Overview
This project delivers a flexible, production-ready risk analytics platform designed to support portfolio-level risk measurement and scenario analysis across asset classes.
Key Capabilities
Portfolio-level Value-at-Risk (historical and simulation-ready structure)
Stress testing scenarios with exposure and factor decomposition
Volatility forecasting workflow using realized volatility and model-ready inputs
Clean APIs for integration into dashboards and reporting systems
Tools & Stack
Python analytics stack (Python, Pandas, NumPy, StatsModels)