We School of Financial Engineering (SoFE), create oration with Indian Instete of Quam isa Gener ducation the field of Financial Engineering India, lebrings together global experts in financial engineering and highly aclaimed ae fom the fields of mathematics stats, computer scene fnanceand economics. SOFE provides state-of thea facilis to ereate an ecosystem that will ue Financial Engineringis a rpidly growing eld in India with tate ofthe at practic from the Global nancial centers of New York, London and rich te try becomes more integrated. The Indian fnaneial markets rapid growth over the ast tiga need for professionals with specialized skis in Mathematics, ter Programming and Finance all woven together: Ther of sled professionals who have such mult-diseplinary sll sets. Traditional or CA in India donot teach such sh In facinga short aty professionals with strong sills in such advaned techniques and SoFE aims to leh gop by productThe programmes We ofer wo programs, 3.Year undengratate programme, "Bachelor of ‘Computational Finance” (BCF), whieh wil form a great foundation for aspiring financial engineers anda2 Year postgraduate programme Master of Financial Engineering” (ME which wl impart the much sought ater ‘combination oftrong theoretical lowed alongwith extensive practi ‘hands-on implementation sls to praduce industry ready Financial Engineers ‘The school ams to build an ecosystem where industry and academia callaborate and benefit rom their mutual interactions. Design your destiny, differently Career opportunities ‘The programs are designed to enable students with good numerical and analytical abilities to make a rewarding career as quantitative ‘analysts, risk managers, investment analysts in comamercial banks, Investment banks, asset management companies financial analytics firms, hedge funds, nancial software companies, investment advisory services, and other financial institutions Financial Engineers are sonte af the highest paid professionals plobally, earning mare than MBAs and CAs. The course enable students with good numerical and analytical abilities to make a rewarding career as Quantitative Analysts, Risk Managers, Investment Analysts in commercial banks, Investment banks, asset management companies, financial analytics firms, hedge funds, nancial software companies, investment advisory services, and other financial institutions. Faculty Finacial Engineering san applied field and ences very practice vient. ‘We take great pride in our faculty wiih unmatched in nda for eahing Financial Engeeringand Quanstanive Finance programmes ands comparable ‘withthebest “Te faculty drawn rom top-notch Quant Finance practioner who have ‘worked wth some of the topglbal investment banks and ares bal franca Institutions and researchers the eld of Quantitative Finance so that they bing ‘the global best prateesand teehnologiesto the academic community in indi. “They bring with them extensive practical hands-on implementation experince From the inst. This isan immense advantage that students gto lear rom some ofthe best practitioners both the theories and more imporcanty thet ‘practi applications in financial engineering obs Rajat Bhatia Dean, School of Financial Engineering Dean Rat ats as combined experience of nearly 30 starsin he pls nan mart Ne has worked in New ‘York London, HongKong, Singapore, Sy, Du and din ake rageof vas whch lade Deraties ‘Structuring 6 Trading, Capital Markets erative Investmens, Equity Marks Fed Income Commodity orkets Catone lvestnon Banking M&A Sraesy Consuingand adem, jas an alu Cumbia Universi New Yor: the Indian ast of ‘Managenen,Ahedabod and St Swpherts Clee, Dd He s the Founder CED of ‘ura pe nd has word fo rian lol Ase Nanagemat London, Lehman Brothers Loon Mri Lynch Capital