Arca • Fixed-income analytics
Portfolio structuring aligned to investor risk
An AHP-inspired fixed-income portfolio algorithm connecting investor objectives and risk profile to security analysis.
Challenge
Portfolio construction needed to account for both an investor’s capacity and willingness to take risk, as well as the goals the portfolio was intended to support.
Contribution
I developed an algorithm inspired by the Analytic Hierarchy Process and connected Bloomberg data to Excel through its API, automating part of the fixed-income analysis and structuring workflow.
Outcome
The tool created a more systematic link between investor requirements and security selection while reducing repetitive manual analysis.