- Hedge fund with over $10 Billion AUM
- One of the leading hedge funds in the UK
- Obtaining historical data time series for VaR analysis
- Synchronization of various data sources used by the client in the past
- Our team implemented the storage of historical risk factor data and risk sensitivities from the main trading platform
- We implemented the web platform for visual representation and analysis of historical time series of PnL and VaR repriced vectors
- Our team implemented tools for hedge fund managers to run various fund performance metrics and set risk limit at various levels of granularities which would be monitored in real-time basis
- Flexibility and Control
- Quality Solution
- In time and budget
- Python
- Pandas
- Dash
- PostgreSQL