Center of Excellence

in Quantitative Finance
and Risk Management

CPQFRM
CERTIFICATE PROGRAM IN
QUANTITATIVE FINANCE
AND RISK MANAGEMENT
FinoQ Executive Program
Indian Institute of Quantitative Finance FROM INDIA’S FIRST QUANT FINANCE INSTITUTE
 Contents

Introduction..........................................3
Board of Governors............................4
About CPQFRM Program …..............5
The Curriculum....................................8
The Faculty..........................................11
Admission............................................14
Alumni Speak......................................16
About IIQF............................................18
Awards & Recognitions.....................25
Contact us............................................27
India's First
Quant Finance Institute
v
2
Introduction - Quantitative Finance

The field of Quantitative Finance is relatively new in
India. IIQF is the first Institute in India to introduce a
specialized program in Quantitative Finance.
Now, let’s understand what is Quantitative Finance.
Quantitative Finance is the discipline that deals with
the application of mathematics, statistics,
computer programming and physics in solving
problems in the areas of high-end finance and
investments.
Further if you are someone who wants to satisfy
your intellectual craving and are bored of your
regular This is also a very rewarding and exciting
career option for such people as there is ample
scope for applying their numerical and creative
skills to design new things, be it like devising new
investment strategies or be it structuring new
financial instruments or be it finding methods to
value them.

Quantitative Finance is the application of

Mathematics & Statistics to the study of Financial
Markets using sophisticated Computer Science
techniques.
So as you see, this is a multi-disciplinary field which
borrows heavily from mathematics, statistics,
finance, economics and computer science so these
are one of the most high-paying jobs available in
the financial markets.
IIQF
Generally the language of choice for Quant
implementations is C++ along with tools like India's First
Matlab, Mathematica, Stata, etc. and of late Python
language have become more popular. Quant Finance Institute
v
3
 IIQF Board of Governors
Rajan Gadkari,
who has served as Managing Director for some of the largest
Investment Banks and Financial Institutions in New York like
Thomson Reuters, JP Morgan and as Director in Lazard
Capital Markets and Merrill Lynch.
Anisa Maljee,
Ph.D candidate in Financial Risk Management, University of
Durham, UK .
Dr. Ashwini Nanda,
Founder and CEO of HPC Links. For over 25 years, he has
been involved in research and development of high
performance computer systems and applications in both
India and the US. He was the head of TATA CRL, where he led
the development of the Eka system, Asia's fastest
supercomputer in 2007, and India's fastest till date. At IBM TJ
Watson Research Center, NY, he conceptualized and led the
development of Cell processor based systems, and the
world's first Petaflop machine, Roadrunner, at Los Alamos
National Labs.
Abhijit Biswas,
Founding Director of Indian Institute of Quantitative
Finance. He is also the Founder Director and Head of
Product Development at Risk Infotech Solutions, VP and
Head of Financial Technologies at HPC Links and Founder
Director of Quant Qubit.
Dr. M.P. Rajan,
Ph.D. IIT-Madras, Assistant Professor at School of
Mathematics, Indian Institute of Science Education &
Research. Previously he has been an Associate Professor
with the Dept. of Mathematics, IIT-Guwahati. He had
worked with Goldman Sachs as Quant Analyst.
Rajat Bhatia,
Founder & CEO of Neural Capital, Partner Neural
International Partners. He has a combined experience
of nearly 30 years in the global financial markets. He has
worked in New York, London, Hong Kong, Singapore,
Sydney, Dubai and India in a wide range of areas which
include Derivatives Structuring & Trading, Capital
Markets, Alternative Investments, Equity Markets.
4
 About CPQFRM
Program
OVERVIEW &
PROGRAM HIGHLIGHTS

