Certificate Program in
Quantitative Finance & Risk Management
(Lateral Entry)

Finance professionals as well as non-finance professionals (software developers, business analysts, credit analysts, etc.) who want to move into finance often want to learn to develop derivatives valuation and risk analysis models. Even experienced risk management professionals who have the theoretical background of the risk management models, find theirs skills to be inadequate when it comes to developing and practically implementing the models. For them having the theoretical background is not enough to actually implement these models in practice. Very often these models are now implemented in Python. This is why we have designed this course tailor-made for imparting these skills. This program is designed for people who have prior programming knowledge in any language and want to move into risk management or derivatives valuations field and want learn to develop applications related in these areas.

This is an implementation-oriented course in which practicing Risk Modellers, Investment Bankers and Treasury Professionals teach the latest valuation techniques and risk modeling skills that are used in the industry. This course starts with learning basic tools and theories related to the field and goes on to learning implementation of valuation models of derivative instruments of various asset classes using the models being used in the industry and then learning to carry out risk analysis and implement various risk models for various asset classes

Course duration	4 Months
Course schedule	Saturdays and Sundays : 3pm to 8pm (Indian Time)
Course Fee	INR 78,000 USD 1050 for overseas students
Course Starts	24th July, 2021

Participants will learn :

Machine Learning for Finance and its implementation in Python

Comprehensive theoretical background and Practical implementation of Derivatives Pricing Models in Python

Comprehensive theoretical understanding of risk management concepts, from basics to advanced

Practical Implementation for various Risk Models for Market Risk, Credit Risk, Operational Risk, Liquidity Risk etc. in Excel and Python

Practical Implementation of latest Basel Norms/Dodd-Frank/FRTB etc.

Who Should Attend

Financial Analysts

Research Analysts

Risk Analysts

Credit Analysts

Investment Managers

Finance Controllers

Subject Matter Experts

Managers from corporates

Management students

IT Professionals

Eligibility Requirements

Undergraduate degree, prior knowledge of any programming language.

Faculty

Abhijit Biswas Founder Director, IIQF Founder Director, Risk Infotech Solutions Over 18 years of experience working as Quant Finance and Risk Management professional

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Dr. Samir Ranjan Associate Professor and Director Integrated MBA Ph.D. (Theoretical Physics) Purdue University (USA) MS (Mathematical Finance) Columbia University (New York) Over 10 years of experience working as Financial Engineer with Bonddesk Group in New Jersey (USA)

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Dr. Debashis Guha Founder and Managing Director, Big Sky Quantitative Research Pvt. Ltd Ph.D. (Operations Research) Columbia University (New York, USA) M.A. (Physics) Texas Christian University (Texas, USA) B.Tech. (Electronics and Communication Engineering) IIT (Kharagpur) Over 25 years of experience working and teaching as a Quantitative Finance professional and economist in New York

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Vishal Singhi AVP Derivatives Structuring, Dhanalaxmi Bank FRM, MMS (Finance), Certificate in Financial Engineering More than 10 years of experience in derivatives structuring and trading

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Ritesh Chandra Executive Vice President – Corporate Credit Risk MBA IIM Calcutta B. Tech. IIT Kanpur and CFA (Level 3 Pass) More than 11 years of experience in Credit Risk, Corporate Finance & Technology and has worked in India, China and Canada in a variety of roles

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Placement

Students successfully completing the course will get placement assistance subject to fulfillment of applicable conditions.

Testimonials

Anand Kumar Deputy Manager Aptiva

“I had attended the program in Certificate Program in Derivative Valuations and Risk Analytics using MS Excel and VBA Programming for Finance by Indian Institute of Quantitative Finance. I would highly recommend for professionals in finance, risk and statistics. I have gained immensely from the program specially from Credit and Market Risk, got a job in Credit Risk Modeling profile in Mumbai due to this course and like to thank IIQF for the same. Special Thanks to "Abhijit Biswas" he was excellent, dedicated and very Knowledgeable. I wish them success in all their future programs.”

Nimisha Sharma Analyst, Global Valuation Group, Deutsche Bank

“First of all I would like to thank you for providing me a chance of being part of Derivatives Valuation and Risk Analytics program offered my IIQF .It is indeed incredibly informative and value added program for people like us, who are aspiring to make career in the field of risk analytic's and Quantitative Modelling .The personal guidance given by Abhijit Sir and other faculty members are rarely found and was extremely helpful.”

Admission Process

Candidates may apply online for admission to the course. Admission will be based on the candidate’s academic background, professional experience and personal interview.