Portfolio Risk Dashboard
An internal tool visualizing value-at-risk, factor exposure, and drawdown scenarios for a small quant desk.
The problem
The desk was computing risk metrics in a scattering of ad-hoc notebooks that were slow, hard to reproduce, and impossible to hand to a portfolio manager who wasn’t going to open a Jupyter kernel before a morning meeting.
What I built
A FastAPI backend that runs the risk calculations — parametric and historical VaR, factor exposure decomposition, and stress-scenario drawdowns — on a schedule and caches the results, paired with a React frontend that lets PMs explore exposures interactively without waiting on a notebook rerun.
- Consistent numbers everywhere. The same calculation engine backs both the dashboard and the batch reports that go out to compliance, so there’s never a discrepancy between what a PM sees live and what gets reported.
- Scenario sliders. PMs can drag a market-shock slider and see portfolio drawdown update in real time, which turned out to be the single feature that got the tool actually adopted.
- Factor exposure heatmap. A quick visual read on which factors are driving concentration risk at any given moment.
Impact
What used to be a half-day notebook exercise before a risk review is now a dashboard PMs check every morning, and it’s become the source of truth the desk cites in internal risk discussions.