A certification course designed to provide students with an overview of financial markets, the stock exchange, equities, commodities, financial derivatives and Risk Management by Investment Banks and Hedge Funds. It is designed to provide combined knowledge in both theoretical and practical ground of finance and technical languages like C++ and OOP concepts of financial software. The platform we provide guides students to make a career in the software industry where financial concepts are implemented and in particular in Investment Banks in India and abroad.
 
Career Opportunities
  • Internship is facilitated to our top 2 students giving a platform to gain work experience in a highly professional environment
  • There is currently vast demand for competent Financial Engineers in financial markets
Criteria
  • Any B.Tech / BE / M.Tech graduates and postgraduates who aim to make a career in financial software engineering
  • Students of any year are eligible to join the course
Faculty
  • Mr. Arpit Narain, FRM (CFA USA Level III candidate)
  • Mr. Rambabu Bachalakuri, B.Tech – IIT (Mumbai)
  • Mr. Sandeep Munde, M.Tech – IIT (Mumbai)
  • Mr. Sumanta Biswas, B.Tech – IIT (Mumbai)
  • Mr. Ajeet Tiwari, B.Tech – IT (BHU)
Basic Course Structure
Finance
  • Financial Markets and Stock Exchange - I
  • Financial Markets and Stock Exchange - II
  • Equities and Commodities
  • Financial Derivatives Overview
  • Forwards and Futures: Definition and use for Hedging/Speculation
  • Options: Definition and use for Hedging/Speculation
Technical/Engineering
  • OOP Concepts in Financial Software
  • C++ class for Future and its implementation Market and Interest Rates
  • Database setup and management (using SQL and PL/SQL) for Derivatives, Market Data etc.
  • C++ classes for Equities
  • C++ classes for Currencies and Market Data (Stock Market Prices and Interest Rates)
  • C++ classes for Forwards
Intermediate Course Structure
Finance
  • Basics of Financial Market and Derivatives
  • Forwards and Futures: Definition and use for Hedging/Speculation and Pricing
  • Options: Definition and use for Hedging/Speculation and Pricing
  • Trading strategies in Options, Exotic Options
  • Use of Greeks and VaR in Risk Management
  • Risk Management by Investment Banks and Hedge Funds
Technical/Engineering
  • Design Patterns and STL in Financial Software
  • Pricing Forward Contracts using prices from the Stock Market and Interest Rates
  • Trades
  • Market Data (Volatility) and Options Objects
  • Portfolio Structure
  • Booking Trades and Portfolio Management
Other Details

Fill in the complete form and send to our e-mail : info[at]torux.net

 
   
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