Quantitative Finance & Risk Management (Lateral Entry)
Build your career in Quants
FinoQ Executive Program
Indian Institute of Quantitative Finance
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CPDVRA Program | Derivatives Valuation & Risk Analytics Course Highlights
- World Class Faculty: Learn from highly acclaimed Quant practitioners and Risk Management experts who have worked with topmost global investment banks and firms in New York, London, Singapore, Sydney and more, with academic background from some of the world’s top universities like Stanford (USA), Columbia (USA), IIM, IIT, ISI.
- Industry focused curriculum: Advanced curriculum designed by Quant and Risk Management practitioners from top Wall Street Investment Banks and financial institutions and industry experts to prepare job-ready professionals who are highly sought after by MNC financial institutions.
- Rigorous Practical Implementation: Strong emphasis on practical implementation and knowledge of the real-world application areas.
About the Course
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
What You Study
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
What our learners have to say...
"I had enrolled for the CP-QFRM course at IIQF. It was six months of pure pleasure learning cutting edge, current market relevant Quant and Risk Management practises, philosophies and techniques. Brilliant team of lecturers coming straight from leading market entities in the Investment and Risk space. After completing this course I was able to successfully realise my desire to effect a career change towards Risk Analytics and Risk Modelling, after almost 13 years of experience. It has given me a successful start and also equipped me to consolidate my career as a result of hands on skills acquired. Not just CQFRM but other courses also I would say are very apt and highly recommended!!"
"The course on Financial Engineering that I attended at IIQF is one of the best courses available in the Indian market. Much more rigorous than CQF and more Quant Finance orientated than a CFA. It has a wonderful faculty most of whom are former PhDs from Stanford or Professors in Indian Statistical Institute (ISI). The course offers various insights and allows multiple programming languages. It allows Open book Testing culture which allows students to focus on applying the theory to very real problems. This course overall has provided me with a solid mathematical foundation, enabled me to understand how the theory translates to practical problems and finally to get a great offer in a equity quant research team."
"I had attended the Certificate Program in Derivative Valuations and Risk Analytics conducted by Indian Institute of Quantitative Finance. I was previously working with a Registered Investment Advisory (proprietary firm) as a Quantitative Analyst. This program is very relevant for risk professionals with a specialization in OTC valuations. The content of he course is very practical for various asset class derivative valuation models and the codes and resources of the model can be utilized to build a foundation for Derivative Valuation Modelling. Lectures are very interactive with its content being useful for python modelling from scratch and prepare for Valuation and Model Validation quant roles... "
Rohan Deodhar, FRM
"I am thankful to IIQF for helping me achieve my goal to move to quant risk role. What attracted me to Financial Engineering course at IIQF was the content of the program. It covered Mathematics, Machine Learning, Numerical Methods with Python modelling and helped me to move to Quant Risk role something I wanted to achieve."
"I had attended the Program in Derivative Valuations and Risk Analytics conducted by Indian Institute of Quantitative Finance. Before joining I was working with one the of broking firm for long time and was looking for change the field. IIQF's relevant & up to date program helped me a lot in sharpening my skills and getting desired profile at NOMURA. I would highly recommend this program for its content, which is very relevant for professionals in finance & risk. Additionally Nitish Mukherjee from IIQF has put in lots of efforts to share & recommend my profile to various organizations and finally I got opportunity to work with Nomura, where also my profile was considered after Nitish's personal recommendation."
"I recently pursued the certificate program in financial engineering course from IIQF. Structuring of topics was focused and also in order to enable one learn from the primary to the advanced concepts. Faculty members were very good and offered to assist at all points and covered the aspects of the curriculum in a concise manner. Primer for this course is very helpful for beginners as a prerequisite. The program as a whole was very nice and useful and all the faculty members were very good. My sincere thanks to all faculty members namely Edelbert, Rupal, Vivek, Ritesh, Srijoy, Ujwal."
"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."
"Overall experience in IIQF is just superb. IIQF is best as it provides quality education. I did the PGPAT course after completing my engineering. My experience at iiqf has given me a chance to sharpen my skills in my field of my choice ie algorithmic trading. I want to express my sincere thanks to nitish sir for your help in getting me placed. Nitish Sir took special care in convincing my prospective recruiter that I will fit in to required profile and I was successfully placed as python developer at Tesnatech Pvt Ltd. I didn’t realize the realm of your placement services until I stepped into your office. Needless to say,I was amazed at the abundance of opportunities that your institute provides. Thank you for your tremendous help!."
"Thanks a lot IIQF and the lecturers. PGPFE course helped me in moving to Semi Quant team internally. Lectures are very informative and covered wide range of complex topics building from fundamentals to very advanced levels. Very refreshing experience."
Brief Course Outline
Primer 1Introduction to Programming (Optional)
- Programming in Python
Module 204Machine Learning for Quantitative Finance (Compulsory)
- Introduction to Machine Learning
- Supervised Learning
- Regression Models
- Time Series Models
- Volatility Forecasting
- Unsupervised Learning
Module 205Stochastic Processes (Compulsory)
- Basic Stochastic Processes
Module 206Numerical Methods(Compulsory)
- Monte Carlo Simulation
Module 207Derivatives Valuations (Compulsory)
- Implementing Equity Options Pricing
- Implementing Currency Derivatives Pricing
- Implementing Interest Rate Derivatives Pricing
Module 208Risk Analytics 1 (Compulsory)
- Introduction to Financial Risk Management
- Market Risk Management
- Credit Risk Management
Module 209Risk Analytics 2 (Compulsory)
- Operational Risk Management
- Liquidity Risk Management
- Investment Portfolio Management
Students successfully completing the course will get placement assistance subject to fulfilment of applicable conditions.
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