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Master FRM, RAI, and SCR with expert mentorship from charterholders and top-rated mentors, delivering industry‑focused training in market Risk, Credit Risk, investment banking, deep quant Finance, and more.
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Comprehensive Programs crafted by Top Rated Experts ensuring Industry relevant mindset and skill development in Finance and Risk.
FRM Part ILimited Seats
Taught By: Rigved Pimpalkar (FRM)
Investment BankingNext Batch:
May 26th
Taught By: VP Investment Bankers (Ex- Goldman Sachs, HSBC, IIT, IIM Alumni)
Designed by award winning Risk Management Upskilling experts
As AI reshapes Finance, from real time Risk monitoring to predictive analytics, professionals must embrace its transformative power to stay ahead. Benefit from 125+ hours of self-paced learning + live expert sessions, designed to cover all five modules of Risk and AI by GARP, and their Learning Objectives.
Intensive Bootcamps and practical courses with certifications for career acceleration in Finance and Risk.
Join this upskilling program to gain practical expertise in market risk management using Excel and Python. In this immersive course, you’ll learn the fundamentals of market risk, understand regulatory...
This upskilling course provides an intensive overview of quantitative Finance tools essential for modern financial analytics. Begin by mastering critical math concepts and Python basics, then progress into...
Join this award-winning upskilling bootcamp to enhance your expertise in credit risk management through Excel and Python. Covering key areas such as Basel Capital, IFRS 9, and stress testing, the course teaches you to...
This intensive upskilling program equips you with advanced knowledge in bank capital planning and liquidity risk management. Explore regulatory frameworks from Basel’s Pillar 1 to ICAAP and ILAAP, and learn to model interest...
Taught by VP Investment Bankers, Goldman Sachs, HSBC, IIT, IIM Alumni
Learn to build live financial models using Excel with scenario and sensitivity analysis, and master core valuation techniques like DCF and comparables. Gain hands-on skills in M&A, LBO modeling, equity research, and pitchbook creation across sectors including real estate and oil & gas. Prepare for interviews with timed mock drills, personalized feedback, on-demand doubt resolution and real world case studies
A holistic framework designed to empower your journey in Finance and Risk Management.
To provide individualized career guidance to professionals at all stages, from early-career aspirants to mid-level pivots and senior risk experts.
210+ hours of live video lessons, timed mocks, weekend workshops, club membership, and daily doubt‑resolution, starts 4 May 2025. Enroll today!
Lead IFRS 9/PD‑LGD‑EAD projects with 6-8 years’ ECL product experience. Up to ₹45 LPA. DM us now to join the selection process!
Master Credit Risk Modeling, IFRS 9, PD/LGD/EAD, Stress Testing, Regulatory Frameworks & More. Get in touch today
Get access to Risk Inn Mentorship in both Peer Groups and 1:1 Settings with Mentor at Special Prices.
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Final call to join the intensive Credit Risk Modeling Bootcamp. Enhance your skills today.
Get early access to Risk Inn Timed Mocks for FRM, RAI, SCR by signing up.
Explore curated job openings from leading firms in the Finance and Risk sectors.
Insights, strategies, and career journeys in Risk Management and Finance.
This engaging session explored the tools, strategies, and competencies essential for success in a data-driven risk management landscape.
This session was packed with actionable insights into market risk, quantitative Finance, and career strategies in a rapidly evolving financial ecosystem. This webinar is designed to provide a roadmap for professionals seeking to excel in market risk, with a particular focus on leveraging cutting-edge quant applications.
UNLOCK ACCESS TO TOP-TIER TALENT TAILORED FOR YOUR FIRM'S UNIQUE NEEDS
Whether you're looking for seasoned professionals or fresh talent, our platform connects you with candidates who are ready to drive your business forward. Register today and let us simplify your hiring process.
