Jonas Osman Abdelghafour — Actuary & Risk Expert
Twenty years turning uncertainty into numbers, and numbers into decisions — for banks, insurers, pension schemes, and companies operating in complex, volatile markets.
Quantitative rigour
PD, LGD, EAD, IFRS 9 ECL, IRRBB, capital models — built to survive audit, regulator, and market stress.
Governance that holds
Model risk frameworks aligned to SR 11-7, TRIM, and SS1/23 — with documentation your validators will accept.
Modern methods, explained
Machine learning and AI applied to risk, with interpretability, drift monitoring, and clear governance from day one.
Where I work
Seven focused practice areas across actuarial, financial, and emerging-risk quantitative work.
Financial Risk & ALM
IRRBB, liquidity, and asset-liability management for banks and treasuries.
Credit Risk & IFRS 9
PD, LGD, EAD and IFRS 9 ECL models — designed, calibrated, and validated.
Model Validation & Model Risk
Independent validation of pricing, credit, capital, and AI models.
Insurance / Actuarial & Solvency II
Solvency II pillar work, ORSA, technical provisions, and reserving for insurers.
Climate & Catastrophe Risk
Physical and transition climate risk, and catastrophe frequency-severity models.
Geopolitical & War Risk
Sovereign, war, sanctions, and supply-chain risk translated into balance-sheet numbers.
AI & Quantitative Risk Models
Machine learning and AI models for risk — designed to be explainable and governable.
Latest insights
Working notes on risk, capital, IFRS 9, ALM, and modelling.
AI Model Risk Management in 2026
AI adoption does not suspend model risk management. It raises the standard of evidence banks need before a model is allowed anywhere near a customer or a capital number.
PRA SS1/23 in Practice
SS1/23 is five principles long and deceptively demanding. The gap between a compliant framework and a working one is almost always ownership and evidence.
EU AI Act 2026: Transparency Duties
For financial institutions, the AI Act is less a new compliance regime than a documentation and classification problem attached to existing model governance.
Have a risk problem worth solving?
Whether it's an IFRS 9 model, a Solvency II submission, an IRRBB framework, or a climate overlay — let's talk about what you need.
Book a consultation