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Investment Management

AI-Driven Portfolio Risk Modeling and Simulation Engine

Developed a proprietary, high-fidelity financial modeling engine used by institutional asset managers to stress-test multi-billion dollar portfolios.

Completed: 6/1/2025
AI-Driven Portfolio Risk Modeling and Simulation Engine hero

🎯 Project Scope

Re-platforming of existing quantitative models onto a cloud-native HPC environment and building a low-latency API for real-time trading decisions.

⛰️ The Challenge

Legacy C++ models were slow and difficult to update, severely limiting the firm's ability to react to sudden market changes (e.g., Black Swan events).

🛠️ The Hanva Solution

Migrated models to a containerized Python/Go microservices architecture running on specialized high-performance clusters, allowing for thousands of simulations per minute.

Key Technologies & Architecture

  • Python
  • Go
  • CUDA
  • Kubernetes
  • GCP HPC