Risk-Limit Monitoring Platform
Intraday and end-of-day risk monitoring across four financial systems, contributing to a 17% reduction in limit breaches.
- ReactJS
- Python
- FastAPI
- PostgreSQL
- NumPy
- Pandas
Context
Risk data was scattered across four internal financial systems, making it difficult for senior management to track limits. I consolidated that data into a single application for intraday and end-of-day monitoring, reporting and analysis.
My contribution
Built and deployed the application with Python, FastAPI, PostgreSQL and React.
- Built the React interface and Python FastAPI backend for risk-limit monitoring.
- Consolidated data from four financial systems with Pandas and NumPy.
- Supported intraday and end-of-day reporting workflows.
Outcome
The application helped reduce limit breaches by 17% compared with the previous system. Consolidated data made it easier for senior management to track risk.