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Postgraduate DiplomaEnergy and Networks Applications open

Postgraduate Diploma in Portfolio Optimisation and Compliance

Online 800-hour Postgraduate Diploma in Portfolio Optimisation and Compliance. 8 modules covering Regulation (EU) No 1227/2011 (REMIT), Regulation (EU) 2024/1106 (REMIT revision) and Python (pandas, PyPortfolioOpt). Dedicated tutor and enrolment open.

Duration800 h
ModeOnline
LanguageEnglish
Start datesSet by the faculty
AwardSEIUM Institute diploma
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Learning outcomes

What you will be able to do

01

Analyse the structure of a portfolio of energy assets and contracts.

02

Calculate market risk metrics such as VaR and CFaR.

03

Optimise portfolios subject to physical and financial constraints.

04

Value flexible assets using real options models.

05

Interpret the obligations of REMIT, MiFID II and EMIR.

06

Design a compliance programme for a trading entity.

07

Define data governance and the requirements of an ETRM system.

Profile

Who it's for

  • Energy portfolio manager looking to specialise in Portfolio Optimisation and Compliance.
  • Market risk analyst looking to specialise in Portfolio Optimisation and Compliance.
  • Energy compliance officer looking to specialise in Portfolio Optimisation and Compliance.
  • ETRM analyst looking to specialise in Portfolio Optimisation and Compliance.
  • Energy trader looking to specialise in Portfolio Optimisation and Compliance.
  • Energy asset valuation specialist looking to specialise in Portfolio Optimisation and Compliance.
  • Engineering or science graduates seeking to enter energy marketing and trading.
Standards & tools

What you'll work with

  • Regulation (EU) No 1227/2011 (REMIT)
  • Regulation (EU) 2024/1106 (REMIT revision)
  • Directive 2014/65/EU (MiFID II)
  • Regulation (EU) No 648/2012 (EMIR)
  • Regulation (EU) No 596/2014 (market abuse)
  • Implementing Regulation (EU) No 1348/2014 (REMIT data reporting)
  • ISO 37301 (compliance management systems)
Syllabus

8 modules · 800 h

  1. 1.1Physical and financial positions of a utility
  2. 1.2Generation, demand and contract assets
  3. 1.3Forward curves and construction of the hourly curve
  4. 1.4Exposure to price, volume and profile
  5. 1.5Mark-to-market and mark-to-model valuation
  6. 1.6P&L attribution
  7. 1.7Book structure and transfer pricing
  8. 1.8Front, middle and back office functions
  9. 1.9Risk policies and risk appetite
  10. 1.10Workshop: open position of an electricity retailer
  1. 2.1Parametric, historical and Monte Carlo VaR
  2. 2.2CVaR or expected shortfall
  3. 2.3Profit-at-Risk and Cash-flow-at-Risk
  4. 2.4Volatilities and correlations between commodities
  5. 2.5Backtesting of risk models
  6. 2.6Stress testing and extreme scenarios
  7. 2.7Counterparty credit risk and PFE
  8. 2.8Liquidity risk from margin calls
  9. 2.9Limit system and escalation
  10. 2.10Practical: VaR and CVaR of an electricity and gas portfolio
  1. 3.1Markowitz mean-variance model
  2. 3.2Optimisation with Rockafellar-Uryasev CVaR
  3. 3.3Two-stage stochastic programming
  4. 3.4Scenario generation and reduction
  5. 3.5Optimal mix of contracts and maturities
  6. 3.6Operational and liquidity constraints
  7. 3.7Risk-return efficient frontier
  8. 3.8Robust optimisation under uncertainty
  9. 3.9Dynamic reoptimisation and rebalancing
  10. 3.10Laboratory: CVaR portfolio optimisation in Python
  1. 4.1Assets as real options
  2. 4.2Combined-cycle plants as spark spread options
  3. 4.3Storage as a portfolio of options
  4. 4.4Swing contracts and take-or-pay clauses
  5. 4.5Mean-reverting price models
  6. 4.6Jumps and price spikes in electricity
  7. 4.7Hourly simulation of correlated prices
  8. 4.8Intrinsic versus extrinsic value
  9. 4.9Dynamic hedging of flexible assets
  10. 4.10Case study: valuation of a combined-cycle plant with spread options
  1. 5.1REMIT (EU) No 1227/2011 and its 2024 revision
  2. 5.2Definition of inside information
  3. 5.3Types of market manipulation
  4. 5.4Participant registration and reporting to ACER
  5. 5.5MiFID II and the ancillary activity exemption
  6. 5.6EMIR: clearing and derivatives reporting
  7. 5.7Market Abuse Regulation (MAR)
  8. 5.8CNMC supervision of energy markets
  9. 5.9Sanctions regime and precedents
  10. 5.10Practical: analysis of a sanctioned case of manipulation
  1. 6.1Design of the regulatory compliance programme
  2. 6.2Trade surveillance
  3. 6.3Detection of spoofing, layering and wash trades
  4. 6.4Disclosure of inside information
  5. 6.5Insider lists
  6. 6.6Recording and archiving of communications
  7. 6.7Suspicious transaction and order reporting (STOR)
  8. 6.8Training and compliance culture
  9. 6.9Internal audit and continuous improvement
  10. 6.10Workshop: designing order surveillance alerts
  1. 7.1Architecture of ETRM and CTRM systems
  2. 7.2Trade capture and confirmation
  3. 7.3Market data and curve management
  4. 7.4Integration with markets and operators
  5. 7.5Reconciliations and end-of-day controls
  6. 7.6Independent model validation
  7. 7.7Automated regulatory reporting
  8. 7.8Risk and compliance dashboards
  9. 7.9Internal controls and segregation of duties
  10. 7.10Case study: lifecycle of an OTC transaction
  1. 8.1Diagnosis of the starting portfolio
  2. 8.2Definition of risk appetite
  3. 8.3Valuation model and metrics
  4. 8.4Optimisation of the hedging strategy
  5. 8.5Regulatory risk map
  6. 8.6Design of the compliance programme
  7. 8.7Dashboard and implementation plan
  8. 8.8Sensitivity analysis and conclusions
  9. 8.9Report and presentation
  10. 8.10Final review with the tutor
Methodology, software & labs

