About Me
Lap Fai Tam (Anthony)
FRM
Hello, I'm Lap Fai Tam (Anthony), FRM. I built this web application to showcase my expertise in market risk management, quantitative analysis and coding.
Functions:
- • Derivatives pricing (FX options, IRS)
- • FRTB Standardized Approach capital calculations (based on OSFI Market Risk guidelines)
- • Market data construction (FX, interest rate curve, volatility)
Techniques used:
- • QuantLib (Python) – pricing and risk models
- • Django – backend web framework
- • PostgreSQL - SQL database
- • React/Next.js – frontend UI