Positions available: 5 students

We are interested in understanding the state of the market and our organization’s level of risk. We would like to conduct a risk analysis to determine our level of security and our best course of action. We believe that the best way to accomplish this is to build a market and financial risk model for our organization and perform a sensitivity analysis using both private and public sources of data.

We believe this project will include:

• Apply mathematical/statistical analysis and computing methods to analyze data.
• Estimate the volatility, correlation for returns, forward contracts, and industry-specific futures.
• Presenting findings on our market risk exposure and provide recommendations.

By using private (provided by your organization) and publicly available data on industry-specific derivatives, students will also perform a sensitivity analysis to identify the reliability of risk estimates.

weekly check-ins