Quantitative Finance and Risk Mitigation

INTRODUCTION MODULE

• INTRODUCTION TO PROGRAMMING IN R

• INTRODUCTION TO PROGRAMMING IN PYTHON

MODULE 1: INTRODUCTION OF FINANCE

• FINANCIAL MARKETS AND PRODUCTS

• FINANCIAL ECONOMICS

• FUNDAMENTALS OF FIXED INCOME INSTRUMENTS

• DERIVATIVES PRODUCTS AND STRATEGIES

• FINANCIAL INSTITUTIONS

MODULE 2: INTRODUCTION TO FINANCIAL MATHEMATICS

• BASICS OF LINEAR ALGEBRA AND CALCULUS FOR FINANCIAL MARKETS

MODULE 3: INTRODUCTION PROBABILITY & STATISTICS

• PROBABILITY THEORY

• PROBABILITY DISTRIBUTIONS

• DESCRIPTIVE AND INFERENTIAL STATISTICS

MODULE 4: MACHINE LEARNING FOR QUANTITATIVE FINANCE

• INTRODUCTION TO MACHINE LEARNING

• SUPERVISED LEARNING

• REGRESSION MODEL

• TIME SERIES MODELS

• VOLATILITY FORECASTING

• UNSUPERVISED LEARNING

MODULE 5: STOCHASTIC PROCESSES

• BASIC STOCHASTIC PROCESSES FOR DERIVATIVES AND OPTION PRICING

MODULE 6: FINANCIAL MODELLING

• MODEL BUILDING

• CONSTRUCTION OF FINANCIAL STATEMENTS

• WORKING CAPITAL MANAGEMENT

• NPV AND IRR

• XIRR AND MIRR FUNCTIONS

• COMPUTATION OF WACC USING CAPM APPROACH

• COMPUTATION OF FCFF AND FCFE

MODULE 7: DERIVATIVE VALUATIONS

• IMPLEMENTING EQUITY OPTIONS PRICING

• IMPLEMENTING CURRENCY DERIVATIVES PRICING

• IMPLEMENTING INTEREST RATE DERIVATIVES PRICING

MODULE 8: RISK MITIGATION

• INTRODUCTION TO FINANCIAL RISK MANAGEMENT

• MARKET RISK MANAGEMENT

• CREDIT RISK MANAGEMENT

• OPERATIONAL RISK MANAGEMENT

• LIQUIDITY RISK MANAGEMENT

The primary objective of the Executive Program in Quantitative Finance and Risk Mitigation is to equip participants with the knowledge and skills necessary to excel in the field of quantitative finance and risk management.

The program aims to achieve the following objectives:

• Gain a solid understanding of mathematical concepts and techniques used in finance, enabling them to analyze and solve complex financial problems.

• Develop skills in building and implementing quantitative models to evaluate financial instruments and investment strategies. They will learn programming languages and tools used for financial modeling and simulation.

• Acquire knowledge about different types of financial risks and learn how to measure, monitor, and mitigate them effectively. They will explore risk management strategies and the use of financial derivatives for hedging purposes.

• Learn how to apply statistical and mathematical models to financial data, enabling them to make informed investment decisions and evaluate risk.

• Gain insights into various financial markets and instruments, including stocks, bonds, options, futures, and foreign exchange. They will understand the characteristics of these instruments and their pricing mechanisms.

• Learn about the regulatory frameworks governing financial institutions and the impact of regulations on risk management practices. They will gain knowledge of key regulations and compliance requirements.

By the end of the program, participants should be well-equipped to analyze financial data, assess risks, and make informed decisions in the field of quantitative finance and risk mitigation. The program aims to prepare individuals for careers in banking, investment management, insurance, and corporate finance, where quantitative skills and risk management expertise are highly valued.

Executive Program in Quantitative Finance and Risk Mitigation is an online program that comprises a series of Online lectures, discussions, quizzes, assignments, projects, and online assessments. Our teaching and learning model encompasses the following:

• Collaborative learning approach
• Eminent faculty
• Application-based pedagogy
• Blended technology-enabled education
• Lectures and guest sessions by industry experts
• Experiential learning through practical & hands-on training

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.