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Model Testing and SR 11-7 Compliance in Murex Sprints
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Automating Model Testing of Pricing and Market Risk Models
Create Rating Models to assess borrower creditworthiness and calculate capital charges
ISDA SIMM Model Documentation for Japanese Bank submission to NFA
Risk Model Enhancement for switch from VaR to Expected Shortfall
Validation/Revalidation of Market Risk Models for Large European Investment Bank
Model Development and Validation documents for XVA Model Approval for a leading New York based Bank
Ongoing Pricing Model Performance Monitoring for Top-Tier US Bank
Validate Third-Party Vendor Models for US Financial Institution
Intraday Market Risk deep-dive analysis for a large Global Bank
Create automated Risk Analysis and Capital Reporting Application to help a European Bank meet FINMA stress-testing requirements
Validation of Vendor and In-house Models for a US Asset Manager
In-house, end-to-end, Risk Management solution for a Boutique Asset Management Firm
Validation of Qualitative Liquidity Risk Models for a U.S. Commercial Bank Facing a Time-Sensitive Supervisory Examination
Impact Modelling for UK Investment Bank for EBA Input Projections on 14 Interest-Rate Risk Factors
Conduct the first testing and validation of Market-Risk Stress-Testing Models across all Legal Entities of a European Global Bank
Construct Scenarios/Expansion Models for Stress Testing of Capital Plans for a Large Global Bank
Create Econometric Models to help a European Investment Bank to assess vulnerability of a portfolio to "Exceptional But Plausible" Macroeconomic Shocks
Create Econometric Models for Investment Bank Stress Testing and CCAR Submission
Validation of statistical Model used for HPI scenario expansion for a US based G-SIB
Using Machine Learning/Deep Learning to create a scalable, user-friendly Credit Decisioning Model for a US Retail Bank’s Credit Card Portfolio
Implement Strategic Reporting Tools and support Global Bank in Regulatory Reporting
Validation Testing of Neural-Network-Based Wire Payment Fraud Detection Model for a large U.S. Financial Institution
Enabling Basel II/III Dashboards for Regulatory Reporting by a Large European Bank
FinfraG Article 39 Post Trade Transparency Trade Reporting support for cash equities and fixed income for a large European Bank
Create Machine-Learning-Based Model to help a leading US Retail Bank identify best prospects for Personal Loans
Implementing MiFID II trade and transaction reporting for cash securities, fixed income and OTC derivatives across asset classes for a large European Bank
