Event and geopolitical risk measurement
Structured quantification of conflict, sanction and disruption events, translating qualitative intelligence into frequency and severity parameters usable in pricing and capital work.
A separate professional initiative
Quantica Risk Modelling
Quantica Risk Modelling transforms complex risk signals into decision-relevant quantitative outputs across geopolitical, marine, climate, actuarial and financial risk. It is founded and led by Jonas Osman Abdelghafour in the role of Founder and Chief Executive Officer.
Capabilities
Where quantitative modelling changes the decision
Marine war-risk pricing inputs
Chokepoint accumulation, voyage-level exposure and technical premium indications supporting underwriters and reinsurance placement discussions.
Capital and solvency analytics
Economic and regulatory capital assessment, risk-appetite metrics, ORSA support and stress and scenario design consistent with supervisory expectations.
Climate and catastrophe analytics
Physical and transition risk quantification, hazard and vulnerability structuring, and tail-risk views for portfolios exposed to natural perils.
Economic scenario generation
Calibrated stochastic scenario sets for asset-liability management, valuation and long-horizon projection under both real-world and risk-neutral measures.
Model governance evidence
Independent validation, conceptual soundness reviews, monitoring frameworks and documentation designed to withstand internal audit and supervisory scrutiny.
Modelling principles
How the work is conducted
- Transparency over opacity: every output is traceable to its assumptions, data sources and calibration decisions.
- Proportionality: model complexity is matched to the materiality of the decision it supports.
- Documented judgement: expert judgement is disclosed and justified rather than hidden inside parameters.
- Independent challenge: frameworks are built to be validated, contested and revised.
Scope and status
What Quantica is, and what it is not
Quantica's analytical frameworks are intended for modelling, research and professional decision support. They do not constitute insurance coverage, investment advice, legal advice, actuarial certification or a guarantee of future outcomes. Any regulated service is subject to the applicable authorisation and contractual framework.
This page describes a professional initiative connected to Jonas's independent work. Published articles on this website are written in a personal capacity and are independent of any client engagement.