Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Simulated 1-day 99% Monte Carlo VaR with Basel III regulatory backtesting
A credit risk scorecard webapp that lets finance teams and analysts run Basel-compliant loan default predictions.
Balance sheet forecasting tool for banks - capital management, liquidity management, and stress testing with Basel III compliance
Calculadora de FPR (Fator de Ponderação de Risco) - Res. BCB 229/2022. Calcula RWACPAD para risco de crédito com suporte completo a todas classes de ativos.
SQL data quality framework and Basel III regulatory calculations for credit risk management
FP&A Virtual Experience Program by Citi through Forage
Production-grade Basel III RWA calculation pipeline processing 120M+ records/day with Spark, Airflow, and AWS
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