Grant was appointed as Joe Mourinho's successor earlier this season despite not holding the Uefa pro license that is required for someone to take charge of a Premier League club.
He received special dispensation to manage the club for more than 12 weeks but was told that he must still study for his coaching badges.
Grant has been doing just that in Jerusalem over the last few days and has no complaints about having to complete the course.
"I came to do what is necessary for the pro license," the Blues boss told Sky Sports News.
"As you know Israel did not belong to Europe but now it does, so as I need to do it I will do it."
Grant, who has had to fly back to his homeland most weeks, does hold the highest form of coaching badge that was available when he qualified in Israel.