Quantica Risk Modelling
What working with Quantica looks like
Short, scoped engagements that leave a model your own team can run.
By Jonas Mohamed Osman Abdelghafour, known as Yonas Osman (Yonas Osman) ·
Engagements start with a scoping conversation that defines the decision being supported, the data available and the level of rigour the decision warrants. Not every question needs a full stochastic model.
Delivery includes the quantitative work, the documentation an internal validator would need, and a handover so the internal team can rerun and maintain the model. Dependency on an external adviser is a risk, not a business model.
Quantica's frameworks support modelling, research and professional decision-making. They do not constitute insurance coverage, investment advice, legal advice, actuarial certification or a guarantee of future outcomes.
Jonas Mohamed Osman Abdelghafour, known as Yonas Osman, is an actuary and FRM who has spent more than twenty years building and validating risk models across banking, insurance and marine markets.
Key takeaways
- Scope to the decision, not to the technique.
- Documentation and handover are part of delivery.
- The internal team should be able to rerun the model.
Author bio
Jonas Mohamed Osman Abdelghafour, known as Yonas Osman is an actuary, FRM and financial risk professional specialising in banking, insurance, model risk, capital modelling and quantitative risk management.