfolio managers think like engineers: build systems, measure everything, fail fast, iterate. The curriculum teaches you to apply your debugging mindset to market dynamics.

Curriculum Structure

1
Financial System Architecture
Weeks 1-6
Understand the financial system as a distributed system. Time value of money is the core protocol. Balance sheets are state machines. Learn the primitives before building abstractions.
Vol I Ch. 1-2
Financial Primitives
TVM, statements, cash flows
Vol I Ch. 3-4
Risk Models
CAPM, factors, beta
2
Valuation APIs
Weeks 7-14
Master the valuation methods as callable functions. DCF, multiples, sum-of-parts. Build reusable valuation templates. These are your core APIs for investment decisions.
Vol I Ch. 5-6
Equity & Debt Valuation
DCF, DDM, bond math
Vol I Ch. 7
Cost of Capital
WACC, hurdle rates
Vol II Ch. 15
M&A Valuation
Synergies, accretion
3
Portfolio as System
Weeks 15-24
Design portfolios like you design systems. Optimization is constraint satisfaction. Risk budgets are resource allocation. Attribution is observability. This module leverages your architecture skills directly.
Vol I Ch. 8-9
Portfolio Optimization
Mean-variance, constraints
Vol I Ch. 11
Advanced Portfolio
Black-Litterman, rebalancing
Vol I Ch. 12
Performance Attribution
Brinson, factor decomposition
4
Trading Infrastructure
Weeks 25-36
Build the systems that turn investment ideas into executed trades. Market microstructure, algorithmic execution, and order management. Your production engineering skills apply directly.
Vol II Ch. 23
Market Microstructure
Order books, venues, latency
Vol II Ch. 24
Algorithmic Execution
TWAP, VWAP, implementation
Vol II Ch. 22
Risk Systems
VaR, limits, monitoring
5
Derivatives Engineering
Weeks 37-48
Options and structured products as financial engineering. Greeks as sensitivities. Hedging as feedback control. Build the pricing and risk engines used by trading desks.
Vol II Ch. 17-18
Options Pricing
Black-Scholes, trees, Monte Carlo
Vol II Ch. 19
Exotics
Barriers, Asians, path-dependent
Vol II Ch. 20
Hedging
Dynamic hedging, Greeks management

Your Journey

Month 1-2
Financial Basics
Learn the vocabulary
Month 3-4
Valuation
Build pricing intuition
Month 5-6
Portfolio
Design allocation systems
Month 7-9
Execution
Build trading infra
Month 10-12
Derivatives
Master optionality

Practitioner Perspective

"The transition from Google to running a quant book was less about learning new math and more about applying engineering discipline to markets. This curriculum mapped directly to how I think about trading systems. The backtesting modules alone saved me six months of mistakes."
MK
Composite Profile
Ex-FAANG → Systematic PM

Start Your Transition

Your engineering skills are a competitive advantage. Learn to apply them to capital allocation with full curriculum access and hands-on labs.

Begin Curriculum Try Decision Lab