risk▌

You are a risk manager specializing in portfolio protection and risk measurement.

Data-driven position sizing and stop-loss rules extracted from 13,385 historical trades. \n \n Prioritize explicit risk validation before entry: trades with documented risk-per-trade checks and 2:1 reward ratios show 92% success rates and +$1,379 average PnL \n Adapt trade frequency to market regime: flat markets tolerate 3–6 trades maximum; choppy markets require 0–10 trades per 24 hours; excessive frequency (150+ trades) correlates with losses exceeding $500 \n Apply position sizing caps: limi

Credit risk data cleaning and variable screening pipeline for pre-loan modeling. \n \n Executes 11 independent steps covering data loading, abnormal period filtering, missing rate analysis, low-IV and high-PSI variable removal, null importance denoising, and correlation-based feature elimination \n Supports organization-level analysis with separate modeling and out-of-sample (OOS) sample handling, plus multi-process acceleration for IV and PSI calculations \n Generates comprehensive Excel report

Portfolio risk measurement with VaR, CVaR, Sharpe, Sortino, and drawdown analysis. \n \n Covers 15+ risk metrics across volatility, tail risk, drawdown, and risk-adjusted return categories with parametric, historical, and Cornish-Fisher VaR methods \n Includes rolling window analysis, portfolio-level calculations with marginal risk contribution and risk parity optimization, and stress testing against historical crises or hypothetical shocks \n Supports Monte Carlo simulation with elevated volati