Quantum optimisation for ALM: duration matching, interest rate risk, and regulatory capital allocation.
For treasury and ALM teams at banks and insurers. Covers QAOA and VQE for multi-asset hedging, quantum amplitude estimation for liquidity stress testing, hybrid classical-quantum workflows for balance sheet optimisation, and SR 11-7 model risk considerations for quantum-enhanced ALM models.
Course content is structured into sessions below. Each session is configurable to your organisation's environment, threat model, and objectives.
| # | Session | Topics |
|---|---|---|
| 1 | Classical ALM Constraints Where current optimisation methods hit their limits | |
| 2 | Quantum Algorithms for Balance Sheet Optimisation QAOA, VQE, and hybrid solvers applied to ALM |
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| Break | ||
| 3 | Liquidity Risk and Stress Testing Quantum simulation for tail-risk scenarios |
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| 4 | Interactive Demonstration Facilitator-led ALM optimisation comparison |
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| Break | ||
| 5 | Regulatory and Implementation Considerations Model risk management for quantum-enhanced ALM |
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| 6 | Q&A and Roadmap Planning | |
Training courses are designed and delivered by QSECDEF in collaboration with subject specialists. All instructors have direct experience in quantum technologies and security.
Course design and delivery
QSECDEF brings expertise in post-quantum cryptography, quantum computing strategy, and defence-grade security assessment. Our membership spans 900+ organisations and 1,500+ professionals working at the intersection of quantum technologies and critical infrastructure security.
Get in touch to discuss scheduling, group pricing, and how this course can be configured to your organisation's needs.
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