The Program consists of three months of classroom and practical training followed by on-the-job training.
The role entails
- Instrument pricing and validation
- Business analysis
- System Testing
- Strategic consulting
Education requirements
- Bachelors, Masters or Ph.D. Financial Risk Management, Financial Engineering, Computational Finance, Mathematics, Quantitative risk management or BMI etc., from a reputable university
- Knowledge of Financial instruments.
- Basic knowledge of derivative pricing is a must (Fixed Income, Interest Rate Derivatives, Money Markets, FX, Commodities)
- Basic knowledge of financial risk measures is a must
- Proficiency in one programming language is a must (Python, Java, C++, etc)
- Mathematics up to a second-year level (Calculus, Statistics, Linear Algebra and Differential equations )
- FRM, CFA, CQF, and PRM are ...