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Financial Modeling

Quantitative modeling, automation, and machine learning (ML) are powerful tools for you and your institute to make better business decisions.


Our experience with over a hundred financial models in risk management and investment strategies can help you develop, validate, and audit your models.


Depending upon your unique needs, we can offer you such tools in a holistic process that can include:

  • Objective definition

  • Data collection and preprocessing

  • Model selections

  • Feature explanation 

  • Bias and variance trade-off

  • Performance monitoring

  • Risk and limitation communication

  • Model output translation into business usage and strategy

Expertize in ...

Asset and Liability Management

  • Interest rate term structure

  • (Libor, OIS, and SOFR)

  • Derivative pricing

  • Prepayment

  • Income simulation

  • Pre-trade and guidelines

  • Risk measurement

Credit Risk Management

  • Credit rating scorecard

  • Probability of default

  • Loss given default

  • CECL

  • Counter-party risk

  • Collateral valuation & haircut 

Investment Management

  • Structured products

  • Security valuation

  • Security lending

Stress Test

  • Basel

  • FRTB

  • CCAR


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