AI Market Risk Modeling Tool
Budget: $3,000 – $5,000 USD
I need an AI-driven application built specifically for the finance sector that zeroes in on market-risk exposure. The core of the project is a robust modeling and prediction engine that ingests live market feeds, historical price data, and macro-economic indicators, then quantifies potential losses under different scenarios.
Here is what matters most to me:
• A well-trained predictive model (Python preferred, open to R or equivalent) that handles equities, fixed income, and derivatives.
• Clear, reproducible code and a brief technical memo showing data sources, feature engineering steps, model choice, back-testing results, and performance metrics such as VaR and expected shortfall.
• An intuitive interface or API endpoint so my internal analytics team can query the model and retrieve risk forecasts on demand.
If you see added value in real-time dashboards or comprehensive reporting, let me know—those could be phased in after the modeling engine is stable.
Deliverables will be accepted when the model passes an out-of-sample stress test I will supply and all documentation is handed over in a Git-based repository.
Here is what matters most to me:
• A well-trained predictive model (Python preferred, open to R or equivalent) that handles equities, fixed income, and derivatives.
• Clear, reproducible code and a brief technical memo showing data sources, feature engineering steps, model choice, back-testing results, and performance metrics such as VaR and expected shortfall.
• An intuitive interface or API endpoint so my internal analytics team can query the model and retrieve risk forecasts on demand.
If you see added value in real-time dashboards or comprehensive reporting, let me know—those could be phased in after the modeling engine is stable.
Deliverables will be accepted when the model passes an out-of-sample stress test I will supply and all documentation is handed over in a Git-based repository.