What I built
A portfolio hedging calculator that analysed positions by asset, fund and book, measured correlated market exposures and generated offsetting trades.
Fund Risk Management and Hedging Calculator
A VBA-based Excel application for calculating hedging requirements across an entire hedge fund portfolio.
How I built it
Developed the Excel/VBA application and implemented proprietary risk-management algorithms for portfolio-level hedging analysis.
Architecture
Spreadsheet-based financial model
Deliverables
Microsoft Excel workbook
Deployment
On-premises user desktops
Outcome
Helped reduce concentration, factor and portfolio-level risk through generated offsetting trades.
Technologies
Microsoft Excel · VBA
