FRM Coaching in Delhi - Financial Risk Manager Exam Prep | Rankers Financial Academy
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FRM — Financial Risk Manager Exam Prep

Structured coaching for GARP's FRM Part I & Part II at Rankers Financial Academy, Delhi. Quantitative rigour, real-world risk applications, and exam-focused practice.

Part I & Part II Covered
100+ Hours Per Part
Delhi + Online

Program Highlights

Everything you need to clear both FRM parts — from quant foundations to advanced risk management

GARP Curriculum Aligned
Covers the exact topics weighted by GARP for each exam sitting
1500+ Practice Questions
GARP-style questions with detailed explanations
Full Mock Exams
100-question mocks under exam conditions for each part
Formula Sheets
Condensed formula reference cards for quick revision
Quantitative Support
Extra sessions on statistics, probability and regression
Small Batches
Personalised attention in batches of 10–15 students

FRM Part I — Curriculum

Four core knowledge areas · 100 MCQs · May & November sittings

Foundations of Risk Management
Risk governance, CAPM, risk-adjusted performance measurement
▸ Risk management process & governance  ▸ CAPM, APT & multifactor models  ▸ Sharpe, Treynor & Jensen's alpha  ▸ Enterprise risk & risk culture  ▸ Financial disasters & lessons learned
20%
Part I
Quantitative Analysis
Probability, statistics, regression, simulation techniques
▸ Probability distributions (normal, lognormal, t, chi-square)  ▸ Linear regression & OLS estimation  ▸ Time series analysis & stationarity  ▸ Monte Carlo simulation  ▸ Bayesian analysis & copulas
20%
Part I
Financial Markets & Products
Fixed income, derivatives, equities, FX, commodities
▸ Bond pricing, duration & convexity  ▸ Futures, forwards & swaps  ▸ Options: payoffs, put-call parity  ▸ Mortgage-backed securities  ▸ FX markets & interest rate parity
30%
Part I
Valuation & Risk Models
VaR, Greeks, risk model construction and validation
▸ Value at Risk (VaR): historical, parametric, Monte Carlo  ▸ Expected shortfall (CVaR)  ▸ Black-Scholes-Merton model  ▸ Option Greeks (delta, gamma, vega, theta)  ▸ Stress testing & model risk
30%
Part I

FRM Part II — Curriculum

Six risk domains · 80 MCQs · May & November sittings

Market Risk Measurement & Management
VaR models, backtesting, Basel market risk rules
▸ Mapping risk factors to positions  ▸ VaR backtesting & model validation  ▸ Coherent risk measures & ES  ▸ Basel III FRTB & SA vs IMA  ▸ Liquidity-adjusted VaR
20%
Part II
Credit Risk Measurement & Management
PD, LGD, EAD, credit derivatives, Basel credit framework
▸ Credit scoring & rating systems  ▸ PD, LGD, EAD estimation  ▸ Credit VaR & portfolio credit risk  ▸ CDS, CLOs & credit derivatives  ▸ Basel IRB approach & IFRS 9 ECL
20%
Part II
Operational Risk & Resilience
Loss event types, RCSA, business continuity, cyber risk
▸ Basel loss event categories  ▸ Risk & Control Self-Assessment (RCSA)  ▸ Scenario analysis & KRIs  ▸ Cyber risk & data breaches  ▸ BCP, resilience & outsourcing risk
20%
Part II
Liquidity & Treasury Risk
Liquidity metrics, ILAAP, collateral management, ALM
▸ LCR, NSFR & Basel III liquidity rules  ▸ Asset-Liability Management (ALM)  ▸ Funding liquidity vs market liquidity  ▸ Intraday liquidity management  ▸ Collateral & repo markets
15%
Part II
Investment Management
Portfolio construction, risk attribution, hedge funds, pensions
▸ Portfolio construction & mean-variance optimisation  ▸ Factor models & risk decomposition  ▸ Hedge fund strategies & risk  ▸ Pension fund ALM  ▸ Performance attribution
15%
Part II
Current Issues in Financial Markets
Emerging risks, climate risk, fintech, regulatory developments
▸ Climate & ESG risk  ▸ Fintech disruption & crypto-asset risk  ▸ LIBOR transition & SOFR  ▸ AI & model risk governance  ▸ Geopolitical risk & tail events
10%
Part II

Study Pathway

1
Foundations (Months 1–2)
Quantitative Analysis + Foundations of Risk Management — build the maths & framework base
2
Products & Valuation (Months 2–4)
Financial Markets & Products + Valuation & Risk Models — instruments, pricing and VaR
3
FRM Part I Exam
4-hour, 100 MCQ examination — May or November sitting
4
Advanced Risk Domains (Months 1–4)
Market, Credit, Operational, Liquidity, Investment Risk + Current Issues
5
FRM Part II Exam
4-hour, 80 MCQ examination — must pass within 4 years of Part I

Program Details

Coaching Fee
Contact for Pricing
Per-part or both parts together
Exam
GARP FRM (Global)
Duration per Part
3–4 months
Mode
Delhi + Live Online
Enrollments
Open — Join Now
Enroll Now →

Why Choose Rankers?

Quantitative-First Teaching
Extra sessions on stats & probability — the part most candidates struggle with
Exam-Exact Practice
Questions replicating GARP style, difficulty, and traps
Industry Context
Risk concepts taught with real-world banking examples, not just theory
CFA + FRM Synergy
FRM quant and markets content overlaps well with CFA — dual-track possible

Have Questions?

📞 +91 9818834083
📍 Karkardooma Complex, Anand Vihar, Delhi
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