I am from a finance background and I want to pursue an HR career. Can you suggest me courses i can start with to build a career in HR?

Hi Mohit 
Enroll for the CHRP / CHRM and Executive Diploma in HR and get your qualifications and body of knowledge inline with entry level HR careers. Regards Capital 

Take a professional certification under HR Skills. Learn to progress on catching up with experience as well. So you can practice and take another level of Certification. Also, you can start to progress your knowledge if you start from Administration Skills and some soft skills to enhance your capabilities of handling people.