Work & research
Exploring financial risk, portfolio analytics, and quantitative research through data, models, and code.
01 / Professional experience
Two areas of experience across portfolio and market risk, with quantitative work and reporting at the center.
January 2026–Present
Portfolio risk analytics, investment risk oversight, stress testing, and quantitative reporting.
FocusPortfolio Risk · Tracking Error · Risk-Adjusted Performance · Exposure Analysis · Stress Testing · Python · SQL
February 2024–December 2025
Market risk measurement, daily risk monitoring, P&L attribution, and analytical automation.
FocusVaR · Market Risk · P&L Attribution · Python · SQL · Tableau
02 / Selected projects
Independent studies in portfolio risk and equity research.
Research question
How do tracking error, historical stress losses, concentration, and trading costs affect a rebalancing decision?
A Python workflow comparing portfolio risk, historical stress exposure, and constrained rebalancing decisions.
Implemented method
Implemented risk diagnostics, historical stress tests, CVXPY optimization, and a walk-forward strategy comparison.
Research question
What would a transparent research environment need to compare equity signals fairly through time?
A research direction for point-in-time equity data, comparable signals, and auditable backtests.
Proposed method
Point-in-time data rules, factor-based research, backtesting, and reproducible reporting.
03 / Technical Expertise & Toolkit
Financial domain knowledge, analytical programming, and the systems used to examine portfolio risk.
In professional roles
Additional toolkit
In professional roles
Additional toolkit
In professional roles
Additional toolkit
Additional toolkit
Confirmed research methods