README.md

# Validus-Risk-Management-Junior-Quant-Case-Study
FX simulation and hedging analysis
This repository contains a Monte Carlo FX simulation and hedging analysis
completed as part of a Junior Quantitative Analyst case study.

## Contents
- GBPHUF FX simulation using GBM
- FX risk impact on portfolio IRR
- Hedging using FX options
- Forward hedge and margin call risk analysis

## Tools
- Python
- NumPy
- Pandas
- Matplotlib

## Notes
All results are presented in GBP unless stated otherwise.
Initial commit 2026-01-05 14:41:35 +00:00			`# Validus-Risk-Management-Junior-Quant-Case-Study`
			`FX simulation and hedging analysis`
Update README.md 2026-01-05 15:03:15 +00:00			`This repository contains a Monte Carlo FX simulation and hedging analysis`
			`completed as part of a Junior Quantitative Analyst case study.`

			`## Contents`
			`- GBPHUF FX simulation using GBM`
			`- FX risk impact on portfolio IRR`
			`- Hedging using FX options`
			`- Forward hedge and margin call risk analysis`

			`## Tools`
			`- Python`
			`- NumPy`
			`- Pandas`
			`- Matplotlib`

			`## Notes`
			`All results are presented in GBP unless stated otherwise.`