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SYSTEM_STATUS: ONLINE  |  OPEN_TO_OPPORTUNITIES
Karamjeet Singh
Karamjeet Singh FRM Candidate

KARAMJEET SINGH

// Finance  ·  Risk Management  ·  Portfolio Analytics

As an FRM candidate, I focus on quantitative risk analysis, portfolio analytics, and financial modeling. Through data-driven tools and analytical models, I apply financial theory to real market data to better understand portfolio behavior, risk exposure, and market dynamics.

// About Me

WHO AM I?

I'm Karamjeet Singh, an FRM candidate with a strong interest in financial risk management, quantitative analysis, and portfolio analytics.

I enjoy exploring how financial markets behave and how risk can be measured, modeled, and better understood using data. My work combines financial theory with AI to build data driven models to analyze portfolios, evaluate risk exposure, and study market dynamics.

I am particularly curious about how analytical tools and quantitative frameworks can transform complex market data into structured insights that support better financial decision-making.

GET IN TOUCH
FRM
Part I Cleared
MPT
Portfolio Theory
VaR
Risk Modelling
// SYSTEM LOG
> Loading yFinance data feed... OK
> Computing covariance matrix Sigma... OK
> Running SLSQP optimiser... OK
> Max Sharpe portfolio found... OK
> _|
Certification
FRM Part I Cleared
Specialization
Quantitative Risk & Portfolio Management
Tools
Python (NumPy, Pandas, SciPy) · Excel (Advanced) · Power BI · yFinance · MT5
Methods
MPT · Mean-Variance Optimization (SLSQP) · Value at Risk (Parametric & Historical) · Sharpe & Sortino · Monte Carlo Simulation
Domain
Equities · Fixed Income · FX · Commodities
Focus Areas
Portfolio Optimization · Risk Measurement · Performance Analysis
// Projects

TOOLS BUILT

// 01  ·  Live Tool
Python · Flask · MPT

Portfolio Optimizer

Mean-variance optimization engine. Computes the efficient frontier, Max Sharpe, Min Variance and Equal-Weighted portfolios from live yFinance data. SLSQP solver with short-selling toggle.

Efficient Frontier Sharpe Ratio Live Data
// 02  ·  Live Tool
Python · Streamlit · VaR

Tail Risk Analyzer

Institutional-grade VaR engine. Historical, Parametric and Monte Carlo simulation with true daily-path drawdown analysis. Multi-portfolio comparison with sensitivity matrix across horizons and confidence levels.

VaR / ES Monte Carlo Drawdown Live Data
START A CONVERSATION

LET'S TALK
FINANCE.

Open to full-time roles and research collaborations in quantitative finance and risk analytics.

// SEND A MESSAGE
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Configure assets and click optimize