Quantitative Risk

Our Services

• Model Development

  Our specialist team has extensive experience in the development of industry leading financial and regulatory models.

  • Our team provide expert insight into regulatory requirements, industry best practice and innovative model development methodologies.
  • We have toolkits to accelerate all stages of the model development – from data preparation to model build, testing and documentation – allowing clients to focus less on execution and more on delivering insights.
  • Our team has end-to-end development and delivery experience in models such as IRB, IFRS9, Stress Testing, Economic Capital and Loan Loss Forecasting.
• Model Risk Management

  Our team has extensive experience of designing, delivering and implementing risk model assurance frameworks for multiple global banking clients. Our offering covers:

  • Independent Model Validation
  • Model Assurance Reviews
  • Model Risk Management Frameworks and Libraries
  • Model Risk Measurement Approaches
• Data Science & Strategic Analysis

  Our knowledge of industry best practices in the use of analytics allows us to design bespoke solutions that use quantitative methods to support our client’s strategic objectives.

  • We are experts in translating large, complex data into tangible, value-adding insights for clients.
  • We perform tailor-made gap assessments and deliver multi-year capability enhancement roadmaps for your forecasting frameworks and processes.
  • Our team can enhance and automate your financial planning, recovery and resolution planning (RRP) capabilities, to support strategic planning and portfolio optimisation.
• Valuations

  Our team combines expert market knowledge with quantitative modelling methods to provide our clients with transparent and robust complex security valuations. We specialise in a wide range of instruments, including but not limited to the below;

  • Fixed Income products;
  • Equity securities, including preference shares and warrants;
  • Derivatives;
  • Hybrid structures, including convertible debt, CLOs, CLNs, asset backed products.
• Audit & Assurance

  Our team are global leaders in the Grant Thornton network for providing SME support in key audit and regulatory engagements.

  • We provide assessments of IFRS9 models and provisions for External Audit engagements.
  • Our team provide SME support to Internal Audit functions in key areas of risk management.
• Climate and Environmental Risk (C&E)

  We support our clients to integrate Climate & Environmental (C&E) risk measurement capabilities into their existing risk management frameworks.

  • We can deliver C&E data remediation and enrichment to support wider C&E strategic programmes such as disclosures, green products and C&E risk management.
  • Our team are market leaders in developing C&E stress testing and scenario analysis models and capabilities.
  • We can help integrate C&E into strategic decision making and portfolio management.