Market Risk (Become Job Ready) with MEHUL MEHTA

Market Risk (Become Job Ready)

Build the conceptual understanding and practical modeling skills needed for a career in market risk.

Learn to measure, explain, and manage risk across equity, fixed income, and derivatives portfolios.

The program focuses on core concepts relevant to market risk roles at banks, financial institutions, and consulting firms:

1. Market fundamentals: Financial instruments, pricing, returns, and portfolio exposures.
2. Statistics and distributions: Volatility, correlation, skewness, kurtosis, and fat tails.
3. VaR and Expected Shortfall: Historical, parametric, and Monte Carlo methods.
4. Volatility modeling: EWMA, ARCH, GARCH, and GJR-GARCH.
5. Instrument-specific risk: Duration, convexity, DV01, option Greeks, and portfolio revaluation.
6. Stress testing and backtesting: Extreme scenarios, VaR exceptions, and model performance.
7. Regulatory concepts: Basel market risk framework and FRTB fundamentals.
8. Practical implementation: Build models in Python and Excel, interpret results, and communicate risk clearly.

Go beyond calculating numbers. Understand model assumptions, limitations, and where models can fail; then apply that knowledge through projects and technical interview preparation.