Indian Institute of Quantitative Finance
Formerly Institute of Quantitative Finance (India)
Center of Excellence in Quantitative Finance and Financial Engineering
Current Courses
Contact UsMumbai Office:
Module No. 624, Mastermind IV,
Royal Palms IT Park, Goregaon (E),
Mumbai - 400065
Office Hours:
Weekdays : 10:00 AM - 7:30 PM
Saturdays & Sundays : 2:30 PM - 7:30 PM
Contact Person
Nitish Mukherjee : +91-9769860151 /
+91-22-28797660
Delhi Office:
S-3, Krishna Commercial Complex,
LSC-2, Mayur Vihar, Phase-II,
Delhi - 110091
Office Hours:
Weekdays : 10:00 AM - 7:30 PM
Saturdays & Sundays : 2:30 PM - 7:30 PM
Contact Person
Alok Bharti : +91-9810054323
Kolkata Office:
3rd Floor, Webel Bhavan,
Salt Lake Electronics Complex,
Block EP & GP, Sector V,
Kolkata - 700091
Office Hours:
Weekdays : 10:00 AM - 5:30 PM (With Prior Appointment)
Saturdays & Sundays : 2:30 PM - 5:30 PM (With Prior Appointment)
Contact Person
Prabir Dutta : +91-33-23576081 /
+91-33-23576981
Module No. 624, Mastermind IV,
Royal Palms IT Park, Goregaon (E),
Mumbai - 400065
Office Hours:
Weekdays : 10:00 AM - 7:30 PM
Saturdays & Sundays : 2:30 PM - 7:30 PM
Contact Person
Nitish Mukherjee : +91-9769860151 /
+91-22-28797660
Delhi Office:
S-3, Krishna Commercial Complex,
LSC-2, Mayur Vihar, Phase-II,
Delhi - 110091
Office Hours:
Weekdays : 10:00 AM - 7:30 PM
Saturdays & Sundays : 2:30 PM - 7:30 PM
Contact Person
Alok Bharti : +91-9810054323
Kolkata Office:
3rd Floor, Webel Bhavan,
Salt Lake Electronics Complex,
Block EP & GP, Sector V,
Kolkata - 700091
Office Hours:
Weekdays : 10:00 AM - 5:30 PM (With Prior Appointment)
Saturdays & Sundays : 2:30 PM - 5:30 PM (With Prior Appointment)
Contact Person
Prabir Dutta : +91-33-23576081 /
+91-33-23576981
FACULTY
- Abhijit Biswas is currently a Director and Head of Product Development at Risk Infotech Solutions, India’s premiere company of Portfolio Risk Management Software Products. He is the founder Director of IIQF. With over ten years worth of experience in research and development in the field of Financial Engineering, Risk Modelling, Derivatives and Risk Management Software Systems Development, he is one of the pioneers of Risk Modelling Technologies in India. He is also an expert in Monte-Carlo Simulation theories and systems and advanced simulation technologies applied to finance and general business risks.
As a Quant professional, he has created numerous breakthroughs in Risk Modelling Technology in India. He has co-developed India’s first and principal Multi-Factor Risk Model for the Equity market, and India’s first and only one of a kind Multi-Factor Risk Model for the Fixed Income market. He has also developed India’s first commercial grade large scale Monte Carlo Simulation system for business analytics using Excel spreadsheet models.
He also received Venture Capital funding to start up one of India’s first software product companies to research and develop risk management systems in India which caters to major global financial institutions.
He has been a consultant to major global financial institutions in risk management domain. He has conducted training programs on statistics, econometrics, simulations, etc. for the top and mid level executives of the National Stock Exchange. He has conducted training programs for the Bombay Stock Exchange and other institutions. He regularly conducts training programs for FRM aspirants across India.
- Dr. Binay Kumar Ray is a Senior Manager Quantitative Risk Team with one of top four Wall Street Investment Banks. A Quant professional with more than six years of experience in Modeling, Measurement and Management of Quantitative risk and analytical projects. He is the first person to start the Quant Credit Risk Team in India for the top global Investment Bank for their entire Asia-Pacific trading desk and received an Outstanding Award in setting up Quant Credit Risk team and exposure estimation. Currently he is involved in developing a simulation based system for commodity derivatives.
He is a visiting faculty at NITIE and NMIMS where he teaches Financial Econometrics, Time Series Analysis and Derivative Modelling. He is a Ph.D. (Econometrics), MBA ISB and BE.
