[sql] MAX() and MAX() OVER PARTITION BY produces error 3504 in Teradata Query

As Ponies says in a comment, you cannot mix OLAP functions with aggregate functions.

Perhaps it's easier to get the last completion date for each employee, and join that to a dataset containing the last completion date for each of the three targeted courses.

This is an untested idea that should hopefully put you down the right path:

  SELECT employee_number,
         course_code,
         MAX(course_completion_date) AS max_date,
         lcc.LAST_COURSE_COMPLETED
    FROM employee_course_completion ecc
         LEFT JOIN (
             SELECT employee_number,
                    MAX(course_completion_date) AS LAST_COURSE_COMPLETED
               FROM employee_course_completion
              WHERE course_code IN ('M910303', 'M91301R', 'M91301P')
         ) lcc
         ON lcc.employee_number = ecc.employee_number
   WHERE course_code IN ('M910303', 'M91301R', 'M91301P')
GROUP BY employee_number, course_code, lcc.LAST_COURSE_COMPLETED

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