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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, banking regulation, derivatives pricing and portfolio risk.

Current projects include AIFMD II and UCITS risk analytics, EU banking regulatory capital topics such as IRRBB, FRTB and CRR3, 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. asset-pricing asset-pricing Public

    Illustrative Jupyter notebooks covering yield curves, fixed income, derivatives, XVA, Monte Carlo simulation, and quantitative risk analytics.

    Jupyter Notebook

  2. banking-risk banking-risk Public

    EU banking regulatory risk frameworks implemented in Python: IRRBB, FRTB, CSRBB, credit risk IRB, and liquidity risk (LCR, NSFR, stress testing, ILAAP).

    Python 1

  3. 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

  4. quant-risk-engine quant-risk-engine Public

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

    Python

  5. manco-risk manco-risk Public

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

    Python