FinoQ Executive Program

Indian Institute of Quantitative Finance
Overview & Program Highlights
OVERVIEW
● Quantitative Finance is the discipline that deals
with the application of mathematics, statistics,
computer programming and physics in solving
problems in the areas of high-end finance and
investments. The field of Quantitative Finance is
relatively new in India. IIQF is the first Institute in
India to introduce a specialized program in
Quantitative Finance.
● This program aims to prepare professionals for
careers in quantitative investment management,
financial risk management, portfolio management,
financial software & systems, financial consulting
services, etc. Even experienced risk management
professionals who have the theoretical background
of the risk management models, find their skills to
be inadequate when it comes to implementing the
models. For them having the theoretical
background is not enough to actually implement
these models in practice. This is why we have
designed this course tailor-made for imparting
these skills. This program is designed for people
who want to move into risk management or
derivatives valuations field and want to learn to
develop applications related in these areas.
● The course involves hands-on implementation of
various risk and pricing models that are used in the
industry. The purpose of this course is to give the
students exposure to practical aspects of
quantitative finance as they are applied in the
industry. The course will enable the students to
learn how to apply their theoretical knowledge in
practical applications. Leading practitioners from
the field in India will teach the course. This program
will also help prepare the candidates to appear for
the FRM® and PRM examinations.
● 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
6
Overview & Program Highlights

Learning Outcomes
v Free Access to Python Programming for
● Comprehensive theoretical understanding of risk Finance Course – Lecture Recordings
management concepts, from basics to advanced.
● Learn Machine Learning for Finance and its
implementation in Python Who Should Attend
● The theoretical background of various ● Finance Professionals
derivatives pricing models ● Management Students
● The theoretical background of various risk ● Financial Analysts
forecasting models
● Research Analysts
● Practical implementation of Derivatives Pricing
Models in Python! Practical implementation of Risk ● Risk Analysts
models in Excel and Python
● Credit Analysts
● Practical implementation of Risk models in Excel
and Python ● Investment Managers
● Subject Matter Experts
● Business Analysts
Course Eligibility
● IT Professionals
● Graduate degree in science / economics /
commerce / engineering / management

6
Overview & Program Highlights

PROGRAM HIGHLIGHTS

Rigorous Practical Implementation:

World Class Faculty:
Learn how to combine theory and computational
Learn from highly acclaimed Quant practitioners
methods with the practical knowledge of the real-
and academics in Quantitative Finance who have
world application areas of these skills. Learn
worked with topmost global investment banks and
practical implementation of models in PYTHON
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), London Business School, IIM, IIT,
ISI, etc.

Industry focused curriculum:

Advanced curriculum designed by Quant CPQFRM course

practitioners from top Wall Street Investment Banks recommended by Bank of
and financial institutions and industry experts to Baroda for their employees,
prepare job-ready professionals who are highly
sought after by MNC financial institutions. Master particularly those working in Risk
latest Quant skills including Machine Learning.. Management teams.

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 CPQFRM Program
COURSE COVERAGE &
CURRICULUM OUTLINE

FinoQ Executive Program

Indian Institute of Quantitative Finance
 CPQFRM - Curriculum Outline

CPQFRM - PRIMER MODULE (Recorded Lecture Based) - OPTIONAL

Primer – Introduction to Programming

§ Programming in Python

CPQFRM - MAIN MODULES

Module 201 – Introduction to Investment Finance Module 202 – Introduction to Financial Mathematics
§ Financial Markets and Products § Linear Algebra
§ Financial Economics § Calculus Review
§ Fundamentals of Fixed Income Instruments
§ Fixed Income Mathematics Module 204 – Machine Learning for Quantitative
§ Derivatives Products and Strategies Finance

§ Financial Institutions § Introduction to Machine Learning

§ Supervised Learning

Module 203 – Introduction to Probability & Statistics Regression Models

§ Probability Theory Time Series Models

§ Probability Distributions Volatility Forecasting

§ Descriptive and Inferential Statistics § Unsupervised Learning

9
Overview & Program Highlights

CPQFRM - MAIN MODULES

Module 205 – Stochastic Processes Module 206 – Numerical Methods

§ Basic Stochastic Processes § Credit Derivatives

Module 207 – Derivatives Valuations Module 208 –Risk Analytics 1

§ Implementing Equity Options Pricing § Introduction to Financial Risk Management
§ Implementing Currency Derivatives Pricing § Market Risk Management
§ Implementing Interest Rate Derivatives Pricing § Credit Risk Management

