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  • 01. Python Programming for Finance (PPF)

    3,000₹
    Prerequisites: No Prerequisites | Duration: ~30 hrs + 5 hrs for [CV Preparation, Profile Optimization] + 2.5 hrs for [Mock Interviews] | Mode: Live (Instructor-led) and Recorded (Self-Paced)
    Valid for 6 months
    • M101: Python Fundamentals and Data Structures
    • M102: Control Flow Statements and Exception Handling
    • M103: OOP Concepts for Advanced Programming
    • M104: Data Analytics, Automation, and Multi-Core Processing
    • M105: Python Integrated Mathematics, Statistics, and Finance
    • Interview Guide: Python for Quant Finance Professionals

  • 04. Fixed-Income Investments RM (FIIRM)

    16,000₹
    Prerequisites: Python Programming, Excel | Duration: ~60 hrs + 5 hrs for [CV Preparation, Profile Optimization] + 10 hrs for [Mock Interviews] | Mode: Live (Instructor-led) and Recorded (Self-Paced)
    Valid for 12 months
    • M401: Fixed-Income Market Fundamentals and Products
    • M402: Modeling Term-Structure of Interest Rates
    • M403: Modeling Rates Using Stochastic Interest Rates Models
    • M404: Pricing and Valuation of Fixed-Income Securities
    • M405: Bond Cashflow Mapping Procedures and Portfolio Risk
    • M406: Risk Methodologies and Portfolio Risk Management
    • Interview Guide: Fixed-Income Investments and Risk Manage..

  • 07. Quant Market Risk Management (QMRM)

    20,000₹
    Prerequisites: Python Programming, Excel | Duration: ~85 hrs + 5 hrs for [CV Preparation, Profile Optimization] + 10 hrs for [Mock Interviews] | Mode: Live (Instructor-led) and Recorded (Self-Paced)
    Valid for 15 months
    • M701: Introduction to Market Risk Management Fundamentals
    • M702: Sensitivity Analysis and Hedging Techniques
    • M703: Scenario Analysis and Portfolio Stress Testing
    • M704: VaR Methodologies and Portfolio Risk Management
    • M705: Stressed VaR, Expected Shortfall, and Adv. Measures
    • M706: Basel and FRTB Regulatory Frameworks
    • M707: Model Validation, Backtesting, and Performance Assess
    • Interview Guide: Quant Market Risk Management

  • 08. Credit Risk Management (CRM)

    20,000₹
    Prerequisites: Python Programming, Excel | Duration: ~75 hrs + 5 hrs for [CV Preparation, Profile Optimization] + 10 hrs for [Mock Interviews] | Mode: Live (Instructor-led) and Recorded (Self-Paced)
    Valid for 12 months
    • M801: Introduction to Credit Risk Management
    • M802: CounterParty Credit Risk and Management Strategies
    • M803: Credit Risk Mitigation through Netting and Collateral
    • M804: Credit Risk Mitigation through Credit Derivatives
    • M805: Credit Risk Mitigation and Basel Regulations
    • M806: Advanced Risk Measures and Exposure Calculation
    • M807: Securitization in Credit Risk Management

