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What are the prerequisites for this program?
Undergraduate degree in finance / engineering / mathematics / statistics / physics / economics / econometrics / chartered accountancy / computer science / MBA / CFA / FRM / PRM.
Proficiency in spoken and written English. Basic knowledge of Statistics. Working knowledge of Excel
Computer and an internet connection. We teach in Windows based platform. Mac users will need to Install Windows in Parallels Desktop for Mac.
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Is the program suitable for people having no background in finance?
While a prior background in finance, particularly knowledge of Financial Markets, Financial Products, etc. will be useful. However, the required areas of finance are taught in the course as well, so participants from non-finance background can also join this course. In fact, at least half of the participants of this program is from non-finance background and they have completed this quite successfully.
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Is the program suitable for non-programmers?
We use a lot of Python in this course for teaching practical implementation of the models. So, participants having prior programming background definitely have an advantage.
For participants who do not have a programming background, they will need to attend a primer module on basic Python Programming. For registered participants of the course, when you join the course, you get access to a Primer module on Python.
The Python primer module is designed for people who do not have any kind of prior programming background and want to learn programming for developing applications related to finance. The aim of this module is to teach python in an easy, lucid and structured way so that people coming from even no-technical or non-programming background can learn and use the python language.
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Who should attend?
Finance and Banking Professionals – those who aspire to grow into advanced analytical roles in Quant analytics, Derivative Pricing and Valuation, Model Validation, Treasury, Financial Risk Management, Compliance, Risk Consulting etc.
IT Professionals – those who aspire to work in International Banks, Hedge Funds and other leading Financial Institutions in Quant Analytics or Financial Risk Management domains or wanting to lead projects in IT companies for the above-mentioned domains.
Risk Management and Consulting Professionals – those who aspire to grow into senior roles by gaining a deeper wholesome knowledge in this fields particularly in the area of quantitative risk management.
Students – Students from Engineering, Mathematics, Statistics, Economics, Finance, Commerce etc. background who aspires to work in International Banks, Hedge Funds, Consulting firms etc. in advanced analytical roles in Quant analytics, Derivative Pricing and Valuation, Model Validation, Treasury, Financial Risk Management, Compliance, Risk Consulting etc.
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How is the course delivered?
This program is conducted as a comprehensive online course offered via online live interactive lecture sessions on weekends. All lectures are recorded also and participants gets access to view the lecture recordings as well.
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What is covered in the course?
Coverage of relevant theoretical areas of Mathematics, Statistics, Financial Markets and Products, Derivative Instruments, Trading Strategies, Payoffs, Option Greeks etc.
Coverage of relevant areas of Machine Learning topics and their practical implementation in Python.
Machine Learning for Quantitative Finance, Monte Carlo Simulation Methods both theory and implementation in Python.
Valuation of Equity Derivatives, Interest Rate Derivatives, Currency Derivatives, Commodity Derivatives, Swaps both deep understanding of the models and learning the practical implementation and modelling in Python.
Deep Coverage of Financial Risk Management areas, Market Risk, Credit Risk, Liquidity Risk, Operational Risk, Basel, FRTB, Dodd-Frank, Performance Attribution etc. both theory plus practical modelling.
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Who are the faculty?
The course is taught by highly acclaimed Quant and Risk Management practitioners 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), London Business School, IIM, IIT, ISI, etc.
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Will certificate be awarded on completion of the program? What are the certification criteria?
The participant becomes eligible to get the certificate on completion of a set of capstone project assignments that is given at the end of the program, participants who attend and follow all the lectures should be able to complete the project. To get the certificate the participant will have to complete and submit the project.
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Is there any placement support?
We have dedicated placement team who provides strong support to all successful participants for getting relevant jobs in International Banks, Hedge Funds, Consulting Firms, IT Companies and other financial institutions.
You may work in Quantitative Research & Analysis, Development of Quantitative & Analytical Software, Building Valuation Models, Model Validation, Derivatives Structuring, Quant Trading, High Frequency Trading, Algorithmic Trading, Derivatives Trading.
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What is the course calendar?
This course is offered 3 times in a year.
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How long has this programme been around for?
The first cohort of this program commenced in 2009.
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What programming language does this program use?
This program is entirely taught using Python.
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What mode of payments do you accept?
We accept all online payment modes like Bank Transfer, Credit Card, Debit Card, UPI
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Is EMI facility available?
Interest Free EMI payment option is available through our NBFC partners.
