Selected Projects.

A multi-asset portfolio optimization system for an investment firm managing $200M+ AUM. The project combined Black-Litterman reverse optimization to incorporate analyst views with mean-variance efficiency, delivering an interactive dashboard that visualizes the efficient frontier, computes risk parity allocations, and runs Monte Carlo simulations for stress testing. The client reduced their quarterly rebalancing cycle from 2 weeks to under 2 hours while improving risk-adjusted returns by incorporating forward-looking views alongside historical data.