Richard Haughton

PPT.Lab - Risk Analysis & Portfolio Optimization

Project Lead / Developer
Developed PPT.Lab, a greenfield project for comprehensive risk analysis, portfolio construction, and optimization for the investment management team.
Technology Stack:
Backend: ASP.NET Core REST API
Frontend: React
Analysis Capabilities:
Ex Post Analysis: Volatility, Value at Risk (VaR), Performance Metrics, Maximum Drawdown (MDD)
Ex Ante Analysis: Volatility,

Contribution to Volatility/Tracking Error, Marginal Contribution to Volatility/Tracking Error
Implicit Returns Analysis
Portfolio Optimization:

User Experience:

Created an intuitive UI to ensure accessibility for all team members
Reporting:

Developed robust features for automated PDF report generation and distribution
Daily Utilization:

Utilized PPT.Lab daily for fund management, ensuring accurate view reflection and position sizing

• Developed complex risk analysis tools for the Quantitative Team, enhancing their ability to assess and manage risk.
• Created risk management strategies for portfolio optimization, leading to optimized exposure to market volatility.
• Developed a global investment proposal tool utilized by private banking teams worldwide.
• Collaborated with various data providers including Bloomberg, Datastream, and Eikon, to integrate comprehensive financial data into analysis tools.