Module 209 –Risk Analytics 2

§ Operational Risk Management
§ Liquidity Risk Management
§ Investment Portfolio Management

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 About CPQFRM
Program
FACULTY

FinoQ Executive Program

Indian Institute of Quantitative Finance

IIQF Faculty for CPQFRM Program
Ritesh Chandra,
CFA, MBA from IIM Calcutta and B Tech from IIT Kanpur. He has more than
14 years of experience in Credit Risk, Corporate Finance & Technology and
has worked in India, China & Canada in a variety of roles. He is currently
working as a Senior Vice President - Corporate Banking Risk in a large
private sector bank in New Delhi. Earlier he worked with Barclays Bank as
AVP – Wholesale Banking Risk Analyst for INR 20bn portfolio covering
Working Capital facilities, Term loans / ECB, Trade Finance and Derivative
products.
. MBA from IIM-Calcutta, FRM, CFA, BE (NIT Surat), PG
Rupal Mishra,
B.Tech from IIT, Kanpur and Executive MBA from IIM Kozhikode. Rupal has a
vast experience of more than 10 years in various areas of finance. He
currently works as Vice President, Fixed Income at one of the largest
International Bank for their Corporate Investment Banking Division. Prior to
this he was working as Assistant Vice President at Credit Suisse, Investment
Banking Division. He also been a regular internal trainer in the organizations
that he has worked in.
Edelbert D’Costa,
FRM, MFM from NMIMS, Bachelors in Science from St. Xaviers
College, Mumbai. He has more than 10 years of experience in
trading and risk management in various financial institutions. He
currently heads the Risk Management function at an Asset
Management Company, which manages over $3.3 billion in assets.
He is also a member of the Investment Committee, Risk
Management Committee and Product Working Group. He has
designed various risk management frameworks and control
apparatus and has conducted a number of training sessions. He
has is his earlier stints headed the Risk Management departments of
ING Investment Management, Pramerica Asset Managers, IDBI
Asset Management..
Srijoy Das,
MSc. Finance from London Business School, B-Tech from IIT
Kanpur. He has more than 15 years of experience in
Quantitative analysis and research that includes areas such as
Derivatives Pricing, Market and Credit risk and has worked in
India, USA & UK in a variety of roles in international banks and
consulting firms. His more recent projects over 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
world class network of resources that include theories, best
practices and subject matter experts
Ujwal Dinesh,
Diploma in Securities Law. He is currently working as a
GM of one of the top MNC IT Company leading their
Risk Management team and Derivative Valuations
team. Earlier he was working with one of the top four
Wall Street Investment Banks as Credit Analyst where he
is responsible for structuring and recommending
exposure for fund-based, non fund-based and
derivative facilities. He has experience of statistical
modelling of short-term interest rates in India. He has
been a visiting faculty at leading business schools.
Anshuk Batra,
FRM, B.Tech, Post Graduation in Banking Technology
Management. He currently works as the Manager, Risk &
Capital at one of the Big four Consultancy firm, leading
one of their regulatory risk team. Prior to this he was
working with TCS where he is responsible for
implementing Operational Risk, ALM,
and Market Risk. Previously he has also worked with
Oracle Financial Services as a consultant for
implementing Basel II, Credit Risk, etc. He has vast
experience in Risk Modelling, Risk Analytics, Financial
Analytics, Statistical Modelling, and Consultancy. He has
implemented Basel II and other Risk Management
solutions for international banks
4
 About CPQFRM
Program
ADMISSION PROCEDURES
AND OTHER DETAILS

FinoQ Executive Program

Indian Institute of Quantitative Finance
 Admission Requirements and other Info.

