FILE 01 / DEC 2025 – JAN 2026
Market RiskLiveRisk — Portfolio Risk Intelligence
- Engineered a Monte Carlo risk engine simulating 10,000 correlated geometric Brownian motion paths via Cholesky decomposition, computing 95% VaR and CVaR with FinBERT sentiment-adjusted multipliers across 12 years of market data.
- Shipped as a full-stack platform (FastAPI + Next.js) with five historical stress-test scenarios — 2008 crash, COVID, rate shock, dot-com, and the WSB short-squeeze — plus a 60-day LSTM portfolio forecast.
- Built to answer the question every risk desk asks: "what happens to this book if the world breaks again?"
10,000
Simulated GBM Paths
5
Historical Stress Scenarios
60-day
LSTM Forecast Horizon
PythonFastAPINext.jsFinBERTLSTMMonte Carlo / CholeskyVaR / CVaR