- Vimal Pathak, is currently the Chief Manager (Risk) and Head of Credit Risk Management in a top private sector bank. He has over nine years of experience in developing Risk Rating Models for large corporates and has implemented Basel II in leading banks and conducted trainings. Previously he was a Risk Management Consultant with Oracle Financial Services. He is a PGDBA, CAIIB-IBA, ISA-ICAI, FRM, and CA.
- Vishal Singhi, is the Chief Manager – Treasury in a top private sector bank, where his responsibilities include structuring of Forex and interest rate derivative products, designing hedging strategies, risk analysis, pricing of path dependent exotic options, etc. He has over five years of experience in industry and also in teaching in business schools. He holds an MMS in Finance and Certificate in Financial Engineering.
- Pankaj Jain is currently working as an ERP Financials consultant. He has over six years of experience. Earlier he worked at SAP Labs as Principal Software Engineer for Treasury and Risk Management team. He has extensive experience of Credit Risk, Market Risk, Portfolio Analysis, Treasury, Position Management, Hedge Management and Exposure Management. He holds a BE, NCFM and is a member of Actuarial Society of India.
He holds five US Patents in Portfolio Optimization, Exposure Management System for financial risk management, valuation of implicit derivatives like caplets and floorlets, Treasury ledger position selector, etc.
- Hari Paramkusam has worked as a Quant Risk Analyst for RWE Npower, UK where he was responsible for application and formulation of Poisson and Markov Chain hedge optimisation models, development of Short Term Wind Optimisation Model, and VaR Models for Multi-Commodity Spread Options. He has expertise in Stochastic Models and Lattice Framework for Derivatives. Hari holds an M.Sc. in Financial Mathematics from University of Warwick and a B.Tech.
- Ujwal Dinesh works 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. He is an MBA from IIM-Calcutta, BE, FRM, CFA (Level-III candidate).
- Guruprasad Jambunathan has four years of experience in quantitative analysis & risk analysis with Irevna, CRISIL where he is responsible for undertaking advanced quantitative and risk-based analysis. He has been conducting training in relevant field for over three years. He holds a MBA Finance, degree in Statistics, FRM, CFA.
- Vikash Punglia works with one of the world’s top risk management systems company as a risk analyst. He has around six years of experience in risk and business analytics. His prior engagements include working in the Trading Strategies and Algorithms team in a hedge fund, working with American Express bank as Manager - Quantitative Commercial Credit Risk Management. He is holds a BE, MBE, CFA, PRM, FRM, CAIA, CQF.
- Anshuk Batra 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. He is currently working with TCS wherein he is responsible for implementing Operational Risk, ALM, and Market Risk. Previously he worked with Oracle Financial Services as a consultant for implementing Basel II, Credit Risk, etc. Anshuk holds a B.Tech, Post Graduation in Banking Technology Management, FRM, and NCFM.
- Rohit Pratap Singh works with the M&A and Corporate Advisory Group of SBI Capitals Markets, the Investment Bank arm of SBI. He has over four years of experience and hold an MBA Finance from IIT-Kharagpur, B.Tech., CFA (Level-III candidate), NCFM.
- Omkar Redkar is a credit risk analyst with a leading global bank. Previously he had worked with CRISIL, India's leading credit rating organization and Bank of America as Credit Analyst, Corporate Debt Products. He has over six years of experience. He is an MBA Finance (SIBM), BE and FRM.
- Ritesh Ujwal, works with the treasury of a top private sector bank where he is responsible for valuation of Forex solutions, Structured Derivatives Products and bullion. He has authored research papers on modeling USD/INR options with discontinuous returns, modelling short-term exchange rate dynamics using Monte Carlo, Calibrated Jump-Diffusion model and Modified BSM model. He holds an MBA IIM-C, BE, FRM and LIFA.
- Sachin Shetty is a senior management professional with the National Stock Exchange of India Limited. He is involved in the model and system development of INDIA VIX, India’s volatility index. He is also responsible for conceptualization and product design of repos in corporate bonds. Earlier he worked in Clearing Corporation of India Limited where he had been involved in the development of risk management systems for Forex Forward Swaps Trading System platform and Interest Rate Swaps. He holds an MMS (Finance) and FRM.
Copyright © Indian Institute of Quantitative Finance Pvt Ltd. All Rights Reserved
