Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Simulated 1-day 99% Monte Carlo VaR with Basel III regulatory backtesting
Balance sheet forecasting tool for banks - capital management, liquidity management, and stress testing with Basel III compliance
A credit risk scorecard webapp that lets finance teams and analysts run Basel-compliant loan default predictions.
Retail credit risk engineering study with PD scorecards, LGD/EAD, monitoring, and synthetic-tested evidence gates for model inputs.
Enterprise-grade credit risk platform on the real Home Credit Default Risk (Kaggle) dataset -- 5 hardened Mega Projects, 30 real verified notebooks, 15 deployable FastAPI services, real statistical validation and explainability throughout. Zero fabrication: every number is computed live, never asserted.
End-to-end sell-side market-risk engine: VaR/ES across four methods, FRTB Expected Shortfall with liquidity horizons, Basel III vs FRTB capital, Kupiec/Christoffersen backtesting, stress testing and component-VaR attribution.
24/7/365 Real-Time Rail Treasury Balancing Engine & ISO 20022 camt.050 Sweeper
Reference implementation of the BCBS 239 risk-data-aggregation lakehouse pattern on Databricks + Delta Lake + Unity Catalog + dbt-databricks. Portfolio piece, MIT, synthetic data only.
Regulatory reporting pipeline (LCR Bâle III) built with dbt Core & Snowflake, Medallion architecture, data quality tests, Phase 2: Airflow orchestration
Basel III credit risk platform — ML scoring, FastAPI, MLflow, Streamlit
K-IRRBB behavioral models in Excel/VBA for interest rate risk in the banking book: non-maturity deposit stability, decay, interest rate pass-through, calibration, scenario analysis, and backtesting.
Bob The Judge-Migration Cutover Decision Advisor powered by IBM Bob — IBM Bob Hackathon 2026 CyberFalcon team
FRTB standardized approach (SA) market risk capital: Excel/VBA prototype of SBM, DRC and RRAO, reconciled with an independent Python reference in LibreOffice. Excel host evidence pending; not regulatory-certified.
A Basel III mortgage capital project comparing STD vs IRB RWA/CET1, using Logistic Regression PD modelling.
A full-stack credit risk platform built with FastAPI and React (Vite). Analyzes financial statements via LangChain + FAISS (RAG) and Claude API, featuring side-by-side prompt tuning evaluations and LLM-as-a-Judge grading audits.
Independent Excel/VBA toolkit for SA-CCR calculation, regulatory benchmarking and validation under CRR and Basel, with reproducible tests, reconciliation and audit evidence.
Portfolio hub and website for independent financial risk models: SA-CCR, SFTs, CVA, IRRBB behavioural models and FRTB-SA. Explore tools and methods for benchmarking, model challenge, audit, advisory and education.
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