WHO SHOULD ATTEND PROGRAM DETAILS

● Finance Professionals like Analysts / Fund Managers / Duration (Main Modules): 6 Months
Traders / Risk Professionals / Fund Accountants / Consultants /
Derivatives structurers / Dealers / Arbitrageurs Primer Modules: Participants gets free access to recordings of
Primers on course registration.
● Software professionals
Schedule: Saturdays and Sundays
● Graduate students
FEE DETAILS
ELIGIBILITY
Course Fee: INR 115,000 (All inclusive)/ USD 1,500 for
Undergraduate degree in finance / engineering / mathematics /
statistics / physics / economics / econometrics / chartered
participants registering from outside India.
accountancy / computer science / MBA / CFA / FRM / PRM
(Group discounts and Corporate Discounts available)
ADMISSION PLACEMENT ASSISTANCE
Candidates may apply online for admission to the course.
Admission will be based on the candidate’s academic Students successfully completing the course will get placement
background, professional experience and personal interview. assistance subject to fulfillment of applicable conditions.

CERTIFICATION REQUIREMENTS
PROGRAM DELIVERY
1. Term end Project
1. Classroom based Instructor-led
2. Module-wise assignments
2. Live Interactive Instructor-led Lectures online
3. 70% Attendance

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 Frequently Asked Questions
What are the prerequisites for this program?
● Minimum Graduation in science /economics / commerce /
engineering / management Undergraduate degree in finance /
engineering / mathematics / statistics / physics / economics /
econometrics / chartered accountancy / computer science /
MBA / CFA / FRM / PRM.
Proficiency in spoken and written English. Basic knowledge of
Statistics. Working knowledge of Excel
Is the program suitable for people having no
background in finance?
● While a prior background in finance, particularly knowledge of
Financial Markets, Financial Products, etc. will be useful.
However, the required areas of finance are taught in the course as
well, so participants from non-finance background can also join
this course. In fact, at least half of the participants of this
program is from non-finance background and they have
completed this quite successfully.
How long has this programme been around for?
● The first cohort of this program commenced in 2010.
Is the program suitable for non-programmers?
● We use a lot of Python in this course for teaching practical
implementation of the models. So, participants having prior
programming background definitely have an advantage.
● For participants who do not have a programming background,
they will need to attend a primer module on basic Python
Programming. For registered participants of the course, when you
join the course, you get access to a Primer module on Python.
● The Python primer module is designed for people who do not
have any kind of prior programming background and want to learn
programming for developing applications related to finance. The aim
of this module is to teach python in an easy, lucid and structured
way so that people coming from even no-technical or non-
programming background can learn and use the python language.
How is the course delivered?
● This program is conducted as a comprehensive online course
offered via online live interactive lecture sessions on weekends. All
lectures are recorded also and participants gets access to view the
lecture recordings as well.
15
 Frequently Asked Questions
Who should attend?
● 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.
Who are the faculty?
● The course is taught by highly acclaimed Quant practitioners
and academics in Quantitative Finance 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), London Business School, IIM, IIT, ISI, etc.
What is covered in the course?
● Coverage of relevant theoretical areas of Mathematics, Statistics,
Financial Markets and Products, Derivative Instruments, Trading
Strategies, Payoffs, Option Greeks etc.
● Coverage of relevant areas of Machine Learning topics and their
practical implementation in Python.
● Machine Learning for Quantitative Finance, Monte Carlo
Simulation Methods both theory and implementation in Python.
● Valuation of Equity Derivatives, Interest Rate Derivatives, Currency
Derivatives, Commodity Derivatives, Swaps both deep understanding
of the models and learning the practical implementation and
modelling in Python.
● Deep Coverage of Financial Risk Management areas, Market Risk,
Credit Risk, Liquidity Risk, Operational Risk, Basel, FRTB, Dodd-Frank,
Performance Attribution etc. both theory plus practical modelling.
Will certificate be awarded on completion of the
program? What are the certification criteria?
● The participant becomes eligible to get the certificate on
completion of a capstone project that is given at the end of the
program, participants who attend and follow all the lectures should
be able to complete the project. So, to get the certificate you will also
have to complete and submit the project.
15
 Frequently Asked Questions

Will certificate be awarded on completion of the What is the course calendar?

