Recognized in every major market, FRM is the leading certification for risk managers. It is consistently in demand by nearly every major bank and firm in the world, and is awarded only to professionals who demonstrate the knowledge and ability to anticipate, respond, and adapt to critical risk issues.
Gain a competitive advantage
There’s never been a more crucial time to stand out. As the financial industry
becomes increasingly competitive, the professionals who succeed are those who
distinguish themselves and their ability to add value to an organization. Earning
the FRM proves that your knowledge and skills are up to the latest international
standards, and connects you to an elite network of expert risk professionals
employed by the world’s leading institutions.
Anyone can register to take the exam. FRM certification is awarded after a candidate has passed two rigorous multiple choice exams (FRM Exam Part I and Part II) and demonstrated two years of relevant work experience. Candidates must take the FRM Exam Part I before taking Part II. Certified FRMs are strongly encouraged to earn 40 hours of Continuing Professional Development (CPD) every two years to maintain the latest best practices in risk management
This area focuses on foundational concepts of risk management and how risk management can add value to an organization. The broad knowledge points covered in Foundations of Risk Management include the following:
This area tests a candidate’s knowledge of basic probability and statistics, regression and time series analysis and various quantitative techniques useful in risk management. The broad knowledge points covered in Quantitative Analysis include the following:
This area tests your knowledge of financial products and the markets in which they trade, more specifically, the following knowledge areas:
This area will test a candidate’s knowledge of valuation techniques and risk models. The broad knowledge points covered in Valuation and Risk Models include the following:
This area focuses on market risk measurement and management techniques. The broad knowledge points covered in Market Risk Measurement and Management include the following:
This area focuses on a candidate’s understanding of credit risk management, with some focus given to structured finance and credit products such as collateralized debt obligations and credit derivatives. The broad areas of knowledge covered in readings related to Credit Risk Measurement and Management include the following:
This area focuses on methods to measure and manage operational risk as well as methods to manage risk across an organization, including risk governance, stress testing and regulatory compliance. The broad knowledge points covered in Operational Risk and Resiliency include the following:
This area focuses on methods to measure and manage liquidity and treasury risk. The broad knowledge points covered in the Liquidity and Treasury Risk Management section include the following:
This area focuses on risk management techniques applied to the investment management process. The broad knowledge points covered in Risk Management and Investment Management include the following:
This area focuses on current issues that have a strong impact on financial markets. The broad knowledge points covered in Current Issues in Financial Markets include the following:
Samrat joined OptiRisk Systems in January 2018 as a research analyst and software engineer; he is a member of the Research and Model Development team, supporting Indian as well as global clients of the company. Prior to joining OptiRisk he worked as a quant analyst with Motilal Oswal Financial Services Ltd, one of the leading financial firms based in Mumbai. Samrat has worked on various projects ranging from sentiment analysis, topic modelling, option pricing, cloud computing (AWS) and statistical analysis. Samrat obtained his bachelor’s and master’s degree (Integrated M.Sc.) in Physics from Indian Institute of Technology (IIT) Kharagpur, India. He is pursuing professional qualifications in finance and has cleared FRM Level 1 (GARP) and CFA Level 1 (CFA Institute). He is proficient in programming languages such as Python, R and Matlab; he is also fluent in English, Bengali (native language) and Hindi.
International Treasury & Risk Consulting, Training, Research, Outsourcing & Analytics. Experienced financial market professional in the Banking & Financial Services Industry working in multi-national banks, multi-national financial services organization, multi-national financial information services organization and premium research houses.
Multi-skilled OTC Derivatives & Financial Risk professional with extensive knowledge and experience of Pricing, Valuation, Financial Derivatives Modeling, Hedging & Risk of Interest Rate, FX, Equity & Credit Derivatives including financial research, analysis and training.
Holder of Masters in Business Administration (MBA – Finance) and Financial Risk Manager (FRM) from Global Association of Risk Professionals (GARP), New York.
Specialties: Areas of expertise also includes providing functional specifications & implementation of global treasury management & investment solutions, macro economic and derivatives research & modeling, model validation, management reporting, business development, advisory & consultancy and business relationships.
Quantitative analyst
Quantitative modelling: market and credit risk, financial instrument pricing, structured finance
Basel II + III + IV, validation of credit models, credit risk analysis.
Teaching experience - lecturer at 3 local (London) Universities and 3 South African universities - regularly lecture on commercial circuit
Journal articles - several publications per annum in international journals on various contemporary topics
Interested in - research role, credit risk, market risk, asset allocation and performance, portfolio management
Specialties: General quantitative analysis and the teaching thereof Portfolio risk management/asset management and performance analytics Basel II Pillar 1, Pillar 2 (capital charges) modelling Basel III, Basel IV, economic capital General quantiative model construction & validation Nuclear physics Research
USD 350
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