Markets, HongKong, Boo Alen anton, ye, Cer resonant Banka, Wiliams Ene Ts, Oldshoma and Financial ghcerng, FocaAbhijit Biswas Chairman & Co-Founder Schoo! of Financial Engineering ‘Abie Btowoshas moe than 8 years experience research nd development inthe fel of ines Enpncering rR Management product yes Hes the founding Director of Inala Intute of Quantitative Rance, nds ploeerng ‘ution ntation in he Feld of Financial Eien nancial Risk Mangement and Ivestment Bang He was loners dan Pinanaal iss Management sjstems estar and developmen. He wssthe eofounder an Hed of Product Development at is Itech Soutonsinds loneenngcompay in Prt is Management Setare Products. He ecole Vente Cpa indng tos up RISPL wich war one ofnd’frak software product companies research nd deel kmanagerent sytem ii which catrsto major global nancial insitutions “Zee ao constant HPC Lin, nahin he development of Quantitative Finance Selurionsand series using igh Perfomance Parle Computing teclogesin ‘Algorithmic Trading isk Anais, te Hetsaso consult! onan institions or Wolity Taian Dr AmitRam -Adjunet Professor De Amit Ram, PADS Pts and Computational Methods from Stanford Univesity (USA), B.Tech Engen, S Pgs from FT Borba), He cure Vice President, (\ ‘Quant Rsk with tp lel esent nk Aa Financial Bgneringprofessoal he has extensive experience working inthe nan ndasry on aeaion and isk management of firsnoaderetes encom ence ces and Sey Alsat Hetaseperise nro ealsius tse rar themed ceperencets working wh reson hed nein morgage ancead cee ‘perone apie ste da ara methods naneat daa Hote eapenencod eto nt ara ek rar a programmers Peas nat (tanger) Vso Cor, Stanard Gurered Bak (Segagore) response or mde legend carat ese finest teFeegn Euan nd Egy Dress, Preto hat he worked as Asia, Quantitative Rsk Anas Laman rates (Sew ‘ri whee tested and vated Ln Brother eu erates and red Aerates pring amas He was Cans sco, ie Ince Sate Research cP Nong Case (Ne Yr) He as tate Department of Phys Stanford ‘nersy where he conducted lectures forth undergoduste and grade cron ‘quntam mechanics, dae means ad statisti, Ritesh Chanutra- Adjunct Associate Professor ‘tes chandea CF (Lew 3 Pas) MIA From I Catan Teh om HT Kane He curently workingasa Senior Vice Presdent- Corporate Baking Rs ina arge prvate sector ane He has more than 1] years experience and ns woreda (Chia Camda ina arty oles, Dr Debashis Guha-Adjunet Professor ‘De Debashis Guha, as over 25 years fob expertence ‘working ar teaching asa quanta finance professional 2nd economist. Having doe hs PAD. (Operations Research) from Columbia Unvarsty (New York USA). MA. (Phys) from Texas Christan Univeral (Teas, USA) ech (tectonics and Communication Engineering from (haragpur-hiswork experience spans esearch and developmentin quantitative ines, quantitative trading strate, mulaset porto management for hedge fo forcearting wb maroceonoml condos. portfolio construction and asemanagement His exper areas are in tte, ‘mache ecg quantitating came alpen deepen cl ‘ssctllcon, porte construction asset pring, microcconomics and rani ‘economics He was one ofthe first roduc quanta las maerotading sed ‘neadingindcatore Mev al the fist ntrodace the eathat setae deen byes in growth and nition lactam yp by other hedged rescore He developed mero themes and new esiemanagement ame fra 250 MM USD gen le Founder ap Managing Director i Sky Quantitative Reseach Pot Li. Bangalraaressrch rm responsible for developing proprietary systematic satis and rile managensentproteasfor By Sky Capt LLC agabal macro hege ‘und eed Sata Monica, Caloris and ow fcisngon the ndan eit at nd gobl ase marl satis. Me was arr the Managing Direc and Mend of ‘earner an isk Managemen tpl LL: Hewat Dero Reseach undo ern Busnes 0 From wae Ne rk Be swaeDincorat Resch Foundon fo Incratons