Market Risk and Counterparty Credit risk course is designed to empower you with tools and fundamentals to be able to value derivatives and model risk independently. The course covers FRTB market risk framework and Counterparty Credit Risk calculations in great detail with theory, analytical derivations, spreadsheet and python models for every single concept. Get hands-on modelling experience on some of the key areas such as FRTB-SA, FRTB-IMA, SA-CCR, IMM, xVA, SIMM etc. which are in huge demand today. Although the core focus of this course is to train you on the latest regulatory capital framework, there is a constant emphasis on problem solving and independent thinking to tackle modelling problems throughout the course. Join this course to take advantage of over 140+ hours of lecture and get access to a rich repository of Excel and Python models but more importantly be part of the transformative journey.
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Over 160 Hours of self-paced and live learning covering FRTB, SA-CCR, xVA, SIMM, derivative valuations, with quizzes, D-forum & more
Practical experience with Excel and Python models for every concept.
In-depth training on the latest regulatory capital frameworks like FRTB-SA, FRTB-IMA.
Offers LIVE interactive workshops for latest trends and Industry Insights
Includes 'Market Abhyaas' case study to understand the three lines of defence in risk management.
Placement Assistance starts after completion of 30-40% of the curriculum and includes CV Prep, Interview Guidance, Referral to tie ups with Financial Institutions.
Access to Primers, Concept Lectures, Excel Models, Python Codes, One Note Files, Reading Material, Assignments, Quizzes, and a D Forum.
Python Basic Libraries
Python for Statistics
Market Risk Foundations
FRTB - standardized approach
FRTB - simplified standardized approach
FRTB - Advanced Approach (IMA)
Stochastic Process
Equity Derivatives
FX Derivatives
Interest Rate Derivatives
Advanced Sensitivity Computation
Counterparty Credit Risk
XVA Toolbox
Comprehensive resources and materials included in your program
Foundational materials to get you started
Comprehensive video lectures covering all topics
Ready-to-use spreadsheet models for practical application
Complete Python implementations for all concepts
Organized notes and documentation
Curated reading resources for deeper understanding
Practical exercises to reinforce learning
Regular assessments to test your knowledge
Discussion forum for peer learning and support
Flexible learning format with self-paced sessions, live workshops, and practical case studies
Core conceptual classes available as recordings
Core conceptual classes available as recordings
Integrated Market Risk case study in a workshop setting spanning across 2 days for 10 hours
Integrated Market Risk case study in a workshop setting spanning across 2 days for 10 hours
Regular live classes on topics not covered in self paced sessions
Regular live classes on topics not covered in self paced sessions
Case study to understand how three lines of defence aka model development, model validation, model audit communicate with each other
Case study to understand how three lines of defence aka model development, model validation, model audit communicate with each other
Core conceptual classes available as recordings
Core conceptual classes available as recordings
Integrated Market Risk case study in a workshop setting spanning across 2 days for 10 hours
Integrated Market Risk case study in a workshop setting spanning across 2 days for 10 hours
Regular live classes on topics not covered in self paced sessions
Regular live classes on topics not covered in self paced sessions
Case study to understand how three lines of defence aka model development, model validation, model audit communicate with each other
Case study to understand how three lines of defence aka model development, model validation, model audit communicate with each other
Complete two comprehensive modules to earn your Market Risk Modeling Certificate
Day 1 - Practical Excel-based Assessment
Excel sheets with unfilled templates and write-up containing directions
Open book exam - refer to existing excels or notes
Submission deadline: Day 1 midnight 11:59 PM IST to your trainer by email
Day 2 - MCQ Test
50 questions with 3 options each, 1 correct answer
No negative marking
Open book exam - 3 hours duration
Total 50 marks (1 mark per question)
Submission deadline: 1:30 PM to your trainer by email
Application Module (AM)
Conceptual Module (CM)
Certificate
Application Module (AM)
Day 1 - Practical Excel-based Assessment
Conceptual Module (CM)
Day 2 - MCQ Test
Certificate
Upon Completion
Certificate of Completion
This certificate is proudly presented to
For successfully completing the course“Market Risk Modeling Certificate (Excel and Python)”by Risk Inn.
Mr. Ripul Dutt
Chief Faculty
January 6, 2026
Date Issued
FRM, CQF (Distinction), IIT Kharagpur, Market Risk Upskilling Expert
Satyapriya Ojha is a highly skilled Capital Markets and Risk professional with 12+ years of experience in Regulatory Capital, Valuation and Analytics. He is an IIT & IIM graduate and holds FRM charter (top quartile in all subjects of part I & part II) and a distinction from CQF institute. He is an expert in quantitative models used in valuation and risk management. He has worked as a consultant in several regulatory projects for some of the top banks in the US in BASEL III and FRTB space. Currently, he serves as a product owner for a top wealth management firm engaged in quantitative portfolio management for institutional clients.
The future of risk management lies in the intelligent application of data.
Founder & CEO, IIT, Tulane, USA
Ripul is the Founder of Risk Inn and has an academic background from the Indian Institute of Technology (IIT) Roorkee and Tulane University, USA, with over 150 research citations. He has extensive experience in management, business, research, and consulting, with a career spanning India, the USA, and Europe. He is passionate about teamwork and empowering individuals to maximize their talents, drive growth, and foster innovation at Risk Inn.
The future of risk management lies in the intelligent application of data.
Real success stories from professionals who transformed their careers through our program
Hey everyone! I'm incredibly excited to share some fantastic news with all of you. I've just received an offer for a Model Monitoring role at Standard Chartered, and the salary package is almost a 100% hike from my current position at HSBC! The transformation I've undergone in the last 7 months since joining the CRM is truly remarkable. I'm now so much more confident in my knowledge and skills, all thanks to the Peaks2tails team and Karan Sir for simplifying the complexity in the field of modeling. Believe it or not, I feel like I cleared the interview based on the most basic concepts taught in the course. It's like I only needed to understand the first 1 or 2 classes of each module to land this incredible opportunity! • If any of you are curious about my interview experiences after being part of the P2T CRM community, please don't hesitate to reach out. I'd be more than happy to share my insights and help you all grow in your careers as well.