Banking
IFRS 9 ECL redevelopment
Rebuilt PD, LGD, and EAD components with documented calibration, staging logic, and forward-looking macro overlays that reconciled cleanly to the balance sheet.
Projects
Selected Projects
A representative sample of engagements, described at a level that respects client confidentiality. Each entry summarises the problem, the modelling approach, and what changed as a result.
Banking
IRRBB and liquidity framework
EVE and NII sensitivity engine with behavioural deposit modelling, supervisory outlier tests, and ALCO reporting redesigned around decision points.
Insurance
Solvency II reserving review
Independent review of technical provisions and reserving methodology, including stochastic uncertainty ranges and reconciliation to the standard formula.
Cross-sector
Independent model validation programme
Validation methodology, backtesting suite, and finding-remediation tracking across a portfolio of credit, market, and pricing models.
Insurance
Catastrophe and climate exposure study
Tail-risk fitting on catastrophe loss data combined with physical hazard footprints and transition pathway overlays for portfolio-level reporting.
Insurance
Predictive pricing model build
Gradient-boosted pricing model with interpretability, stability monitoring, and governance documentation suitable for actuarial sign-off.