Indian Institute of Quantitative Finance
Center of Excellence in Quantitative Finance and Financial Engineering
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FRM® FACULTIES
- Abhijit Biswas is currently a Director and Head of Product Development at Risk Infotech Solutions, India’s premiere company of Portfolio Risk Management Software Products. He is the founder Director of IIQF. With over ten years worth of experience in research and development in the field of Financial Engineering, Risk Modelling, Derivatives and Risk Management Software Systems Development, he is one of the pioneers of Risk Modelling Technologies in India. He is also an expert in Monte-Carlo Simulation theories and systems and advanced simulation technologies applied to finance and general business risks.
As a Quant professional, he has created numerous breakthroughs in Risk Modelling Technology in India. He has co-developed India’s first and principal Multi-Factor Risk Model for the Equity market, and India’s first and only one of a kind Multi-Factor Risk Model for the Fixed Income market. He has also developed India’s first commercial grade large scale Monte Carlo Simulation system for business analytics using Excel spreadsheet models.
He also received Venture Capital funding to start up one of India’s first software product companies to research and develop risk management systems in India which caters to major global financial institutions.
He has been a consultant to major global financial institutions in risk management domain. He has conducted training programs on statistics, econometrics, simulations, etc. for the top and mid level executives of the National Stock Exchange. He has conducted training programs for the Bombay Stock Exchange and other institutions. He regularly conducts training programs for FRM aspirants across India.
- Vimal Pathak, is currently the Chief Manager (Risk) and Head of Credit Risk Management in a top private sector bank. He has over nine years of experience in developing Risk Rating Models for large corporates and has implemented Basel II in leading banks and conducted trainings. Previously he was a Risk Management Consultant with Oracle Financial Services. He is a PGDBA, CAIIB-IBA, ISA-ICAI, FRM, and CA.
- Vishal Singhi, is the Chief Manager – Treasury in a top private sector bank, where his responsibilities include structuring of Forex and interest rate derivative products, designing hedging strategies, risk analysis, pricing of path dependent exotic options, etc. He has over five years of experience in industry and also in teaching in business schools. He holds an MMS in Finance and Certificate in Financial Engineering.
- Pankaj Jain is currently working as an ERP Financials consultant. He has over six years of experience. Earlier he worked at SAP Labs as Principal Software Engineer for Treasury and Risk Management team. He has extensive experience of Credit Risk, Market Risk, Portfolio Analysis, Treasury, Position Management, Hedge Management and Exposure Management. He holds a BE, NCFM and is a member of Actuarial Society of India.
He holds five US Patents in Portfolio Optimization, Exposure Management System for financial risk management, valuation of implicit derivatives like caplets and floorlets, Treasury ledger position selector, etc.
- Ujwal Dinesh works with one of the top four Wall Street Investment Banks as Credit Analyst where he is responsible for structuring and recommending exposure for fund-based, non fund-based and derivative facilities. He has experience of statistical modelling of short-term interest rates in India. He has been a visiting faculty at leading business schools. He is an MBA from IIM-Calcutta, BE, FRM, CFA (Level-III candidate).
- Guruprasad Jambunathan has four years of experience in quantitative analysis & risk analysis with Irevna, CRISIL where he is responsible for undertaking advanced quantitative and risk-based analysis. He has been conducting training in relevant field for over three years. He holds a MBA Finance, degree in Statistics, FRM, CFA.
- Ashish Agarwal is currently a senior consultant specializing in the areas of financing, mergers and acquisitions and financial modelling specially for the infrastructure sector. He is a chartered accountant by profession and has worked with KPMG in their Mergers and Acquisitions practice. He has also worked at Citibank Treasury. He is a visiting faculty for various institutes in the areas of banking and finance. He holds a Masters in International Securities Investment and Banking from University of Reading, UK.
- Anand Sabale, FRM. He is Partner at SPN Risk Solutions LLP. He has over six years of experience in risk management consulting , performance analytics and algorithmic trading. He has researched, traded and advised on statistical arbitrage trading. He is involved in risk management consulting and performance analytics for hedge funds and fund of hedge funds. Previously he had worked with Capital Metrics and Risk Solutions where he was involved in developing quantitative trading strategies and performance analytics for hedge funds.
He is M.Tech. IIT Kanpur, BE Shivaji University and an FRM holder.
- Anshuk Batra has vast experience in Risk Modelling, Risk Analytics, Financial Analytics, Statistical Modelling, and Consultancy. He has implemented Basel II and other Risk Management solutions for international banks. He is currently working with TCS wherein he is responsible for implementing Operational Risk, ALM, and Market Risk. Previously he worked with Oracle Financial Services as a consultant for implementing Basel II, Credit Risk, etc. Anshuk holds a B.Tech, Post Graduation in Banking Technology Management, FRM, and NCFM.
- Omkar Redkar is a credit risk analyst with a leading global bank. Previously he had worked with CRISIL, India's leading credit rating organization and Bank of America as Credit Analyst, Corporate Debt Products. He has over six years of experience. He is an MBA Finance (SIBM), BE and FRM.
- Ritesh Ujwal, works with the treasury of a top private sector bank where he is responsible for valuation of Forex solutions, Structured Derivatives Products and bullion. He has authored research papers on modeling USD/INR options with discontinuous returns, modelling short-term exchange rate dynamics using Monte Carlo, Calibrated Jump-Diffusion model and Modified BSM model. He holds an MBA IIM-C, BE, FRM and LIFA.
- Sachin Shetty is a senior management professional with the National Stock Exchange of India Limited. He is involved in the model and system development of INDIA VIX, India’s volatility index. He is also responsible for conceptualization and product design of repos in corporate bonds. Earlier he worked in Clearing Corporation of India Limited where he had been involved in the development of risk management systems for Forex Forward Swaps Trading System platform and Interest Rate Swaps. He holds an MMS (Finance) and FRM.
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