- Hedge fund with over $10 Billion AUM
- One of the leading hedge funds in the UK
- Unification of the risk limit framework across various asset class and funds
- Time constraints for delivery
- Our team started by meeting with fund managers to understand the requirements and implementing the concept of required risk metrics to be monitored by the management
- Next, our team implemented the calculations of various risk sensitivity and defined risk metrics and limits framework to be interactively used by fund management
- Our team implemented real-time reporting based on risk limit warning and breaches as longs and documented the framework
- Flexible, sustainable and quick Delivery
- Quality Solution
- In time and budget
- Python
- Pandas
- Dash
- PostgreSQL
- Microsoft SQL
- Data Visualization
- Microsoft Excel