CERTIFICATE PROGRAM
APPLIED RISK MANAGEMENT, MODELLING & RISK ANALYTICS
Your stepping stone towards becoming a certified industry-ready Financial Risk Analyst with skill-sets in Risk Measurement, Risk Modelling and Risk Analytics using Excel and Bloomberg
Offered in Collaboration With
Program Duration
Duration 3 months
Training & Practice hours 75+
Program Pedagogy
Version 1 – Online, Self-paced
Version 2 – Online, Live training
Batch Start
Version 1 – Self-paced
Version 2 – Batch starts Jan 15, 2022
Program Highlights
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Industry-oriented curriculum
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Industry recognized Certifications
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Risk Analytics
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Risk Modelling with Excel & Bloomberg
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Writing Risk reports
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Interview Preparation Risk Analyst roles
Certifying Bodies And Collaborations
Program Variants
VERSION 1
SELF-PACED ONLINE
When can you take
Take anytime, Self-paced
Certification included
Training included Risk in Financial Services (Part 1/2) IIBF ((Indian Institute of Banking & Finance) & CISI (Chartered Institute of Securities & Investments) , UK Charter body
apply nowVERSION 2
LIVE TRAINING ONLINE
When can you take
Batch starts Jan 15, 2022
Certification included
Training & Examination costs included
- a.
Certificate from Christ University
- b.
Risk in Financial Services (Part 1/2) IIBF ((Indian Institute of Banking & Finance) & CISI (Chartered Institute of Securities & Investments) , UK Charter body
About Our Program
Practical hands-on Quantitative Risk program
This quantitative program is meant for those professionals who wish to learn about the quantitative aspects of Risk Modelling and Management through practical implementation in platforms such as Excel and Bloomberg.
Program Scope & Types of Risks
The program will cover the important aspects of Risk Management such as Risk Modelling, Risk calculations and Risk Optimization. Specifically, you will understand various types of risks such as Market Risk, Credit risk, Operational Risk, Liquidity risk and then learn to measure, quantify and model important categories of risks such as Equity Risk, Interest rate risk, Exchange /Currency risk and Credit risk.
Developing working knowledge of Risk Regulations
The Risk regulatory landscape has gone through massive transformation through the implementation of Basel 2.5, Basel 3, FRTB and beyond. Learn the practical regulatory aspects of risks that banks and regulators may want you to know. Successful Risk Managers are experts at understanding Risk regulations and analyzing their numbers against such regulatory requirements.
Learning Portfolio Risk Modelling
Most importantly, you will learn how to work with complex data, build statistical risk models, work with correlation matrices and apply Portfolio Risk modelling with data from the real world. And you will start analyzing various Portfolio models and start comparing the risks that emerge out of various portfolios in comparative templates.
Risk Analytics in Excel and Bloomberg
Through interactive exercises in Excel, Bloomberg and empirical case studies, participants will be able to apply risk management theories, concepts, capital calculations and principles to Banking and Finance and learn Risk Analytics.
Write an effective Risk report
Learn to write effective Risk reports that cover important aspects such as Risk commentary, Portfolio Risk summary, Risk sensitivities and summary, Risk mitigation and VaR positioning
Interview Preparation content
You will receive Specialized packs created to prepare you for various roles as a Financial Risk Analyst that involve Market risk, Credit Risk, Operational risk, Regulatory risk and latest trends and regulatory developments in the Risk Management world.
Affiliated Industry recognized certifications
You will additionally earn certifications from Christ University, IIBF (Indian Institute of Banking & Finance) and CISI (Chartered Institute of Securities & Investments), a leading UK Charter body
Broad Coverage
SKILLS YOU WILL LEARN
Investment Banking, Global Markets, Treasury, Equity Research, Trading and Risk
Learn practical concepts and industry applications across above domains
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Market Risk
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Credit Risk
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Regulatory Capital calculations
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Risk Reporting
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Risk Analytics
PROGRAM OBJECTIVES
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75+
TEACHING & PRACTICE HOURS
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100+
RISK MODELS & TEMPLATES IN EXCEL
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25+
RISK ANALYTICS & SIMULATIONS TEMPLATES
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10+
LEARN FROM INDUSTRY LEADERS, DOMAIN PROFESSIONALS & ACADEMIC EXPERTS
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200+
INTERVIEW QUESTIONS ASKED FOR RISK ANALYST ROLES
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24x7
ACCESS TO LEARNING MANAGEMENT SYSTEM WITH FULLY RECORDED VIDEOS
Certifications you could earn
Available with all program formats
Training is included in version 1 and both training/ examination costs included in version 2
The CISI is the largest and most widely respected professional body for the securities and investment profession in the UK and in a growing number of financial centers globally.
