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Achievement: QuickdrawAchievement: YOLOAchievement: Pull SharkAchievement: Arctic Code Vault Contributor

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Achievement: QuickdrawAchievement: YOLOAchievement: Pull SharkAchievement: Arctic Code Vault Contributor

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mrspatbile/README.md

Finance and risk professional working on Python-based analytics for fund risk, derivatives pricing and portfolio risk.

Current projects include AIFMD II and UCITS risk analytic, and a QuantLib-based pricing engine for fixed income, derivatives and exotic options.

How to reach me: mrspatbile@gmail.com

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  1. lmt-calibration lmt-calibration Public

    Liquidity Management Tools calibration workflow.

    Python

  2. fund-risk-workflow fund-risk-workflow Public

    Selected fund risk workflow examples using simulated UCITS and AIFMD-style data, covering liquidity, leverage and LMT mechanics.

    Python

  3. quant-risk-engine quant-risk-engine Public

    Python pricing library built on QuantLib: curves, fixed income, derivatives, exotic options, stochastic simulation, and XVA.

    Python

  4. manco-risk manco-risk Public

    Python fund risk analytics for AIFM / ManCo workflows, covering leverage, VaR, stress testing, derivatives and liquidity methodology.

    Python