Client

Hedge fund

Category

Quantitative consulting

Description

Our client requested us to implement a real-time risk limit framework and monitoring for their trading divisions.

Profile
  • Hedge fund with over $10 Billion AUM
  • One of the leading hedge funds in the UK
Challenges
  • Unification of the risk limit framework across various asset class and funds
  • Time constraints for delivery
Project 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
Features
  • Flexible, sustainable and quick Delivery
  • Quality Solution
  • In time and budget
Technologies
  • Python
  • Pandas
  • Dash
  • PostgreSQL
  • Microsoft SQL
  • Data Visualization
  • Microsoft Excel
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