Certificate Program in Quantitative Finance and Risk Management

"CFA, MBA from IIM Calcutta and B Tech from IIT Kanpur. He has more than 14 years of experience in Credit Risk, Corporate Finance & Technology and has worked in India, China & Canada in a variety of roles. He is currently working as a Group Executive Vice President - Corporate Banking Risk in a large private sector bank in New Delhi. Earlier he worked with Barclays Bank as AVP – Wholesale Banking Risk Analyst for an INR 20bn portfolio covering Working Capital facilities, Term loans / ECB, Trade Finance and Derivative products."

"MSc. Finance from London Business School, B-Tech from IIT Kanpur. He has more than 15 years of experience in Quantitative analysis and research that includes areas such as Derivatives Pricing, Market and Credit risk and has worked in India, USA & UK in a variety of roles in international banks and consulting firms. His more recent projects over the last 4 years include model risk assessment of counter-party risk models and regulatory stress testing (CCAR, EBA) models for leading investment banks. Further he is a thought leader and a scholar who likes to connect with, influence and inspire his audience through writing, speaking, lecturing and debating and using a world class network of resources that include theories, best practices and subject matter experts.."

"B.Tech from IIT, Kanpur and Executive MBA from IIM Kozhikode. Rupal has a vast experience of more than 12 years in various areas of finance. He currently works as Vice President, Fixed Income at one of the largest International Bank for their Corporate Investment Banking Division. Prior to this he was working as Assistant Vice President at Credit Suisse, Investment Banking Division. He has also been a regular internal trainer in the organizations that he has worked in."

"MBA from IIM-Calcutta, FRM, CFA, BE (NIT Surat), PG Diploma in Securities Law. He is currently working as a GM of one of the top MNC IT Company leading their Risk Management team and Derivative Valuations team. Earlier he was working 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."

"Edelbert brings over 19 years of experience in banking, asset management and capital markets. He has been a part of the founding team of Yes Asset Management. Some of his earlier assignments have been with ING, Pramerica (Prudential of U.S.A.) and ICICI. He was entrusted the responsibility of starting the Investment Risk function at ING Investments India where he designed and built a formidable system to track and monitor key investment risk parameters thereby making sure that investment managers don't deviate from their scheme objectives. On the back of this achievement, his involvement was sought in projects at the Asia-Pacific level. He has been a member of various investment committees, valuation committees, risk committees and product committees where his inputs were sought in the areas of financial derivatives, investments and risk management. Prior to joining ING, he set up the derivatives and alternate research desk at Ambit Capital, the broking arm of the Ambit group, a leading boutique investment house. Here he crafted successful strategies involving exchange traded futures and options."

"Keshav has done his Btech from IIT Kharagpur. He has also done his CFA and FRM. He currently works as an AVP in a top International Bank. He has worked across various investment banks and financial institutions in the areas of financial modelling, M&A, risk management, risk advisory, derivatives research and financial analysis."

"15 year BFSI Risk Management & Model Implementation Work Ex. Across Corporate, Institutional & Investments Banking. Director in UBS - Risk Modelling & Analytics, Model Risk Management & Control, Chief Risk Office (CRO) Function. MBA-Finance & MSc in Machine Learning & Artificial Intelligence from Liverpool John Moores University (LJMU). Post-Graduate Diploma in Machine Learning & Artificial Intelligence from IIIT-Bangalore. Domain SME on Credit Risk , Derivatives Counterparty Credit Risk, Derivative Pricing, Stochastic Modelling, Stress Testing. ML Expertise (Teaching ML for Quantitative Finance & Risk Management). Financial Prediction (Regression & Classification ) - Lasso/Ridge Regression, CART Decision Trees, Ensemble Learning (Bagging & Boosting) & Support Vector Machines (SVM). Financial Time Series Forecasting - (Recurrent) Neural Networks, RNN-LSTM, RNN-GRU, Hybrid-RNN-LSTM-GRU. Financial Instrument Pricing - Non-Linear & High Dimensional Derivative Pricing using Neural Networks. ML Model Optimization – Hyperparameters Tuning K-Fold Cross-Validation, Stochastic Gradient Descent, Convergence etc. Regulatory & Industry ML Adoption, Challenges & Use Cases – Model Explainibility, Performance Evaluation & Testing."