Looking for someone to create a fixed-income (private debt) portfolio optimization model. This project will require someone to use the given inputs, assumptions, and constrains to construct an optimal portfolio model where the portfolio manager can continuously use different inputs to see how current (unrealized or potential) deals can effect the portfolios' metrics or attributes.
What will be given is an excel with an existing portfolio, and various possible deals that may go into portfolio. The model needs to let the end user to toggle or plug different deals into the aggregated portfolio to see the changes in leverage, EBITDA, Yields etc. in order to create optimum portfolio allocation.
In addition, portfolio has to acknowledge constraints such as: industry concentration and recognize triggers or flags when there is a possible breach in these guidelines to ensure there is no single industry concentration.
Less than 30 hrs/week
Less than 1 month< 1 monthProject LengthDuration
I am looking for a mix of experience and value