# 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.