Data-driven Modelling

There is a significant drive in the financial services industry to explore and leverage the benefits of Artificial Intelligence, often employing Machine Learning models in conjunction with existing quantitative models. Our Financial Data Science team applies practical data analytics and algorithm development techniques that deliver tangible business value by fusing client subject matter expertise with our extensive industry-wide data-driven modelling experience. The fusion of intuition and science results in the most effective decision-making platforms enabling you to make critical risk management and investment decisions confidently.

Our experience includes:

  • Risk & Behavioural modeling for financial institutions:
    • Product take up and propensity modeling
    • Churn and attrition modeling
    • Geolocation behaviour modeling
    • Credit scorecard modeling
    • Mapping and modelling customer life cycle journeys and systems
    • Product development through simulation and optimisation
    • Portfolio returns forecasting
  • Numerical optimisation of financial models:
    • Profit optimisation: increase product revenue by optimizing product or policy parameters
    • Hedging optimisation: minimise risk exposure, with reduced investment in hedging instruments
    • Returns optimisation: increase investment returns or diversify risk based on custom criteria, across multiple asset classes