04. Fixed-Income Investments and Risk Management

The Fixed-Income Investment and Risk Management (FIIRM) Program is designed to equip finance professionals with the quantitative expertise, fixed-income analytical frameworks, and hands-on implementation required for institutional fixed-income trading, portfolio management, and risk analytics. This rigorous program bridges theoretical foundations with practical applications, mirroring the workflows and modeling standards of fixed-income desks at global investment banks, asset management and consulting firms, and other financial institutions.

This program mirrors the requirements of institutional fixed-income desks—satisfying and supporting rates trading and fixed-income portfolio and risk management. Master rates curve construction methodologies and daily mark-to-market pricing, bond valuation techniques satisfying IFRS 9/US GAAP accounting principles while enabling P&L attribution and performance measurement, and risk sensitivity analytics directing actual hedging strategies. Develop institutional-level models that undergo independent price verification and model validation throughout, integrate with trading for real-time risk monitoring, and generate fixed-income analytics to support investment and risk management and banking supervision.

Modules:

01. Fixed-Income Market Fundamentals and Products

02. Modeling Term-Structure of Interest Rates

03. Modeling Short Rates: Stochastic Interest Rate Models

04. Pricing and Valuation of Fixed-Income Securities

05. Bond Cashflow Mapping Procedures

06. Risk Methodologies and Portfolio Risk Management

Prerequisites: Python Programming, Excel | Duration: ~60 hrs | Mode: Live (Instructor-led) and Recorded (Self-Paced)

Includes: Get Started with Anaconda Navigator: Installation Guide, Introduction to Anaconda Navigator, Introduction to Jupyter Notebook, and Interview Guides