program? What are the certification criteria ?
● This course is offered 3 times in a year.
● The participant becomes eligible to get the certificate on
completion of a capstone project that is given at the end of the How long has this program been around for?
program, participants who attend and follow all the lectures
should be able to complete the project. So, to get the certificate ● The first cohort of this program commenced in 2009.
you will also have to complete and submit the project.
What programming language does this program use?
Who are the faculty?
● This program is entirely taught using Python.
● The course is taught by highly acclaimed Quant practitioners
and academics in Quantitative Finance who have worked with
topmost global investment banks and firms in New York, London, What mode of payments do you accept?
Singapore, Sydney and more, with academic background from
some of the world’s top universities like Stanford (USA), Columbia ● We accept all online payment modes like Bank Transfer, Credit
(USA), London Business School, IIM, IIT, ISI, etc. Card, Debit Card, UPI

Is there any placement support? Is EMI facility available?

● We have dedicated placement team who provides strong ● Interest Free EMI payment option is available through our NBFC
support to all successful participants for getting relevant jobs in partners.
International Banks, Hedge Funds, Consulting Firms, IT
Companies and other financial institutions.
● You may work in Quantitative Research & Analysis,
Development of Quantitative & Analytical Software, Building
Valuation Models, Model Validation, Derivatives Structuring,
Quant Trading, High Frequency Trading, Algorithmic Trading,
Derivatives Trading.
15
 About CPQFRM
Program
WHAT ALUMNI HAS TO SAY?

FinoQ Executive Program

Indian Institute of Quantitative Finance

What IIQF Alumni has to say ?
ABHUJEET VAZE
● Working as a Quant in a leading MNC
● I had enrolled for the CPQFRM course at IIQF. It was
six months of pure pleasure learning cutting edge,
current market relevant Quant and Risk Management
practises, philosophies and techniques. Brilliant team
of lecturers coming straight from leading market
entities in the Investment and Risk space. After
completing this course I was able to successfully
realise my desire to effect a career change towards
Risk Analytics and Risk Modelling, after almost 13
years of experience. It has given me a successful start
and also equipped me to consolidate my career as a
result of hands on skills acquired. Not just CQFRM but
other courses also I would say are very apt and highly
recommended!!”
https://www.iiqf.org/testimonials.html
View More Reviews
( SCAN THIS )
SHYAM NAYMA
● Working in Nomura
● I had attended the Program in Derivative
Valuations and Risk Analytics ( CPQFRM –
LATERAL )conducted by Indian Institute of
Quantitative Finance. Before joining I was working
with one the of broking firm for long time and was
looking for change the field. IIQF's relevant & up to
date program helped me a lot in sharpening my skills
and getting desired profile at NOMURA. I would highly
recommend this program for its content, which is
very relevant for professionals in finance & risk.
Additionally placement team from IIQF has put in lots
of efforts to share & recommend my profile to various
organizations and finally I got opportunity to work
with Nomura.
17
 About
INDIAN INSTITUTE OF QUANTITATIVE FINANCE

FinoQ Executive Program

Indian Institute of Quantitative Finance
 About Indian Institute of Quantitative
Finance ( IIQF )

Quantitative
Finance & Financial
Engineering
Education & Training
An institution In the
dedicated to field of Risk Management
Consulting

