Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
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In fo Current Courses

News Letter
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.”

Certificate Program in
Derivatives Valuation & Risk Analytics


MoreInformation Course Overview
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 implemented in VBA or 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


MoreInformation Course Details
Course duration60 Hours
Course scheduleSaturdays and Sundays : 4pm to 7pm (Indian Time)
Course FeeINR 45,000/- (Plus Taxes)
USD 700
Course Starts17 June, 2017


MoreInformation Program Highlights
Arrow World Class Faculty: Learn from highly acclaimed Quant practitioners and academics in Quantitative Finance 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, etc.

Arrow Industry focused curriculum: Advanced curriculum designed by Quant 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.

Arrow Rigorous Practical Implementation: Learn how to combine theory and computational methods with the practical knowledge of the real-world application areas of these skills.

MoreInformation What You Study
Participants will learn to :
  • Write programs for implementing Monte Carlo Simulations
  • Carry out Fixed Income Analytics
  • Write programs for implementing models for pricing Derivative Instruments of Different Asset Classes Using Latest Models
  • Do Practical Implementation for Market Risk Analytics
  • Do Practical Implementation for Credit Risk Analytics




    MoreInformation 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

    MoreInformation Eligibility Requirements
    Undergraduate degree, prior knowledge of any programming language.


    MoreInformation Faculty

    Abhijit Biswas

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

    Read More »

    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)

    Read More »

    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

    Read More »

    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

    Read More »

    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

    Read More »

    Anand Sabale

    Partner at SPN Risk Solutions LLP
    M. Tech. IIT Kanpur and FRM
    More than 10 years of experience in risk management consulting, performance analytics and algorithmic trading

    Read More »



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

    MoreInformation 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.”
    MoreInformation 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.




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