Corporate Finance Analyst — Risk Management

[Description] Delve into market risk management with a focus on stress testing and scenario analysis. This includes selecting appropriate stress scenarios, designing and implementing sensitivity analyses, and assessing the impact of extreme market movements on portfolio valuations. Understand regulatory requirements related to stress testing (e.g., Dodd-Frank Act). - Resources/Activities: - Expected Outcomes: Proficient in designing and executing stress tests; Ability to analyze the impact of market movements; understanding of regulatory requirements related to market risk.

[Description] Focus on operational risk management, including advanced methods such as loss data analysis, scenario analysis, and Key Risk Indicators (KRIs). Explore the application of these techniques in different business areas, including fraud, cyber risk, and business continuity. - Resources/Activities: - Expected Outcomes: Deep understanding of operational risk management techniques; Skill in applying these techniques in real-world scenarios; Ability to develop and monitor KRIs.

[Description] Explore the complexities of liquidity risk management. This includes developing and testing liquidity risk models, understanding the role of collateral management, and assessing the impact of market disruptions on liquidity. - Resources/Activities: - Expected Outcomes: Proficient in developing and testing liquidity risk models; Skill in analyzing liquidity risks in different market scenarios; Understanding of the role of collateral.

[Description] Learn about the integrated approach to enterprise risk management. This includes creating a risk appetite framework, designing effective risk reporting systems, and integrating risk management into strategic decision-making. - Resources/Activities: - Expected Outcomes: Understanding of ERM principles; Skill in designing and implementing risk reporting systems; ability to integrate risk management into strategic decision-making.

[Description] Deepen the understanding of the complex regulatory environment that impacts financial institutions. This includes studying key regulations such as Basel III, Dodd-Frank Act, Solvency II, and MiFID II. Understand how these regulations influence risk management practices. - Resources/Activities: - Expected Outcomes: Deep understanding of the key financial regulations; Ability to assess the impact of regulatory changes on risk management practices.

[Description] Focus on quantitative aspects of risk management, combining both theory and application. Cover portfolio optimization techniques, including Mean-Variance Optimization, Black-Litterman model, and the use of Monte Carlo simulations to model portfolio risk, Value-at-Risk (VaR), and Expected Shortfall (ES). Understand advanced topics in risk adjusted performance measurement. - Resources/Activities: - Expected Outcomes: Proficiency in advanced portfolio optimization techniques; practical ability to use statistical tools for risk assessment; in-depth understanding of the advantages and limitations of various risk-adjusted performance measures.