The Indian Institute of Banking & Finance (IIBF), formerly known as The Indian Institute of Bankers (IIB), is a professional body of Banks, Financial Institutions, and their employees in India. It is a premier Institute for developing and nurturing competent professionals in banking and finance field.
Available only with the Live training sessions format (version 2)
One of the first institutions in India to be accredited in 1998 by the NAAC, and subsequently in 2004 and 2016, CHRIST University has the top grade ?A? in the 4-point scale. It has consistently ranked among the top ten for UG courses in surveys done by the India Today group, having specialized program offerings across Data Science, Analytics, Capital Markets, and FinTech.
The multi-disciplinary University which focuses on teaching research and service offers Bachelors to Doctoral programs in Humanities, Social sciences, Science, Commerce, Management, Engineering, Education, and Law to over 25000 students.
YOU WILL LEARN 7+ PLATFORMS AND TOOLS USED IN INVESTMENT BANKING
Practical applied training in platforms commonly used in the Investment Banking industry
Participants can apply domain concepts and frameworks in such platforms
FINANCIAL ANALYSIS & MODELLING PLATFORMS/TOOLS YOU WILL LEARN
Our Alumni at Work
WHAT JOB ROLES WILL I BE PREPARED FOR
- Risk Analyst
- Risk Manager
- Market Risk Manager
- Market Risk Analyst
- Financial Risk Analyst
- Credit Risk Analyst
- Portfolio Risk Analyst
- Risk Consultant
SOME OF THE TOP COMPANIES GLOBALLY THAT RECRUIT FOR FINANCIAL RISK ANALYST ROLES
RISK ANALYST / SENIOR ANALYST
Avg Salary
3-12LPA
Work Experience
0-4 years
Skills
Quantitative skills Risk Modelling VaR Models Spreadsheet expert Risk Report writing skills Data Visualizations Basic programming skills Database skills Risk Calculations Simulation Engines
RISK ASSOCIATE / SENIOR ASOCIATE
Avg Salary
12-25LPA
Work Experience
4-8 years
Skills
Quantitative skills Risk Modelling VaR Models Spreadsheet expert Risk Report writing skills Data Visualizations Risk Regulations Risk Calculations Risk Monitoring
VICE PRESIDENT
Avg Salary
25-75LPA
Work Experience
8-12 years
Skills
Quantitative skills Risk Modelling Risk Report writing skills Risk Regulations Risk Calculations Risk Monitoring Project Management skills
SENIOR VP / DIRECTOR
Avg Salary
75-150LPA
Work Experience
12-18 years
Skills
Quantitative skills Risk Modelling Risk Report writing skills Risk Regulations Risk Calculations Risk Monitoring Project Management skills
CHIEF RISK OFICER/ MANAGING DIRECTOR
Avg Salary
150LPA+
Work Experience
18 years +
Skills
Networking skills Liasoning skills with regulators Risk Report writing skills Risk Regulations Risk Monitoring Leadership skills
Program Pathway & outline
1
RISK MANAGEMENT ESSENTIALS AND REGULATIONS
Learn how to calculate Risk quantitatively and learn about Risk regulations
2
MARKET RISK MANAGEMENT & MODELLING
Learn Market Risk Management, how to build Market Risk models and write Market Risk Reports
3
CREDIT RISK MANAGEMENT & MODELLING
Learn Credit Risk Management, Counterparty credit risk models and learn the latest developments in Basel 3/4 and FRTB
4
RISK ANALYTICS AND MODELLING IN EXCEL & BLOOMBERG
Learn how to build Risk models and perform Risk Analytics in Excel and Bloomberg
5
INTERVIEW PREPARATION PACK
Specialized packs created to prepare you for various roles as a Risk Analyst that involve Risk Management, Modelling & Analytics
Overview
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Duration
25+ Teaching & Practice Hours 25+ Credit Risk & Templates In Exce 7+ Bloomberg Templates
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Includes
Comprehensive notes Practical examples Risk models Excel templates Bloomberg templates
Platform you will learn
Overview of Risk
- What is Risk Management
- Overview of Risk Types
- Risk Governance
- Risk Management for trading books
- Enterprise Risk Framework
Relationship between Capital and RWA
- Expected and unexpected losses
- Economic Capital
- Regulatory Capital
- Concept of RWA
- How are RWA and Capital linked
Risk Measurement concepts
- Measures of Risk
- Introduction to Value-at-Risk
- Expected Shortfall
- Other popular measures
- Volatility Calculation and Forecasting
- Expected/Unexpected Loss Estimation
Value-at-Risk Approaches and Implementation in Excel
- Historical Simulation
- Monte Carlo Methods
- Delta Normal VaR
- Stress Testing
- Backtesting VaR
Overview of Regulatory Capital
- Basel Accord
- Capital Adequacy : 3 Pillars
- Pillar 1 : Minimum Capital Requirement
- Standardized Charges and Methodology
