Workshops Financial Services Portfolio Optimisation

Financial Services Full Day or Half Day Workshop

Quantum Portfolio Optimisation

This workshop equips financial services C-suite and portfolio managers with practical quantum optimisation approaches to overcome classical model limitations.

Full day (6 hours) or half day

In person or online

Max 30 delegates

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Workshop Description

For C-suite and portfolio management leads. Covers the limits of classical Markowitz and mean-variance models, quantum algorithms for large-scale optimisation, benchmark-specific performance comparisons, adoption frameworks, and independent guidance on quantum optimisation vendors.

Classical mean-variance optimisation hits a computational wall as asset universes grow beyond a few hundred instruments with real-world constraints (cardinality limits, sector caps, turnover bounds, transaction costs). The problem is NP-hard in its general form. Quantum optimisation algorithms, specifically QAOA and variational methods, offer a different approach: encoding portfolio constraints as QUBO (Quadratic Unconstrained Binary Optimisation) problems and solving them on quantum hardware or quantum-inspired classical solvers. Published benchmarks from JPMorgan, Goldman Sachs, and academic groups show that for portfolios of 20 to 80 assets with realistic constraints, current NISQ hardware can find solutions competitive with classical solvers. The practical question is not whether quantum advantage exists in theory, but at what asset universe size and constraint complexity the crossover occurs for your specific portfolio construction workflow. This workshop maps that boundary, works through the formulation process, and evaluates the vendor landscape with independence.

What participants cover

Classical Markowitz limitations: why mean-variance optimisation becomes intractable with real-world cardinality and turnover constraints
QAOA and VQE for portfolio construction: how quantum algorithms encode and solve constrained asset allocation problems
QUBO formulations: translating financial constraints (sector limits, position bounds, tracking error) into quantum-native problem representations
Benchmark evidence: published results from JPMorgan, Goldman Sachs, and academic groups comparing quantum versus classical solvers at different asset universe sizes
Hardware limits: the NISQ performance ceiling (20-80 assets with noise mitigation) and the fault-tolerant frontier for institutional-scale portfolios
Vendor assessment: independent comparison of IBM, IonQ, D-Wave, Quantinuum, Multiverse Computing, and quantum-inspired classical alternatives

Preliminary Agenda

Full-day session structure with scheduled breaks. Content is configurable to your team's asset classes, constraint types, and existing optimisation infrastructure.

#	Session	Topics
1	Classical Portfolio Theory and Its Computational Limits Why Markowitz breaks at scale
2	Quantum Optimisation Algorithms for Finance QAOA, VQE, and quantum annealing for portfolio construction	QAOA (Quantum Approximate Optimisation Algorithm) applied to asset allocation VQE (Variational Quantum Eigensolver) for constrained portfolio problems Quantum annealing versus gate-based approaches: when to use which
Break, after 50 min
3	QUBO Formulations for Portfolio Problems Translating financial constraints into quantum-native representations	Encoding cardinality constraints, sector limits, and turnover bounds as QUBO Penalty term calibration and feasibility filtering Benchmark results: QAOA versus classical solvers on 50-500 asset universes
4	Hands-On: Building a Quantum Portfolio Optimisation Pipeline Full-day format only	Formulating a mean-variance problem as QUBO using Qiskit Finance Running on simulator versus cloud quantum hardware Interpreting results and comparing against classical Gurobi baseline
Break, after 60 min
5	Current Hardware Limits and Honest Performance Assessment What works now, what does not, and the 2026-2030 frontier	NISQ performance ceiling: asset universe sizes achievable today (20-80 assets with noise mitigation) Error mitigation techniques and their impact on solution quality Fault-tolerant timeline and what it unlocks for institutional-scale portfolios
6	Vendor Landscape and Adoption Framework Independent guidance on quantum optimisation vendors	IBM, IonQ, D-Wave, Quantinuum, Multiverse Computing: capability comparison Quantum-inspired classical solvers (Fujitsu Digital Annealer, Toshiba SQBM+) Build versus buy: structuring a pilot with realistic ROI expectations
7	Q&A and Pilot Planning

Designed and Delivered By

Workshops are designed and delivered by QSECDEF in collaboration with sector specialists. All facilitators have direct experience in both quantum technologies and financial services systems.

QSECDEF brings world-leading expertise in post-quantum cryptography, quantum computing strategy, and defence-grade security assessment. Our advisory membership spans 600+ organisations and 1,200+ professionals working at the intersection of quantum technologies and critical infrastructure security.

Financial Services workshops are co-delivered with sector specialists who bring direct operational experience in financial services organisations. This ensures workshop content is grounded in regulatory, operational, and technical realities specific to the sector.

Commission This Workshop

Sessions are configured around your portfolio construction workflow, asset classes, constraint types, and existing optimisation infrastructure. Get in touch to discuss requirements and schedule a date.

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