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TASK-FIN-104-02 · Task family

Portfolio exposure & risk reconstruction. Holdings reconciliation, exposures and risk calculations.

Custom buildenvironment · ENV-FIN-104 Portfolio Risk & Mandaterole · Risk Analyst

Overview. Produce corrected sector exposures and active weights with look-through, reconciled to the holdings.

The risk report understates an exposure because it treats an ETF as a single line. The agent reconciles holdings, looks through the ETF to its constituents and recomputes sector exposures and active weights.

Exposure numbers feed limits and decisions, so the verifier recomputes every one.

Value to the buyer

Look-through errors hide real risk. Trains careful exposure accounting.

Specification. The task family, field by field.

spec · task/task-fin-104-02.yamlENV-FIN-104
task_id:
TASK-FIN-104-02
domain:
Portfolio Management & Investment Compliance
parent_environment:
ENV-FIN-104 · Portfolio Risk & Mandate
target_role:
Risk Analyst
objective:
Produce corrected sector exposures and active weights with look-through, reconciled to the holdings.
starting_context:
Portfolio holdings, ETF constituent weights, benchmark sector weights and the current risk report.
tools:
  • get_portfolio
  • get_positions
  • get_market_prices
  • calculate_exposures
required_actions:
  • Reconcile holdings with the portfolio system
  • Look through fund holdings to constituents
  • Compute sector exposure and active weight against the benchmark
expected_outputs:
  • Corrected exposure table
  • Active weights
  • Note on the risk report's error
interaction:
Single agent with tool access.
verification:
Exposures are recomputed from holdings, constituents and benchmark weights.
reward:
Credit per correct exposure and active weight.
difficulty:
Calibrated against reference models during acceptance testing
task_horizon:
Multi-step calculation. Execution limits are agreed with the buyer.
delivery:
Task instances with seeded portfolios, reference exposures and verifier code.
commercial_unit:
Per validated task instance

Sample prompt. What the agent is asked to do, as a buyer would see it.

prompt · task-fin-104-02Example
The risk report shows the portfolio's technology exposure at 24.0% against a benchmark weight of 27.0%. The portfolio also holds a broad-market ETF worth 5.0% of assets, which the report treats as a single line, and 30% of that ETF is technology. Reconcile the holdings, look through the ETF and report corrected sector exposures and active weights.

Verification criteria. What the verifier checks, and how.

  • Holdings reconciled

    Positions match the portfolio system before exposures are computed.

  • Look-through

    The ETF adds 1.5% technology exposure (5.0% × 30%).

  • Corrected exposure

    Technology at 25.5%.

  • Active weight

    −1.5 points against the benchmark, not −3.0.

  • Other sectors

    The ETF's remaining 3.5% is spread across its other sectors.

Key failure modes. Where agents go wrong on this task.

  • Adding the whole ETF weight to one sector
  • Ignoring the ETF entirely
  • Computing active weight against the wrong benchmark

Other task families. The rest of Portfolio Risk & Mandate, on the same FinanceWorld state.

Every environment is built to order. Tell us which workflow you need to train or evaluate, and where you are in the process.

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