GLOBAL WEBINAR
WHY QUANTART?
Why Should you attend this Training Program?
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- The faculty members possess a distinctive advantage due to their extensive expertise in both the banking and corporate domains. Our
trainers are among the few leading figures in Fx Risk Management, Derivative Pricing, Strategy Making, etc. - This program stands out for its comprehensive coverage of technical and practical aspects that are typically overlooked in other training programs.
- This is a customized training program that straddles both the Strategic and Implementation aspects of Fx and Interest Rates Hedging.
Participants gain a comprehensive understanding to navigate the Financial Markets with confidence, whether during periods of volatility or stability. - This program blends the best of pedagogy with actual market experience. Our trainers have managed the exposures of corporates
and maximized returns for them. So, we know exactly what works in the competitive and volatile markets. - We have successfully trained more than 750 Senior Management people and bankers.
What Solutions We offer
Our Quarter Reports
Our Trainers
Samir Lodha
Managing Director
Srinivas Puni
Managing Partner
Vinod Garg
Managing Partner
Sandip Basu
Managing Partner
Samir Lodha
Managing Director
Samir Lodha founded QuantArt in 2012 January which has been running for the last 10 years. He is an MBA from the Indian Institute of Management Calcutta (IIMC) and has around 20 years of experience in Forex and Interest rate risk management. Prior to that, he had worked in senior positions with foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director), and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has significant experience in Fx and rate markets along with a sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation, and risk-return optimization.
Srinivas Puni
Managing Partner
Srinivas Puni is an MBA from the Indian Institute of Management Bangalore (IIMB) with over 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past. He conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. He specifically handles pricing, valuations, structuring, risk modeling etc
Vinod Garg
Managing Partner
Vinod is an MBA from IIM Lucknow with 20+ years of experience in treasuries in India and Hong Kong wherein he advised large companies and banks on risk management, markets, and hedging. Prior to joining QuantArt, he held the positions of Executive Director in Goldman Sachs and BNP Paribas. Vinod has extensive skills in simplifying complex situations and convert the same into a hedge opportunity.
Sandip Basu
Managing Partner
Sandip is a post graduate from BITS Pilani with 25+ years of experience in global markets. He began his banking career with SBI and thereafter held leadership position at treasury at American Express Bank, Deutsche Bank and ICICI Bank in India. He was an investment banker for 7 years covering areas including PE intermediation, debt syndication and FX advisory. Sandip was Chief Treasury for Tata Steel Group between 2014-2020, where he led a large team with distinction in hedging currency, interest rates and commodity, investment of surplus funds, retirals investment, working capital management,RBI regulations etc.
Samir Lodha founded QuantArt in 2012 January which has been running for the last 10 years. He is an MBA from the Indian Institute of Management Calcutta (IIMC) and has around 20 years of experience in Forex and Interest rate risk management. Prior to that, he had worked in senior positions with foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director), and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has significant experience in Fx and rate markets along with a sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation, and risk-return optimization.
Srinivas Puni is an MBA from the Indian Institute of Management Bangalore (IIMB) with over 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past. He conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. He specifically handles pricing, valuations, structuring, risk modeling etc
Vinod is an MBA from IIM Lucknow with 20+ years of experience in treasuries in India and Hong Kong wherein he advised large companies and banks on risk management, markets, and hedging. Prior to joining QuantArt, he held the positions of Executive Director in Goldman Sachs and BNP Paribas. Vinod has extensive skills in simplifying complex situations and convert the same into a hedge opportunity.
Sandip is a post graduate from BITS Pilani with 25+ years of experience in global markets. He began his banking career with SBI and thereafter held leadership position at treasury at American Express Bank, Deutsche Bank and ICICI Bank in India. He was an investment banker for 7 years covering areas including PE intermediation, debt syndication and FX advisory. Sandip was Chief Treasury for Tata Steel Group between 2014-2020, where he led a large team with distinction in hedging currency, interest rates and commodity, investment of surplus funds, retirals investment, working capital management,RBI regulations etc.
Frequently Asked Questions
We provide an extensive range of trainings in the field of Financial Market spanning from basic to advanced levels, available in both open-public format and tailored in-house training to meet the specific needs of our clientele.
Our programs are custom built. The duration depends upon the Agenda of the Programme.
Edroit and QuantArt have trained a large and diverse set of participants from Banks, Financial Institutions, Large, Medium, and Small-sized Corporates and various Consulting companies in this area.
At QuantArt, our faculty members possess an experience of over 20+ years in the field of the financial market. This extensive expertise allows us to offer best in class pedagogy and practical insights in whatever trainings we do. We expect that your skills would be superbly enhanced while attending the training.