Read latest research and engage in brainstorming
Financial Research & Insights
This latest research benchmarks six models namely LDA, logistic regression (LR), SVM, XGBoost, random forests, and DNN for predicting credit card defaults using data from 30,000 Taiwanese users. DNN achieved the highest accuracy (81.8%) and AUC (77%), outperforming all models. While traditional models like LR and LDA showed high specificity and interpretability, they struggled with correctly identifying defaults. Key predictors included bill sum, payment history, and credit limit.
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Join the Discussion on LinkedInFinancial Research & Insights
Monetary policy significantly influences market risk, especially through its effects on interest rate derivatives. This study delves into the intricacies of how changes in policy regimes, like tightening or loosening cycles, impact the valuation of derivatives through shifts in volatility. Utilizing an improved HJM model, the authors present a solid framework for understanding these dynamics, highlighting volatility as the primary factor driving pricing changes.
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Join the Discussion on LinkedInFinancial Research & Insights
New Month Knowledge share! The study finds that IFRS 9 credit risk assessment improves with a three-parameter SICR framework, refining how banks detect significant increases in credit risk (SICR). The authors introduce a dynamic classification model using delinquency thresholds, stickiness analysis, and outcome periods, enhancing early warning, loan classification, and regulatory compliance. Validated on South African mortgage data, the approach improves SICR-event detection, risk provisioning, and credit loss estimation through predictive modeling.
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Join the Discussion on LinkedInFinancial Research & Insights
Week ending reading! ECB’s Quantitative Easing (QE) has significantly reshaped the euro area bond market, influencing investor behavior and market stability. This research highlights how insurance companies, pension funds, and foreign official investors acted as preferred habitat investors, holding onto bonds despite rising prices, while non-euro area private investors and banks were the primary sellers. The study highlights that balance sheet reduction requires a measured pace to prevent market disruptions, ensuring sufficient investor absorption of bond supply. Essential reading for understanding investor behavior and bond market dynamics under ECB’s QE.
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Join the Discussion on LinkedInHear from professionals who have transformed their careers with RiskInn.
I've had the pleasure of interacting with Ripul Dutt and can confidently say he is a thorough professional who truly stands out in his approach. Ripul is quick to respond, works from the ground up, and ensures timely follow-ups on every query. What I appreciate most is his ability to share precise, relevant information while maintaining a humble and approachable demeanor. He understands the evolving challenges professionals face today, especially in navigating career development and course-related decisions. His proactive nature in sharing job opportunities, combined with his openness to feedback, makes him a valuable connection and a dependable resource. Anyone working with Ripul will appreciate his clarity, consistency, and commitment to supporting others. Highly recommended!
Farhat Nasim
Credit Risk AnalystI’ve had the privilege of learning from the mentors of the IB certification program, whose depth of expertise and clarity of thought have meaningfully shaped how I approach this field today. What truly sets this program apart is its emphasis on real-world application, strategic insight, and practicality, all of which are critical for anyone serious about advancing in finance. If you’re exploring structured upskilling or a transition within the domain, feel free to reach out. I’d be happy to offer a few insights or help you decide if this path aligns with your goals.
Divesh Jethwa
Investment Banking ConsultantOur integrated approach ensures professionals are not just certified, but truly prepared for the complexities of the risk landscape.
Our FRM mentorship program, led by Rigved Pimpalkar, provides personalized guidance and support to help you conquer the FRM exams and achieve your career goals.
Gain clarity on your career path with our expert Sudhanshu Kanwar (CFA, FRM, CQF), develop essential skills, and unlock your full potential in the Finance industry.
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Founder & CEO
Mentor Extraordinaire
Recruitment Head, Risk Inn
CTO
Mentor & Investment Banker, Europe
Recruitment Consultant
FRM Mentor
Founder & CEO
Mentor Extraordinaire
Recruitment Head, Risk Inn
CTO
Mentor & Investment Banker, Europe
Recruitment Consultant
FRM Mentor
