We have ten years experience in credit risk management with expertise gained at global financial institutions. Our expertise includes economic and market analysis, financial analysis, designing and implementing financial risk management frameworks, and machine learning/AI credit approval decision challenges.
Recent projects:
- Established Credit Risk Function: Established a new credit risk function and governance framework at Hiscox Underwriting Ltd, including launching the Group Credit Committee and delivering actionable insights for executive-level decision-making.
- Innovative Credit Risk AI Implementation: Successfully led the design and deployment of AWS-based LLM recommendation models, automating decision-making processes and saving over 40 hours monthly for four director-level staff, with a 95% accuracy rate.
- Leadership in model development: Developed and calibrated PD and LGD models aligned with BASEL III ICAAP/ICARA requirements, ensuring robust portfolio risk management and regulatory adherence for global financial institutions.
- Strategic Portfolio Optimization: Revamp credit scoring methodologies to align with S&P standards, improving portfolio monitoring, risk identification, and decision-making processes across diverse industries and global markets.
Sectors and asset classes:
We have worked on a myriad of portfolios and sectors, including banking, insurance, and corporates. This spanned multiple asset classes and exposures, including simple retail exposures, securitized assets, mortgages, and other collateralized exposures and derivatives.
Approach:
Our approach to financial risk management is rooted in a comprehensive and analytical methodology as well as collaboration across the relevant organisation, ensuring that our clients are well-equipped to navigate the complexities of today's financial landscape. Key components of our approach include:
1) Top-down risk assessment: We conduct thorough evaluations of potential financial threats, encompassing economic context and forecasts, market volatility, credit exposures, operational vulnerabilities, and emerging risks. The top-down approach enables us to provide a complete picture of the risk environment.
2) Data-Driven Decision Making: Utilizing advanced analytical tools and machine learning models, we transform complex data into actionable insights. Data-driven guidance empowers our clients to make informed decisions that enhance risk mitigation and strategic planning.
3) Customized Risk Management Frameworks: Recognizing that each organization has unique risk profiles, we design and implement tailored risk management frameworks. These frameworks align with industry best practices and regulatory standards, ensuring both compliance and effectiveness.
By integrating these elements, we deliver robust financial risk management solutions that not only protect assets but also support our clients in achieving their strategic objectives with confidence.