Quantitative
Algorithmic Trading

Founded by pioneers in India and top experts from the field of Financial Risk Management,
Financial Engineering and Investment Banking. An educational institution focusing on promoting
education and training in the field of Financial Engineering, Quantitative Finance,
Risk Management, Investment Banking, Algorithmic Trading, Derivative Products and several
other areas of Modern Finance for more than a decade.
19
 ABOUT US
Indian Institute of Quantitative Finance (IIQF) is
established as a center of learning in the field of
Quantitative Finance and Financial Engineering.
Founded by leading finance professionals and
entrepreneurs with extensive global experience and
expertise in specialized Quantitative Finance and
Risk Management domains and educational
background from the best of global institutions.
It is the first institute of its kind in India that
exclusively focuses on this extremely specialized
field. IIQF conducts specialized courses and
corporate training programs on advanced
quantitative finance, risk management, financial
modelling, simulations and econometrics for
corporates and individuals. There are specialized
courses tailored to the specific needs of investment
banking and other finance verticals from last 15
Years.
You can contact us at : info@iiqf.org
Phone no. 022-28797660/ +91 9769860151
View More on Website
( SCAN THIS )
https://www.iiqf.org/aboutus.html
IIQF in partnership with HPC Links, a company
specializing in High Performance and Parallel
Computing technologies, develops Algorithmic Trading,
Derivatives Valuations, Risk Analytics Solutions and
Products using High Performance Computing
technologies and infrastructure. It provides volatility
trading strategy advisory service to derivatives trading
desks of financial institutions.
It has conducted corporate training programs for banks
like Bank of New York Mellon, CitiBank, Societe
Generale, ING Vysya etc. In partnership with Thomson
Reuters it conducts the most comprehensive course in
Financial Engineering in India.
India's First
Quant Finance Institute
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 INDUSTRY PARTNERS

Indian Institute of Indian Institute of IIQF Directors were part

Quantitative Finance Quantitative Finance of the Board of Studies
has partnered with of Mumbai University,
has partnered with HPC links, a company engaged to modernize
Thomson Reuters to specializing in high- the curriculum of the
conduct Post performance parallel- Master of Management
Graduate Program computing Studies program to
technologies, for make it more industry
in Financial ready and also to
Engineering Software design Masters Degree
Development, programs in
Research and Quantitative Finance.
Consulting for Financial
markets.

Indian Institute of Quantitative Finance

21
 INDUSTRY CLIENTS

IIQF has conducted 600,000+ man hours of training in Financial Engineering, Quantitative Finance,
Investment Banking and Risk Analytics for large MNC and Indian financial institutions like:

Indian Institute of Quantitative Finance

22
 ACADEMIC INSTITUTIONS

IIQF has conducted training for students of academic institutions like IIT-Bombay, BITS Pilani, NITIE, etc.

IIT-Bombay BITS Pilani NITIE

Indian Institute of Quantitative Finance

23
 Our Training Participants

Our open house programs have drawn

participants from organizations like JP
Morgan Chase, NSE, BSE, RBI, State Bank
of India, Bank of Baroda, Nomura,
KPMG, Deloitte, HSBC Bank, Deutsche
Bank, Barclays Bank, Bank Of America,
CITI Group, Merrill Lynch, Ernst & Young,
Morgan Stanley, Motilal Oswal, India
Infoline, Kotak Securities, IIM’s, IIT’s etc.

Indian Institute of Quantitative Finance

24
 Educational
Awards
IIQF was awarded Mr. Abhijit Biswas our
the won by Founder Director was
awarded the
“BEST FINANCIAL RISK
MANAGEMENT IIQF “100 MOST
INSTITUTION OF THE INFLUENTIAL
YEAR” DIRECTORS OF INDIA
(EDUCATION)”
at the Asia Education
Summit and Awards by World Education
2017 Congress in 2016
Indian Institute of Quantitative Finance
25
Our Awards
In Photographs

IIQF was awarded the IIQF was awarded the

“National Education “National Education
Leadership Award” by Leadership Award” by
Dainik Bhaskar in 2013 for Lokmat in 2014 for
pioneering education in pioneering education in
quantitative finance. financial analytics.

Indian Institute of Quantitative Finance

26
 Address:
Module No. 624, Mastermind IV,
Royal Palms IT Park, Goregaon (E),
Mumbai – 400065

Office Hours:
Weekdays : 10:00 AM - 7:30 PM

Contacts Saturdays & Sundays : 2:30 PM - 7:30

PM
You can contact us in
various way
Direct Contact Person:
Nitish Mukherjee : +91-9769860151

Phone: +91-22-28797660

Email: info@iiqf.org

https://www.iiqf.org
India's First
Indian Institute of Quantitative Finance Quant Finance Institute
27