Creation of an actual returns metrics dashboard for risk monitoring
Objective
A leading US Asset management firm wanted to develop an actual returns (ex-post) metrics dashboard for risk reporting.
Challenges
- Monitoring performance across 89 different funds.
- Risk managers reliant on end of month reporting and unable to evaluate performance on a daily basis.
Approach
- Extracted data using Python and analyzed 10 KPIs to evaluate fund risk.
- Stored analyzed risk data in an internal SQL server.
- Built a dynamic dashboard for visualization and distribution using QlikView.
Impact
- Created standardized dashboards that visualized 89 funds in a single interface.
- Significantly reduced the time for client access and evaluate fund performance to monitor fund performances on a daily basis.
Questions