  • Quant Finance and Risk Management Pro

    60,000₹
    Prerequisites: Excel | Duration: ~250+ hrs (5 Programs) + 5 hrs for [CV Preparation, Profile Optimization] + 10 hrs for [Mock Interviews] | Mode: Live (Instructor-led) and Recorded (Self-Paced)
    Valid for 24 months
    • M101: Python Fundamentals and Data Structures
    • M102: Control Flow Statements and Exception Handling
    • M103: OOP Concepts for Advanced Programming
    • M104: Data Analytics, Automation, and Multi-Core Processing
    • M105: Python Integrated Mathematics, Statistics, and Finance
    • Interview Guide: Python for Quant Finance Professionals
    • M301: Equity Market Fundamentals and Products
    • M302: Modeling Volatilities and Vol Surfaces
    • M303: Portfolio Performance Measurement and Attribution
    • M304: Risk Methodologies and Portfolio Risk Management
    • M305: Pricing and Valuation of Equity Derivative Instruments
    • M401: Fixed-Income Market Fundamentals and Products
    • M402: Modeling Term-Structure of Interest Rates
    • M403: Modeling Rates Using Stochastic Interest Rates Models
    • M404: Pricing and Valuation of Fixed-Income Securities
    • M405: Bond Cashflow Mapping Procedures and Portfolio Risk
    • Interview Guide: Fixed-Income Investments and Risk Manage..
    • M701: Introduction to Market Risk Management Fundamentals
    • M702: Sensitivity Analysis and Hedging Techniques
    • M703: Scenario Analysis and Portfolio Stress Testing
    • M704: VaR Methodologies and Portfolio Risk Management
    • M705: Stressed VaR, Expected Shortfall, and Adv. Measures
    • M706: Basel and FRTB Regulatory Frameworks
    • M707: Model Validation, Backtesting, and Performance Assess
    • Interview Guide: Quant Market Risk Management
    • M801: Introduction to Credit Risk Management
    • M802: CounterParty Credit Risk and Management Strategies
    • M803: Credit Risk Mitigation through Netting and Collateral
    • M804: Credit Risk Mitigation through Credit Derivatives
    • M805: Credit Risk Mitigation and Basel Regulations
    • M806: Advanced Risk Measures and Exposure Calculation
    • M807: Securitization in Credit Risk Management

  • Quant Finance Mentorship Program 1:1

    3,50,000₹
    Prerequisites: Excel | Duration: ~400+ hrs (10 Programs) + 14 Projects + 1:1 Mentorship Sessions + Priority Support | Mode: Live (Instructor-led), Recorded (Self-Paced), and Personalized 1:1 Sessions
    Valid for 24 months
    • M101: Python Fundamentals and Data Structures
    • M102: Control Flow Statements and Exception Handling
    • M103: OOP Concepts for Advanced Programming
    • M104: Data Analytics, Automation, and Multi-Core Processing
    • M105: Python Integrated Mathematics, Statistics, and Finance
    • Interview Guide: Python for Quant Finance Professionals
    • M201: Basic Statistics
    • M202: Probability and Probability Distributions
    • M203: Regression Analysis
    • M204: Linear Algebra
    • M205: Deterministic and Stochastic Calculus (NA)
    • M206: Stochastic Processes and Simulations
    • M207: Time-Value of Money
    • M301: Equity Market Fundamentals and Products
    • M302: Modeling Volatilities and Vol Surfaces
    • M303: Portfolio Performance Measurement and Attribution
    • M304: Risk Methodologies and Portfolio Risk Management
    • M305: Pricing and Valuation of Equity Derivative Instruments
    • M401: Fixed-Income Market Fundamentals and Products
    • M402: Modeling Term-Structure of Interest Rates
    • M403: Modeling Rates Using Stochastic Interest Rates Models
    • M404: Pricing and Valuation of Fixed-Income Securities
    • M405: Bond Cashflow Mapping Procedures and Portfolio Risk
    • Interview Guide: Fixed-Income Investments and Risk Manage..
    • M501: Introduction to Portfolio Management
    • M502: Portfolio Construction and Optimization Techniques
    • M503: Performance Evaluation Metrics and Attribution
    • M504: Portfolio Risk Management – Scenario and StressTesting
    • M505: Portfolio Hedging and Rebalancing
    • M601: Introduction to Derivatives Market and Products
    • M602: Pricing and Valuation of Derivative Instruments
    • M603: Option Sensitivities and Hedging Techniques
    • M604: Derivative Strategies - Trading and Risk Management
    • M605: Credit Derivatives and Structured Products
    • M701: Introduction to Market Risk Management Fundamentals
    • M702: Sensitivity Analysis and Hedging Techniques
    • M703: Scenario Analysis and Portfolio Stress Testing
    • M704: VaR Methodologies and Portfolio Risk Management
    • M705: Stressed VaR, Expected Shortfall, and Adv. Measures
    • M706: Basel and FRTB Regulatory Frameworks
    • M707: Model Validation, Backtesting, and Performance Assess
    • Interview Guide: Quant Market Risk Management
    • M801: Introduction to Credit Risk Management
    • M802: CounterParty Credit Risk and Management Strategies
    • M803: Credit Risk Mitigation through Netting and Collateral
    • M804: Credit Risk Mitigation through Credit Derivatives
    • M805: Credit Risk Mitigation and Basel Regulations
    • M806: Advanced Risk Measures and Exposure Calculation
    • M807: Securitization in Credit Risk Management
    • M901: Model Risk Management Foundations and Regulations
    • M902: Model Inventory, Classification, and Tiering
    • M903: Model Development Standards and Best Practices
    • M904: Independent Model Validation Framework
    • M905: Conceptual Soundness Validation
    • M906: Implementation Verification and Testing
    • M907: Ongoing Performance Monitoring and Backtesting
    • M908: Model Limitations, Assumptions, and Compensating Contr
    • M909: Model Change Management and Version Control
    • M910: Validation of Specific Model Types
    • M1001: Introduction and Pre-Machine Learning Essentials
    • M1002: Loss Function and Regularization Techniques
    • M1003: Supervised Learning: Regression Models
    • M1004: Supervised Learning: Classification Models
    • M1005: Unsupervised Learning: Clustering Models
    • M1006: Component Analysis and Dimensionality Reduction Techn
    • M1007: Ensemble Learning - Random Forests and Adaboost
    • M1008: Advanced Boosting Algorithms - Gradient Boosting
    • M1009: Introduction to Deep Neural Network (NA)
    • M1010: Introduction to Natural Language Processing (NA)
    • M1011: Introduction to Transformer Architecture (NA)
    • M1012: Generative AI - Retrieval-Augmented Generation (NA)
    • Unlimited Mock Interviews and Interview Preparation Support

