Managing risk using Quantitative Risk Management is a vital task across the banking, insurance, and asset management industries. It’s essential that financial risk analysts, regulators, and actuaries can quantitatively balance rewards against their exposure to risk.

This course introduces you to financial portfolio risk management through an examination of the 2007—2008 financial crisis and its effect on investment banks such as Goldman Sachs and J.P. Morgan. You’ll learn how to use Python to calculate and mitigate risk exposure using the Value at Risk and Conditional Value at Risk measures, estimate risk with techniques like Monte Carlo simulation, and use cutting-edge technologies such as neural networks to conduct real time portfolio rebalancing.