There are two ways to Register:-
- For our comprehensive training program, you can submit your details or reach out to us at [email protected] or contact us at (+91 6290759567)
- If you want to explore for our customized in-house training programs, reach out to us at [email protected] or contact us at (+91 6290759567)
For the “Advanced Fx And Interest Rate Hedging & Risk Management” training, we will send you a confirmation and before the programme share with you if you need to be prepared. The course will be delivered in accordance with the agreed upon terms and conditions. Upon acceptance of these terms, the program will commence as per the agreed schedule.
The details regarding the trainers for our program can be viewed https://www.quantartmarket.com/about-us/
Quiz can be organised before or after the particular session. This quiz will be organized to test the understanding, knowledge and learnings of the participants.
We provide an extensive range of trainings in the field of Financial Market spanning from basic to advanced levels, available in both open-public format and tailored in-house training to meet the specific needs of our clientele.
Our programs are custom built. The duration depends upon the Agenda of the Programme.
Edroit and QuantArt have trained a large and diverse set of participants from Banks, Financial Institutions, Large, Medium, and Small-sized Corporates and various Consulting companies in this area.
At QuantArt, our faculty members possess an experience of over 20+ years in the field of the financial market. This extensive expertise allows us to offer best in class pedagogy and practical insights in whatever trainings we do. We expect that your skills would be superbly enhanced while attending the training.
There are two ways to Register:-
- For our comprehensive training program, you can submit your details or reach out to us at [email protected] or contact us at (+91 6290759567)
- If you want to explore for our customized in-house training programs, reach out to us at [email protected] or contact us at (+91 6290759567)
For the “Advanced Fx And Interest Rate Hedging & Risk Management” training, we will send you a confirmation and before the programme share with you if you need to be prepared. The course will be delivered in accordance with the agreed upon terms and conditions. Upon acceptance of these terms, the program will commence as per the agreed schedule.
The details regarding the trainers for our program can be viewed https://www.quantartmarket.com/about-us/
Quiz can be organised before or after the particular session. This quiz will be organized to test the understanding, knowledge and learnings of the participants.
Asia Pacific
QuantArt’s “ADVANCED FX AND INTEREST RATE HEDGING & RISK MANAGEMENT”- VOLUME- 1 is designed as a well rounded programme to unlock the power of 360-degree Hedging. Financial markets have always been inherently exposed to various risks. Building upon existing training programs, our comprehensive course delves into the interconnected nature of risks stemming from geopolitical, economic, regulatory factors, etc.
- Demystify the intricate aspects of Global Financial Markets.
- Comprehensive understanding of hedging instruments tailored specifically for importers and exporters.
- In-depth understanding of the complexities involved in ECB hedging and swap pricing.
- Excel-based analysis of option pricing functionalities, volatility surface, option Greeks, and other essential aspects.
- Meticulous framework of a Risk Management Policy and a robust monitoring MIS.
- Our expert-led training delves into the concepts of Hedge Accounting, ISDA, MTM, CVA, DVA, and other essential financial aspects.
Fx Hedging Instruments and Strategies
- Forwards, Par Forwards and LTFX – Pricing.
- Options & Option structures as applicable for Exporters and Importers.
- Natural hedge and Loan into FC.
- Hedge strategies like Budget Rate Targeting, Dynamic Hedging, Laddering.
- Hedge Strategies useful during Volatile Markets
- Hedging Regulations
Risk management – Corporate Perspective
- Risk Management Policy Design
- Optimizing Hedge Ratios
- Identification of Risk and MIS
The course structure devised by us takes into consideration the varied needs of our clients, rendering it suitable for attendance by individuals with differing requirements.
The course can be attended by:
- Finance and Treasury Management (CFO, CIO, CRO, etc)
- Finance Directors, Financial Controllers, Treasury Heads
- Finance & Treasury Managers, Senior Financial Risk Managers
- Senior Treasury Bankers & Executives
Middle East
QuantArt’s “ADVANCED FX AND INTEREST RATE HEDGING & RISK MANAGEMENT”- VOLUME- 1 is designed as a well rounded programme to unlock the power of 360-degree Hedging. Financial markets have always been inherently exposed to various risks. Building upon existing training programs, our comprehensive course delves into the interconnected nature of risks stemming from geopolitical, economic, regulatory factors, etc.
- Demystify the intricate aspects of Global Financial Markets.
- Comprehensive understanding of hedging instruments tailored specifically for importers and exporters.
- In-depth understanding of the complexities involved in ECB hedging and swap pricing.
- Excel-based analysis of option pricing functionalities, volatility surface, option Greeks, and other essential aspects.
- Meticulous framework of a Risk Management Policy and a robust monitoring MIS.
- Our expert-led training delves into the concepts of Hedge Accounting, ISDA, MTM, CVA, DVA, and other essential financial aspects.
Fx Hedging Instruments and Strategies
- Forwards, Par Forwards and LTFX – Pricing.
- Options & Option structures as applicable for Exporters and Importers.
