Certificate Program in
Derivatives Valuation & Risk Analytics (CPDVRA)

CPQFRM (Lateral Entry)

Build your career in Quants & Risk Management

Live Online Instructor-led Weekend Program
  • English

Quick Facts

  • Program Duration
  • Program Schedule
  • Program Timing
  • Program Start Date

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


Batch Start Date Fee Mode Time

Why choose CPDVRA® Program?

CPQFRM (Lateral Entry)

View what our learners have to say...

Meet Deepak Mishra
Meet Godliving Maro
Meet Tanaya
Meet Shubhaditya Dutta
Meet Nikhil Kudalkar

Faculty

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

Brief Course Outline

  • Primer 1
    Introduction to Programming (Optional)
    • Programming in Python
  • Module 204
    Machine Learning for Quantitative Finance (Compulsory)
    • Introduction to Machine Learning
    • Supervised Learning
      • Regression Models
      • Time Series Models
      • Volatility Forecasting
    • Unsupervised Learning
  • Module 205
    Stochastic Processes (Compulsory)
    • Basic Stochastic Processes
  • Module 206
    Numerical Methods(Compulsory)
    • Monte Carlo Simulation
  • Module 207
    Derivatives Valuations (Compulsory)
    • Implementing Equity Options Pricing
    • Implementing Currency Derivatives Pricing
    • Implementing Interest Rate Derivatives Pricing
  • Module 208
    Risk Analytics 1 (Compulsory)
    • Introduction to Financial Risk Management
    • Market Risk Management
    • Credit Risk Management
  • Module 209
    Risk Analytics 2 (Compulsory)
    • Operational Risk Management
    • Liquidity Risk Management
    • Investment Portfolio Management

Placement

Students successfully completing the course will get placement assistance subject to fulfilment of applicable conditions.

Admission Process

  • Send Your Application

  • Get on a call with a counsellor

  • Wait for Application Acceptance

  • Pay the fee & join the upcoming batch

Finance your Study

Educational Loans

We are very happy to help you progress to greater heights in your career in every way possible. Education loans available at 0% interest for full time Indian residents. Easy EMI plans available.

Student Aid

Encourages the full time students to enter this domain, benefits, if you are still pursuing formal education.

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