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fx-derivatives

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divyansh-sahai / EM-FX-Derivatives-Risk-Analytics

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Comprehensive quantitative finance platform in Python simulating a 150-trade EM FX derivatives book for a Deutsche Bank GEM desk. Prices Forwards, NDFs, and Swaps via Covered Interest Rate Parity (CIRP), executes a 5% USD shock for Mark-to-Market P&L and Delta. Features SQLite database integration, visualizations, and actionable hedging strategies.

python sql numpy pandas stress-testing econometrics trading-strategies quantitative-finance risk-management financial-modeling cirp fx-derivatives
  • Updated Aug 30, 2026
  • Python

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