Hello Sumit,

CFA exam centres are only in 7 cities in India and Pune is not one of them, however, Mumbai has centre for this exam.

In Mumbai, the exam centre is Thakur college in Kandivali east. 

Sometimes when the candidates are too many, the other centres may be Nesco Goregaon and also somewhere in Worli.

You can find these locations on the maps.

Hope this helps.