Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
Financial Engineering or Quantitative Finance as it is alternatively known has emerged as a very prospective career prospect, particularly for those who aspire to work in Global MNC Banks, Investment Banks, Hedge Funds and other leading financial institutions. In this session, we will discuss the current scenario and the future prospects of the domain of Financial Engineering or "QUANTS" as it is popularly known in the finance world. To discuss this topic we have an eminent list of speakers who have led Quant teams of top International Banks in major financial centres across the world.
Session Plan:
12:00 PM to 12:30 PM - Keynote addresses by the esteemed panelists Topic - Current Scenario and Future Prospect of the Quant Industry 12:30 PM to 1:30 PM - Interactive Q&APanelists
Prof. Dr. Amit Puniyani Dr. Amit Puniyani holds a PhD in (Statistical Physics and Computational Methods) from Stanford University, USA and a BTech from IIT Mumbai. Currently, he is a faculty member in Big Data Analytics at the Goa Institute of Management. Before this, he worked for over a decade in financial analytics. He worked in the risk management divisions of several top-tier international banks. He has extensive financial industry experience in valuation and risk management of financial derivatives. He has been the Vice President of Model Risk Management at Credit Suisse, and Vice President of Quantitative Risk at Nomura. He has also worked in Standard Chartered Bank in Singapore, the Quantitative Risk Analytics team of Lehman Brothers in New York, and the Fixed Income Strategy research team of J P Morgan Chase in New York.
Mr Rupal Rupal is a B.Tech from IIT, Kanpur and an Executive MBA from IIM Kozhikode with more than 15 years of experience in various areas of finance. Currently, as Vice President, he leads the Risk and PnL team of a large investment bank. Prior to this, he was Assistant Vice President at Credit Suisse Investment Banking Division. He has conducted multiple training sessions in Python involving various calculations that required the usage of various libraries being used in the finance domain, especially on the valuation side. His machine learning techniques knowledge is an added advantage.
Mr Srijoy Das Srijoy has completed his MSc in Finance from London Business School and BTech from IIT Kanpur. He has more than 16 years of experience in Quantitative analysis and research that includes areas such as Derivatives Pricing, Market and Credit risk. He has worked in India, US & 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.
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