Busnss and Eom Research New Yor He wat Director Spee Projets andSeno Rascareh Solr at Economie (de Research ratte, New York. He was Direct, Spec Projects and Senor Resear Scholar at Bonomi Cle Research str, New Yor, He was Founder an Managing Decor at SR Selane Pt Le, Kola He was Steno Centar {orloerratons! Busnes Cycle Rererch, Colma University New York Neha ‘taughtat Unversity of Teas at Das, alumi Us Gra Schoo Buss ad Adina Sa alee nin Kalyan Roy: Adjunet Professor ‘Kaan Ray M.S rom nda Seas ste (Klan Stat (Hons) rom dan Statistical insite (Kolkata) Mewes leo a PD candidate in Sats anda Sasi Constant Indian Ushers (US). He s ava experienced Finca Engineering professional having earcrin the indy sping ovr sben years where he hax payed Quantatve Ara}ystrolesat various oganistons. He has worked Statistic Analyst with itn (Chap USA) He has wrkedos Statin Analyst ‘with Bank One (Dela USA), He sword as Sasa Modeler with IMS America (Penney USA). Hes worked as Seststi! Conukant with Inns Urey (UA) He has work as a Quantatie Amat wth Deep Vale Technology speclsing Ing performance rithmic wading statgy developing utah quency trading gor tata dling cf rath Rue time pera He was ret Resear Dictorwth RE nerationsl an Symphony Services Hehas worked witha ‘ol nese anand one oes instutona rage houses inna usnzae Sarat c-stcureRecarthec Hes saree Heid {Quant Anajiesat Cap Merc Ri Soltons workngin Quanta Aset Allocion Reseach He as tugturdrraateand posgahitelel cous Probie ae! Sets ot indions Ura (USA “The curriculum tobe delivered is designed tobe at par with some of best programmes ofthis nature avallable ‘across the globe. The alm i to make students ‘market-ready for Investment finance job's. Bachelor Of Computational Finance (BCF) Semester 1 + Differential Calculus + Computing 1 (Excel) + Probability and Statistics -1 + Introduction to Linear Algebra + Introduction to Accounting Semester 2 + Integral Calculus + Differential Equations + Probability and Statisties~ Il + Computing ~1i (MATLAB) + Introduction to Economics Semester 3 ++ Macroeconomics + Caleulus in Three Dimensions + Partial Differential EquationsBrena Gee) Sen as Rae ons ees Domenie tc Perec Cras Computing ~1V (C++ Programming) Ree) eee Ss Computing V (RDBMS) Pee ee ey ence ene ts Semester 6 Reece Peete Preven Financial Statement Analysis Cee Nee Rot? Master Of Financial Engineering (MFE) Semester 1 + Introduction to Financial Enginee + Ino a Statistics + Probability Theory =1 + Corporat seand Financial Modell Semester 2 + Probability Theory =I + Financial Comput MATLAB) + Statistical Analysis of Financial Data + Introduction to Stochastic + Stochastic Caleulus for Finan + ‘The Bourse Game an: cy Markets Semester 3 + Computational F Equity Derivatives) + Computational Finance =I (Fixed Income + Computational Finance Ill (Currency Derivative + Computa 1V (Credit Derivatives Semester 4 + Case Studies in Financial Markets-1I (Mandatory)Eligibility criteria sper : [RAGHELOR OF COMPUTATIONAL NANCE (=) lent fom cece hg nigh Secor ler (I) Admission procedure Proactive conde ssa cline appiin at mao Aernatiecwsia UE Nea appin for Doves eee sara ra fae eee at ‘any can pp for MUTE SOE Ere Rte Ga OO om aire oars is my (GoKE) es Admissions Contacts: Maharish y of Information Technology University ‘Noida Camps ‘Maharishi Nagar, Noida (UP) Website: wwwmultolda.eduin mai: SOFE.admissions@muitnoidae in Contact No: 9599707416, 01202461350-60 INDIAN INSTITUTE OF QUANTITATIVE FINANCE “Te Mahe Cop oir na tnt Que Ft PASE] cuseheesdnai chance The nkin tnteal em Rees A) tccetecnartecty eceeetepeereter te seo eprom eicbon seine Frunid Eeeng De eet Mangonetan ideas Tenens nts aes weiss an dors Rh ath ‘hacen Rees cnt he Rat rls Praga in asl Ergin Pomc tga cernetaitons emma snag pee rings iets