Learn to identify, measure and communicate market, credit, liquidity and operational risk using volatility, drawdown, VaR and stress testing concepts.
Duration4 weeks
LevelBeginner
Modules4
Lessons16
This course introduces the main categories of financial risk and the standard tools used to measure them. You will calculate volatility, drawdowns, Value at Risk and Expected Shortfall, explore correlation and concentration, and design simple stress scenarios. Just as important, you will learn where each metric breaks down and how to present risk clearly to people who must make decisions under uncertainty.
4 modules · 16 lessons · 4 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Compute volatility, drawdown and VaR for a sample multi-asset portfolio in a spreadsheet and compare methods
Design three stress scenarios, apply them to a hypothetical portfolio and document the assumptions
Write a one-page risk report with limits, current usage and clearly stated metric limitations
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
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