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VAL

Risk Quantitative Analyst

Very High Demand$120K – $300K+
Risk Quants are the guardians of capital. While alpha researchers find profitable signals and traders execute them, risk quants ensure the whole operation doesn't blow up. They build the models that answer the most important question in finance: "How much can we lose?" This role gained enormous importance after 2008. Modern risk management goes far beyond simple VaR — it includes stress testing, tail risk modeling, correlation breakdown analysis, and adaptive risk scaling. The V7 engine's S40 Recovery Mode and DD-triggered risk protocol are direct applications of risk quant principles.
8
Core Skills
7
Key Tools
10
Lessons
5
Career Stages

A Day in the Life

“Morning starts with reviewing overnight VaR breaches. The commodities desk exceeded 95th percentile VaR by 12% — you investigate. Turns out a correlated move in oil and gold spiked the portfolio's tail risk. You run a stress test: "What if 2020 March happens again?" Result: the portfolio survives with 3.8% DD (under FTMO 10% limit). After lunch, you update the Monte Carlo engine with this quarter's regime transition matrix. The 0.08% breach probability holds.”

Core Skills

1
Value at Risk (VaR)
2
CVaR / Expected Shortfall
3
Stress Testing
4
Monte Carlo Simulation
5
Extreme Value Theory
6
Copula Models
7
Correlation Analysis
8
Regulatory Frameworks (Basel III)

Tools & Technologies

PythonRMATLABnumpyscipyMonte Carlo enginesRisk dashboards

Prerequisites

✓Probability Theory
✓Statistics
✓Financial Mathematics
✓Monte Carlo Methods

Career Progression

Risk Analyst
→
Risk Quant
→
Senior Risk Quant
→
Head of Risk
→
Chief Risk Officer

Curriculum

1
RSK Risk Management Fundamentals
Beginner • 40 min • Lesson 1 of 10
→
2
VAR Value at Risk (VaR)
Advanced • 55 min • Lesson 2 of 10
→
3
ES Expected Shortfall (CVaR)
Advanced • 50 min • Lesson 3 of 10
→
4
MC Monte Carlo Methods for Trading
Advanced • 60 min • Lesson 4 of 10
→
5
STR Stress Testing Trading Systems
Advanced • 50 min • Lesson 5 of 10
→
6
EVT Extreme Value Theory
Expert • 55 min • Lesson 6 of 10
→
7
COP Correlation & Copulas
Expert • 55 min • Lesson 7 of 10
→
8
DDM Drawdown Management
Advanced • 55 min • Lesson 8 of 10
→
9
ARS Adaptive Risk Scaling
Advanced • 50 min • Lesson 9 of 10
→
10
REG Regulatory Frameworks
Expert • 45 min • Lesson 10 of 10
→

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