Skill project3-7 daysIntermediate
Brinson Attribution Model for an Indian Equity Portfolio
A risk dashboard or validation memo with metrics, stress tests, breach logic, and management actions.
Steps
5
Outputs
7
Python (pandasnumpy) or Excelyfinance for price data (free)NSE sector indices for benchmark
Open project workspaceOpen full project briefWhat to do
Scenario
You are working as a Asset Management. Your manager asks you to use Portfolio Attribution to answer a real business or investment question and present a decision-ready output.
Objective
Show that you can apply Portfolio Attribution in a practical analyst workflow, not only explain the theory.
How to start
- Define the portfolio, exposure, product, or process under review.
- Choose risk metrics such as VaR, drawdown, volatility, PD/LGD, limits, or loss frequency.
- Set data assumptions and limitations upfront.
Step-by-step execution
- Clean the dataset and define risk factors.
- Calculate baseline risk metrics and limit usage.
- Run stress scenarios and compare against risk appetite.
- Create a dashboard or memo explaining breaches and trends.
- Recommend actions such as hedge, reduce, monitor, escalate, or change controls.
What to submit
- Brief
- Model or notebook
- Charts or dashboard
- Resume bullet
- Source and assumption log
- One-page executive summary
- Final memo PDF
Data and sources
- NSE/BSE market data
- RBI/SEBI circulars where relevant
- Public historical price data
- Synthetic loss-event dataset
- Company risk disclosures
Quality checklist
- Risk metric selection matches the exposure.
- Stress scenarios are explained.
- Dashboard separates signal from noise.
- Limit breach logic is auditable.
- Recommendations are practical and prioritized.
Interview talk track
- Problem: explain the business question and why it matters for Asset Management.
- Method: describe the data collected, assumptions made, and analysis performed.
- Decision: state the recommendation, key risk, and what would change your view.
Resume bullet
Built a a risk dashboard or validation memo with metrics, stress tests, breach logic, and management actions. for Portfolio Attribution, using Python (pandas, numpy) or Excel, yfinance for price data (free) to convert raw information into a decision-ready finance output.