Indian Institute of Quantitative Finance

Indian Institute of Quantitative Finance IIQF conducts short term specialized courses in the field of Financial Risk Management and Advanced Quantitative Techniques.

The Indian financial market has seen a rapid growth over the last decade, creating a need for professionals with specialized skills in Advanced Quantitative Finance and Financial Risk Management techniques. There is a dearth of skilled professionals in this domain. There are no specialized courses on these subjects currently being offered by B-schools in India. Industry has been facing a huge shortage of quality professionals with strong skills in such advanced quantitative techniques, the so-called "Quants". To meet the growing demand in the industry for such highly skilled professionals, Indian Institute of Quantitative Finance was founded in 2006 by top professionals and entrepreneurs from the Financial Services Industry with extensive global experience and expertise in specialized domains and educational background from the best of global institutions. IIQF operates in line with the concept of a finishing school in the field of Quantitative Finance for B-School graduates and as a center for continued professional education in Financial Engineering for practitioners. In an industry that demands exacting standards, a solid foundation in quantitative finance, together with critical, analytical and reasoning skills, would enable individuals to pursue rewarding careers. The emphasis is on developing a strong base in numerical and quantitative aspects of finance. The courses have been designed to provide a set of "core skills", required to excel in this competitive environment.

Derivatives pricing and risk models often depend on understanding the relationship between financial variables - and thi...
25/09/2026

Derivatives pricing and risk models often depend on understanding the relationship between financial variables - and this is where copulas can play an important role.

Join IIQF for an expert-led webinar:
Copulas for Derivative Pricing, Valuation & Risk Models

The session will cover:
- Fundamentals and applications of copulas
- Copula-based modelling for derivative trading, pricing, valuation and risk management
- Key methods, along with their merits and limitations
- Emerging research and application areas

The session will be led by Sanjay Bhatia, a Risk Management, Quantitative Modelling & Analytics professional with 18+ years of experience across institutions including Barclays, RBS, Credit Suisse, UBS and Citi.

Date: 03 October 2026, Saturday
Time: 11:30 AM IST
Format: Online

If you work in quantitative finance, financial engineering, derivatives or risk management, this session offers a focused look at an important modelling approach.

Register now at https://lnkd.in/diigTPzn

👉 IIQF Webinar Alert! 🎯TOPIC: Copulas for Derivative Pricing, Valuation & Risk 🕦 Date: 26 September 2026, Saturday | Tim...
18/09/2026

👉 IIQF Webinar Alert!
🎯TOPIC: Copulas for Derivative Pricing, Valuation & Risk
🕦 Date: 26 September 2026, Saturday | Time: 11:30

Explore the practical application of Copulas in Derivative Pricing, Valuation & Risk Management in this IIQF 2026 BFSI deep-dive practitioner webinar. The session will cover the fundamentals of copulas, copula-based modelling frameworks for derivatives and risk management, the merits and limitations of different approaches, and emerging research and application areas.

Join here: https://bit.ly/4hiwDFV

CPFE is not an introduction to quant finance. It is the serious path into it.Over eight months, we take you through deri...
07/08/2026

CPFE is not an introduction to quant finance. It is the serious path into it.

Over eight months, we take you through derivatives pricing, stochastic processes, interest rate models, exotics, hedging frameworks and portfolio construction, the actual toolkit used on global trading desks.

Every concept is built from scratch in Python, because that is how the work is really done. And it is CPD accredited by LIBF in London, so the credential carries weight internationally.

The faculty have worked at Lehman, JP Morgan, Standard Chartered, Nomura and UBS, with academic backgrounds from Stanford, Columbia, IIT and ISI.

This is built for people serious about the highest quant roles. The next batch begins soon.

IIQF | India's First Quantitative Finance Institute. 20,000+ trained. Faculty: IIT, ISI, UBS Risk.

WHY BANKS STRUGGLE TO FIND QUANTS?There is a specific skill combination that top financial institutions rarely find, eve...
03/08/2026

WHY BANKS STRUGGLE TO FIND QUANTS?

There is a specific skill combination that top financial institutions rarely find, even among strong graduates.

They need people who understand complex financial theory. Who also have a rigorous grounding in the underlying mathematics and statistics. And who can then implement all of it in code that actually runs on a desk.

Most candidates have one of these. A few have two. Almost no one arrives with all three, which is exactly why standard MBA and finance degrees keep falling short for these roles.

This is not a gap of intelligence. It is a gap of training, because very few programs teach these three things together and from scratch.

CPFE was designed around this precise combination, which is why our alumni move into roles that are otherwise very hard to break into.

IIQF | India's First Quantitative Finance Institute. 20,000+ trained. Faculty: IIT, ISI, UBS Risk.

CPQFRM registrations open.7 months. Weekend live. 3:00 PM to 8:00 PM IST.What the program covers: → Financial mathematic...
23/07/2026

CPQFRM registrations open.

7 months. Weekend live. 3:00 PM to 8:00 PM IST.

What the program covers: → Financial mathematics and probability → Derivatives pricing and valuation → Market risk, credit risk, operational risk → Machine learning applied to finance → Python implementation all the way through

30 CPD Credits. LIBF accredited. Faculty: Practitioners from global investment banks.

Built for roles in quant analysis, risk management and financial analytics.

Early bird discounts open now. Head to iiqf.org or comment CPQFRM below.

21/07/2026

Want a certificate?
Skip this.

Want quant skills that banks actually hire for?
Keep listening.

CPQFRM is seven months of maths, derivatives, risk, machine learning, and real world Python Implementation.
Not easy.
Worth it.

Weekend classes.
LIBF accredited.
Scholarships open now.

Check out more at iiqf.org

"

17/07/2026

Everyone talks about quant salaries.
Nobody explains the job.

A quant doesn't predict prices.
They build models.
Price derivatives.
Measure risk.
Stress-test portfolios.
Mostly in Python.

It's not guessing.
It's preparation.
That's why it pays.

And that's exactly what we teach in CPQFRM.

13/07/2026

Most finance careers stall around ₹10–15 lakh.
Not because people aren't working hard.
Because some can build financial models.
Others can only use them.
That's the gap.

CPQFRM helps you cross it.
Quant finance, derivatives, risk, and Python based modelling.

Follow for more.

Address

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

Opening Hours

Monday 10am - 8pm
Tuesday 10am - 8pm
Wednesday 10am - 8pm
Thursday 10am - 8pm
Friday 10am - 8pm
Saturday 10am - 8pm
Sunday 10am - 8pm

Telephone

+912228797660

Alerts

Be the first to know and let us send you an email when Indian Institute of Quantitative Finance posts news and promotions. Your email address will not be used for any other purpose, and you can unsubscribe at any time.

Contact The School

Send a message to Indian Institute of Quantitative Finance:

Shortcuts

Share

Category