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 — Decision-Relevant Quantitative Risk Analytics
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 Mohamed Osman Abdelghafour, known as Yonas Osman 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.
Quantica briefings
Short articles on what Quantica models and why
What Quantica Risk Modelling actually does
Quantica turns messy, contested risk signals into numbers a board, an underwriter or a supervisor can use.
Putting a number on geopolitical risk
Conflict, sanctions and blockades are not unmodellable — they are badly parameterised.
Climate risk analytics that change a decision
A climate score that nobody prices on is an expensive compliance artefact.
Market risk models that survive validation
A value-at-risk number is only as good as the backtest nobody wanted to run.
IFRS 9 expected credit loss without the guesswork
Forward-looking information is where most ECL models quietly become untestable.
Marine war risk: pricing the chokepoint, not the voyage
Accumulation at a strait, not the individual hull, is what breaks a marine book.
Catastrophe modelling: what vendor output does not tell you
Two cat models disagreeing is information, not an inconvenience.
Risk analytics for sovereign and public-sector institutions
Governments carry catastrophe, climate and financial-stability exposure without an insurance balance sheet to absorb it.
Independent validation is a service, not an obstacle
A model that cannot be challenged cannot be relied on.
AI models in risk functions: the governance gap
Machine learning has entered risk functions faster than the governance around it.
Economic scenario generation without the black box
If the calibration cannot be explained, the projection cannot be defended.
ICAAP and ORSA: capital documents people actually use
Most capital assessments are written for the regulator and read by nobody else.
Reserving under uncertainty: ranges beat point estimates
A single best estimate hides the information the board most needs.
IFRS 17: the measurement choices that actually move results
Discount curve, risk adjustment and coverage units decide the profit signature.
Stress testing that bites
A stress scenario the firm comfortably survives has told you nothing.
Risk appetite: from statement to usable limit
An appetite statement that never blocks a transaction is decoration.
Liquidity risk: the assumption nobody stress-tests
Funding stress moves faster than any model refresh cycle.
Data quality is a model risk, not an IT issue
Most model failures are exposure data failures wearing a modelling costume.
Choosing a reinsurance structure with the numbers in front of you
Retention, attachment and limit are capital decisions wearing an underwriting label.
What working with Quantica looks like
Short, scoped engagements that leave a model your own team can run.
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 Yonas's independent work. Published articles on this website are written in a personal capacity and are independent of any client engagement.