  • TFA UBS 2026 - QFRM

    50,000₹
    Prerequisites: Excel, Python Programming | Duration: ~250+ hrs + 5 hrs for [CV Preparation, Profile Optimization] + 10 hrs for [Mock Interviews] | Mode: Live (Instructor-led) and Recorded (Self-Paced)
    Valid for 12 months
    • M301: Equity Market Fundamentals and Products
    • M302: Modeling Volatilities and Vol Surfaces
    • M303: Portfolio Performance Measurement and Attribution
    • M304: Risk Methodologies and Portfolio Risk Management
    • M401: Fixed-Income Market Fundamentals and Products
    • M402: Modeling Term-Structure of Interest Rates
    • M404: Pricing and Valuation of Fixed-Income Securities
    • M405: Bond Cashflow Mapping Procedures and Portfolio Risk
    • M701: Introduction to Market Risk Management Fundamentals
    • M702: Sensitivity Analysis and Hedging Techniques
    • M703: Scenario Analysis and Portfolio Stress Testing
    • M704: VaR Methodologies and Portfolio Risk Management
    • M705: Stressed VaR, Expected Shortfall, and Adv. Measures
    • M706: Basel and FRTB Regulatory Frameworks
    • M707: Model Validation, Backtesting, and Performance Assess
    • M801: Introduction to Credit Risk Management
    • M802: CounterParty Credit Risk and Management Strategies
    • M803: Credit Risk Mitigation through Netting and Collateral
    • M804: Credit Risk Mitigation through Credit Derivatives
    • M805: Credit Risk Mitigation and Basel Regulations
    • M806: Advanced Risk Measures and Exposure Calculation
    • M807: Securitization in Credit Risk Management

  • Quant Market Risk Management (QMRM)

    20,000₹
    Old Curriculum (2024-25) | Enrolments Closed
    Valid for 15 months
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