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Currently am working in retail banking sector but I want to change my profile in to investment banking sector. Should I do any course for this and what are the best courses for investment banking.

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You need a training on BFSI sector, which cover the full investment banking and non banking segment.
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You need to be trained first in the Securities Market By opting for Equity & derivatives market modules. After that you should opt for a investment banking module. You can reach out to us for further clarifications.
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