- Natural hedge and Loan into FC.
- Hedge strategies like Budget Rate Targeting, Dynamic Hedging, Laddering.
- Hedge Strategies useful during Volatile Markets
- Hedging Regulations
Risk management – Corporate Perspective
- Risk Management Policy Design
- Optimizing Hedge Ratios
- Identification of Risk and MIS
The course structure devised by us takes into consideration the varied needs of our clients, rendering it suitable for attendance by individuals with differing requirements.
The course can be attended by:
- Finance and Treasury Management (CFO, CIO, CRO, etc)
- Finance Directors, Financial Controllers, Treasury Heads
- Finance & Treasury Managers, Senior Financial Risk Managers
- Senior Treasury Bankers & Executives
Europe
QuantArt’s “ADVANCED FX AND INTEREST RATE HEDGING & RISK MANAGEMENT”- VOLUME- 1 is designed as a well rounded programme to unlock the power of 360-degree Hedging. Financial markets have always been inherently exposed to various risks. Building upon existing training programs, our comprehensive course delves into the interconnected nature of risks stemming from geopolitical, economic, regulatory factors, etc.
- Demystify the intricate aspects of Global Financial Markets.
- Comprehensive understanding of hedging instruments tailored specifically for importers and exporters.
- In-depth understanding of the complexities involved in ECB hedging and swap pricing.
- Excel-based analysis of option pricing functionalities, volatility surface, option Greeks, and other essential aspects.
- Meticulous framework of a Risk Management Policy and a robust monitoring MIS.
- Our expert-led training delves into the concepts of Hedge Accounting, ISDA, MTM, CVA, DVA, and other essential financial aspects.
Fx Hedging Instruments and Strategies
- Forwards, Par Forwards and LTFX – Pricing.
- Options & Option structures as applicable for Exporters and Importers.
- Natural hedge and Loan into FC.
- Hedge strategies like Budget Rate Targeting, Dynamic Hedging, Laddering.
- Hedge Strategies useful during Volatile Markets
- Hedging Regulations
Risk management – Corporate Perspective
- Risk Management Policy Design
- Optimizing Hedge Ratios
- Identification of Risk and MIS
The course structure devised by us takes into consideration the varied needs of our clients, rendering it suitable for attendance by individuals with differing requirements.
The course can be attended by:
- Finance and Treasury Management (CFO, CIO, CRO, etc)
- Finance Directors, Financial Controllers, Treasury Heads
- Finance & Treasury Managers, Senior Financial Risk Managers
- Senior Treasury Bankers & Executives
USA & Canada
QuantArt’s “ADVANCED FX AND INTEREST RATE HEDGING & RISK MANAGEMENT”- VOLUME- 1 is designed as a well rounded programme to unlock the power of 360-degree Hedging. Financial markets have always been inherently exposed to various risks. Building upon existing training programs, our comprehensive course delves into the interconnected nature of risks stemming from geopolitical, economic, regulatory factors, etc.
- Demystify the intricate aspects of Global Financial Markets.
- Comprehensive understanding of hedging instruments tailored specifically for importers and exporters.
- In-depth understanding of the complexities involved in ECB hedging and swap pricing.
- Excel-based analysis of option pricing functionalities, volatility surface, option Greeks, and other essential aspects.
- Meticulous framework of a Risk Management Policy and a robust monitoring MIS.
- Our expert-led training delves into the concepts of Hedge Accounting, ISDA, MTM, CVA, DVA, and other essential financial aspects.
Fx Hedging Instruments and Strategies
- Forwards, Par Forwards and LTFX – Pricing.
- Options & Option structures as applicable for Exporters and Importers.
- Natural hedge and Loan into FC.
- Hedge strategies like Budget Rate Targeting, Dynamic Hedging, Laddering.
- Hedge Strategies useful during Volatile Markets
- Hedging Regulations
Risk management – Corporate Perspective
- Risk Management Policy Design
- Optimizing Hedge Ratios
- Identification of Risk and MIS
The course structure devised by us takes into consideration the varied needs of our clients, rendering it suitable for attendance by individuals with differing requirements.
The course can be attended by:
- Finance and Treasury Management (CFO, CIO, CRO, etc)
- Finance Directors, Financial Controllers, Treasury Heads
- Finance & Treasury Managers, Senior Financial Risk Managers
- Senior Treasury Bankers & Executives
Media Coverage
Our Offices
Singapore
QuantArt Technologies Pte. Ltd. 1, North Bridge Road, #11-10, High Street Centre, Singapore – 179094, Email us: [email protected]
Mumbai
QuantArt Market Solutions Pvt. Ltd.Unit No. G5, Ground Floor, Unit No. 02, First Floor, Trade Centre, Bandra Kurla Complex, Bandra (E),
Mumbai – 400051, Maharashtra
Phone No:- +918240245752
Email id:-[email protected]