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IIM Ahmedabad | Advanced Programme in Quantitative Finance and Risk Management

.2 - 30 yrs.Anywhere

Fee

INR 4,00,000/- + GST

Duration

6-7 months

Experience

2 - 30 yrs

Delivery Method

Online

The high-stakes world of finance needs quants & risk professionals. Position yourself to lead.

Course Detail

IIM Ahmedabad's Advanced Programme in Quantitative Finance and Risk Management is designed to help professionals thrive in this high-demand field. This six-to-seven-month programme provides a comprehensive understanding of financial markets, products, institutions, the Black-Scholes model, machine learning applications in finance and more. You'll develop the tools needed to describe financial markets, make predictions in the face of uncertainty and find optimal solutions to business and investment decisions. With this expertise, participants will be equipped with the skills to take on leadership roles in quantitative finance and risk management.

Programme Objectives

The main objective of this programme is bring together experienced and young quantitative analysts and managers in large financial institutions, hedge funds and boutique trading and risk analytics firms and provide them with

  • Mathematical and economic foundations of derivatives pricing and risk management
  • An in-depth understanding of the famous Black Scholes model, its applications and extensions
  • Training in numerical methods used in computational finance (via Pythonand R)
  • An introduction to most commonly used machine learning methods in finance
  • Knowledge of mathematical techniques used in quantitative risk management and
  • A peek into the state of the art in quantitative finance, machine learning applications and risk management.

Desired Candidate Profile

  • Educational Qualification: Applicants must be working professionals with a graduate degree (10+2+3 or equivalent) in any discipline, securing at least 50% marks. On a strictly case by case basis, the program would also consider final year students of four year graduate degree programs in subjects like engineering, mathematics, physics and computer science.
  • Work Experience: The programme is open to professionals at all levels - senior, middle, and junior management, as well as entrepreneurs.
  • The eligible candidates will be selected based on their educational and professional background and motivation based on the application form submitted.
  • Applications with Credentials & Corporate Nominations - Selections will be based on a detailed Profile of Candidate in their own words elaborating their Academic record, Profile, Designation, Salary, Roles, Responsibilities, Job Description along with a Statement

Course Modules

  • Module 1: Building blocks
  • Module 2: The Black-Scholes model, its applications and extensions
  • Module 3: Machine learning applications in finance
  • Module 4: Advanced topics in risk management