- Risk Weights
- RWA and Capital under Basel 2
- Pillar 2 : ICAAP
- Managing ICAAP and Risk Dossier
Overview of Basel 3
- How is Basel 3 different from Basel 2
- Capital Management under Basel
- Capital ratios : Buffers and Procyclicality
- Leverage Ratios
- Liquidity Ratios
- CVA and Counterparty Risk Charges
Other Risk regulations
- FRTB (Fundamental Review of the Trading book)
- Dodd-Frank Act
- CCAR
Overview
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Duration
20+ Teaching & Practice Hours 10+ Risk Analytics templates Simulation templates
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Includes
Comprehensive notes Practical examples Risk models Excel templates Bloomberg templates
Platform you will learn
Market Risk Measurement and Framework
- Risk sensitivities for various asset classes
- Risk Factor Mapping and Aggregation
- Technical Framework for Market Risk Calculation
- Calculating Portfolio Market VaR
Important Market Risk Sensitivities
- DV01
- Equity Delta
- Option Greeks
- Credit spread DVOI
Regulatory Capital and RWA for Market Risk
- Market Risk Capital Charge and RWA (Basel 2.5/3/3.5)
- Standardized Charges
- Stressed VaR (SVaR)
- Incremental Risk Charge (IRC)
- Comprehensive Risk Measure (CRM)
Market Risk Mitigation
- Mitigation Techniques
- Hedging Linear Risks
- Hedging Non linear Risks
Overview
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Duration
20+ Teaching & Practice Hours 50+ Codes and programs related to Python and R Essentials
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Includes
Comprehensive notes Practical examples Detailed codes Universal concepts of computer programming Elements of Python Standard Library
Platform you will learn
Measuring Credit Risk
- Default Probability Math
- Understanding Probability of Default and Exposure at Default
- Counterparty Risk Exposures
Regulatory Capital for Credit Risk
- Calculating Credit Risk RWA in a bank
- Standardized Charges (Basel 2)
- Credit VaR ? Migration & Default
- CVA Charges and Counterparty Risk Charges (according to Basel 3/3.5)
Counterparty Credit Risk and Basel 3/3.5
- Concepts of PFE, EE, stressed PFE
- Counterparty Risk Calculation through IRS Example using Monte Carlo Simulations in Excel
- Wrong Way Risk and Types
Portfolio Credit Risk Modelling
- Credit Scoring Models
- Credit Portfolio Models
Credit Risk Mitigation
- Mitigation Techniques
- Collateral and Haircut
- Netting
- Credit Derivatives Products for hedging credit risk CV
Overview
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Duration
10+ Teaching & Practice Hours 50+ Examples and codes of applied Data Cleaning and Transformation examples
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Includes
Comprehensive notes Practical examples Detailed codes Walk through a data cleaning project from start to finish.Implement your data cleaning skills on even the messiest of datasets
Overview
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Duration
10+ Teaching & Practice Hours 30+ Applied examples and codes with Data Science operations
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Includes
Comprehensive notes Practical examples Detailed codes
Market Risk Analytics
- Delta sensitivities for Equity, FX and Fixed Income
- Essentials of Option Greeks
- Calculating Option sensitivities for simple options
- Options Greeks and sensitivities for options trading strategies
- Sensitivities for Credit Derivatives
- Calculating Portfolio Risk sensitivities for complex portfolios
- VaR and Expected Shortfall Analytics
- Monte Carlo simulations
- Analytics for VaR based simulation models
- Risk Analytics and simulations for Interest Rate swaps
- Market Risk Calibration
- Market Risk Optimization
- Use cases and examples
Credit Risk Analytics
- Essentials of Default Probability Mathematics
- Modelling Probability of Default PD
- Simulating Loss distributions
- Analytics for Counterparty credit risk
- Calculation and simulations for PFE
- Applied example ? PFE calculations for IR swaps
- Analytics and Credit Risk Loss distributions
- Credit VaR and Analytics
- Analytics for CVA
- Analytics for Wrong Way Risk
- Credit Portfolio Analytics
Investment for the Program
VERSION 1 SELF-PACED ONLINE
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Financing Options
Training included Risk in Financial Services (Part 1/2) IIBF ((Indian Institute of Banking & Finance) & CISI (Chartered Institute of Securities & Investments) , UK Charter body
-
When can you take
Take anytime, Self-paced
VERSION 2 LIVE TRAINING ONLINE
-
Financing Options
Training & Examination costs included
- a.
