Assessment & Advisory - Proven Results
Diagnostics and Senior-level guidance translating quantitative expertise into strategic advantage
Our assessment methodology provides systematic evaluation across the complete model lifecycle, delivering actionable recommendations that accelerate performance enhancement. Our advisory services bridge the gap between complex analytics and executive decision-making, ensuring your risk strategy drives optimal business outcomes.
The success stories below are based on the founder's extensive experience at top-tier financial institutions.
2,500+ models assessed with 50% faster remediation
Objective/Problem: Multiple institutions needed comprehensive diagnostic review of pricing, risk, algo trading, research models to identify control gaps.
Service Applied: Model Assessment - End-to-end model lifecycle diagnostics
Solution Approach: Conducted systematic assessments covering data inputs, code quality, methodological soundness, testing frameworks, and governance controls across 2,500+ models. Provided prioritized improvement roadmap enabling accelerated remediation.
Client Impact: Identified critical control gaps across 2,500+ models with systematic assessment methodology. Enabled 50% faster remediation through prioritized improvement roadmap, strengthening overall model risk management posture and enhancing confidence in model accuracy and governance.
Comprehensive testing suite ensuring model robustness
Objective/Problem: FinTech required thorough validation of pricing models across various market scenarios and stress conditions.
Service Applied: Model Assessment - Complete model testing and validation framework
Solution Approach: Developed extensive unit tests suite including replication, benchmark, sensitivity, stress testing, and convergence testing for all models across various market scenarios. Incorporated sophisticated outlier detection and convergence handling.
Client Impact: Delivered comprehensive model testing framework ensuring robustness across all market conditions. Provided confidence in model stability and accuracy through systematic validation approach, enabling reliable pricing and risk management under diverse scenarios.
ALM committee optimization through scenario analysis
Objective/Problem: Bank's Asset-Liability Management committee needed sophisticated analysis for interest rate risk hedging strategy decisions.
Service Applied: Strategic Advisory - ALM analytics and hedging strategy development
Solution Approach: Ran IRRBB EaR/EVE/Sensitivity Analysis of banking/trading books for monthly ALM ExCo. Developed automated new business expected program and parameterised ALM vendor Sendero™ including rates/balance scenarios, cash flow strategies, prepayment rates (CPR model), and rates-balance correlation.
Client Impact: Enabled data-driven ALM committee decisions through sophisticated interest rate risk analysis and hedging strategy guidance. Optimized balance sheet outcomes through scenario-based treasury decision support, improving risk management and strategic positioning for interest rate environment changes.
Global model risk framework for enterprise-wide implementation
Objective/Problem: Global bank needed enterprise complete model inventory and risk rating framework for strategic model risk management.
Service Applied: Strategic Advisory - Enterprise model risk strategy development
Solution Approach: Developed enterprise-wide model inventory and risk rating methodology shaping the firm's approach to model risk at strategic level. Facilitated executive decisions by presenting clear model insights and risk impact analyses at senior forums.
Client Impact: Established comprehensive enterprise model risk framework enabling strategic-level model risk management. Shaped firm's approach to model risk governance while facilitating informed executive decisions through clear quantitative insights and impact analyses.