How you'll learn

100% online training on the SEIUM campus, with downloadable material, recorded classes and a dedicated technical tutor. There are no fixed timetables: students progress at their own pace within the intake, making it easy to combine with work.

Each module combines theory, guided reading of the original standard and applied exercises. The working software is Python (pandas, PyPortfolioOpt), MATLAB Financial Toolbox, Openlink Endur, advanced Excel, Power BI, in free, academic or evaluation versions. The case studies work through real procedures for calculating VaR and CFaR for energy portfolios, valuing flexible assets through real options, and REMIT compliance audits. Assessment is continuous by module, plus the final integrative project.

Accreditable laboratories(EN ISO/IEC 17025) with rotor test rig, EMC/Lightning pre-compliance, HIL/SIL, vibration/acoustics.
Evidence-oriented Master's Thesis (final project):safety case, test plan, compliance dossier and operational limits.
Mentored by industry:lecturers with experience in training, , eVTOL/UAM and flight test.
Flexible format(hybrid/online), international cohorts and support from SEIUM Career Services.
Ethics and safety:safety-by-design approach, cyber-OT, DIH and compliance as pillars.
Capstone project

Build it end to end

Your final project follows the real engineering workflow, step by step, reviewed by your tutor.

Diagnosis of the starting portfolio

Analyse the structure of a portfolio of energy assets and contracts.

Definition of risk appetite

Calculate market risk metrics such as VaR and CFaR.

Valuation model and metrics

Optimise portfolios subject to physical and financial constraints.

Optimisation of the hedging strategy

Value flexible assets using real options models.

Regulatory risk map

Interpret the obligations of REMIT, MiFID II and EMIR.

Career opportunities

Where this takes you

Energy portfolio managerMarket risk analystEnergy compliance officerETRM analystEnergy traderEnergy asset valuation specialist
Admissions & scholarships

Requirements

  • Prior technical training or professional experience in the sector. A university degree is not required.
  • Internet connection and a computer capable of running the programme's software.
  • Sufficient Spanish to follow technical regulatory texts.

Ready to start?

Send your application today. Our admissions team replies within 72 hours with your study plan and funding options.

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FAQ

Frequently asked questions

The programme comprises 800 hours in total, spread over 6 to 8 months. That is between 10 and 15 hours per week on average, compatible with a full-time job.

You work with Python (pandas, PyPortfolioOpt), MATLAB Financial Toolbox, Openlink Endur, advanced Excel and Power BI. Free, academic or evaluation versions are used, and the tutor indicates the open-source alternative where one exists.

SEIUM's own diploma upon passing the continuous assessment and the final integrative project. It is in-house training, not an official Ministry qualification.

Yes. Modules passed in a course or postgraduate diploma in the same area are credited towards the higher programme. Check the recognition policy when enrolling.

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