Certificate from Christ University
- b.
Risk in Financial Services (Part 1/2) IIBF ((Indian Institute of Banking & Finance) & CISI (Chartered Institute of Securities & Investments) , UK Charter body
- a.
-
When can you take
Batch starts Jan 15, 2022
Frequently asked question's about the course
Responsibilities of a Risk Manager
Risk managers may be generalists who cover several different areas, or they may be specialists who concentrate on a single area. In either case, many of their duties and responsibilities are the same.
Importance of Risk roles
Risk management employees play an invaluable role in maintaining a company's fiscal health. They provide oversight and they direct marketing and organizational tactics, but the job involves far more than maintenance. Unanticipated events, such as natural disasters or liability for accidents and health-related crises, can be dealt with for minimal loss by an experienced risk manager. Risk Managers play a huge role in the regulatory capital calculations and reporting to regulators. Risk Managers play a huge role in Calculating risk and tracking against VaR limits.
Time Commitment
The time commitment required by a career in risk management is variable depending on the firm and the position. Technically, it's a nine-to-six job, but risk management is a vital function so managers can generally expect to put in work weeks that exceed 50 hours, at least in times of emergency. Risk management personnel might be constantly on call during periods of high market turbulence and financial uncertainty.
Several essential qualities are needed to succeed in risk management.
Math skills
These skills can be of paramount importance in the finance sector, along with a thorough knowledge of finance and financial documents.
Organizational skills
Risk management employees deal with a wide range of information, data, and documents which they may have to acquire at a moment's notice.
Communication skills
People skills are important as they deal with individuals from varying backgrounds, explaining concepts and transactions that not all will be familiar with.
Writing skills
These skills come in handy when preparing reports and other documents.
There are no pre-requisite qualifications for the course. We will be sharing pre-program content and videos that you can go through to help you better prepare for the program.
Participants from varied backgrounds such as Engineering, Commerce, Management, Statistics, Finance, Financial Markets and other related fields will do well in the program. We require our participants to have a Graduate degree with minimum 50% pass percentage.
This course is aimed at those who wish to explore the more advanced aspects of Risk Management to build a career in the below areas:
There are profound career opportunities as a Risk Manager with Investment Banks, Commercial Banks, Consulting Firms, Financial Institutions and Research firms in the below divisions:
VERSION 1 SELF-PACED ONLINE
When can you take
Take anytime, Self-paced
Certification included
Training included Risk in Financial Services (Part 1/2) IIBF ((Indian Institute of Banking & Finance) & CISI (Chartered Institute of Securities & Investments) , UK Charter body
Apply now
VERSION 2 LIVE TRAINING ONLINE
When can you take
Batch starts Jan 15, 2022
Certification included
A A Certificate from Christ University
B Risk in Financial Services (Part 1/2) IIBF ((Indian Institute of Banking & Finance) &CISI (Chartered Institute of Securities & Investments) , UK Charter body
Apply now
Peer networking
In addition to the training program, you will have ample opportunity to network with the peers in your cohort. Prior to coming to the program, you will have access to your cohort where you can meet and engage with your peers before, during, and after the program.
Industry networking
Throughout the program, you will be taught and mentored by Industry experts from the Risk management industry and working/having worked with leading Investment banks, Brokerage firms, Consulting firms and Fund houses.
Alumni networking
Besides, after the program, you will be invited to join the Capital Markets & Risk Alumni group.
Placement Leads
We have networks with leading industry participants such as consulting firms, brokerage firms, banks and funds; and you can leverage that network for connecting with the industry and finding suitable opportunities in Risk Management. Once you are trained and ready, we will help you with placement leads that can help you land your dream role in Risk Management.
Having said that, its entirely your performance and skill-sets that will define your journey in landing your dream job. We cannot guarantee that you will get a job after completing the program. Obtaining a job is strictly based off one s own skill sets. Upon completion of the program, we will provide you with a certificate that you can print and/or add to your LinkedIn profile.
Networking opportunities
You will have great networking opportunities at the program. Our industry faculty work in the industry in leading positions and that will provide a great opportunity for you to network. Besides, EduEdgePro, through its vast industry network, will help you reach out to the leading financial firms for placements.
Yes, this is an online program.
There are 2 program variants