Our purpose is optimizing your business, to move it forward. Reaching improvement in difficult circumstances, with little time or high complexity. When non-standard solutions are required, rather than off-the-shelf approaches. In case when high-quality human resources or know-how are unavailable.
Our approach is conducting dedicated research of your special case. Performing in-depth analysis, and synthesis, combined with cross-interdisciplinary insights. We challenge the existing, innovate what is missing, to propose you an opinioned review or effective plan, that stands out. If your business needs to improve, our consulting team can make the difference, to bring about measurable change and solid results.
Our purpose is unlocking your data, to capitalize on it. Mining the valuable bits to underpin tactical decisions and gain competitive advantage. When deeper data patterns and inferences are required, rather than descriptive summary statistics. In case a data scientist or model expert are unavailable.
Our approach is applying data analytics on your files. Extracting meaningful insights from big databases, raw measurements or cluttered indicators. We explore the past, interpolate the missing, and predict the future behaviour, from simple methods to advanced nonlinear techniques. If your business needs to understand, our data expertise can deliver the leverage, to decipher the puzzle with tangible findings.
Mainly for the financial sector (insurance & banking) in portfolio and balance sheet domain.
Mainly for the actuarial sector and small/medium enterprises domain.
Here are some of our most recent works & clients:
Reinforcing the Group Audit team, providing quantitative and qualitative support during a Third Line of Defence IMAP deep dive in Credit and Market Risk model inspections.Audit
Support of the Risk Governance Group Validation team, for a scan of the lapse risk module, mortality/longevity module, and staff Defined Benefits Pension Scheme overseas.Validation
Provide external independent second opinion, on a Consumer Loan profitability valuation study. Validation of the Life baseline model, including assumptions setting, TVOG, and LAT/TRT reports.Validation
Deliver Data Modelling Expertise for Group Risk Management, innovating two methodological posterior model adjustments on an existing Residential Mortgage probability of default risk model: introducing the forward-looking character, and correcting the conservatism of various end-to-end error influences.Modelling
Provide team Leadership in charge of an external actuarial team in Risk Governance Group Validation. Validation of the national Pensions portfolio baseline liabilities model through extensive testing of the Moses projection engine.Validation
Analysis of model components during a review of the Solvency II Market Value Margin methodology for the national Life and Pensions books.Validation
Analysis of model components during a review of the Solvency II Market Value Margin methodology for the national Life and Pensions books.Data Mining
Lectures as Data Mining Training Expert for the Actuarial Summerschool and Permanent Education program, linking theory and practice of Data Management.Data Mining
Team Leadership in charge of an external actuarial team in Insurance Risk. Development of a testing strategy framework extension for P &C, Life, Finance and OR, including policy writing, gap analysis and implementation.Modelling
Providing Model Management expertise in the compliance verification,benchmarking and gap analysis of the USP parameter setting of a partial internal model for Solvency II, with support in the gap closure. Extending high standards and underpinning pragmatic choices, proportional to the business targets.Modelling
Deliver data and ICT expertise in identification of bottleneck loading behaviour of the online platform. A testing battery was developed and by elimination the problem was narrowed down, short-term countermeasures applied and long-term remedies defined.Data Mining
Provide project management support in the actuarial pricing of the technical premium of hospitalisation subcovers, challenging the composition, and calculation of the loading term of the commercial premium.Modelling
Consulting Expert and Lecturer for the Credit Risk component in a 5-day staff training course on essentials in finance and insurance.Strategy
Providing ALM modeling expertise in a Strategic Asset Allocation study of the Employee Benefits Pension portfolio, with independent advice, presentation and scenario analysis interpretation to the Board Committee.Modelling
Validation Expert and Project Manager over a team of 2 actuaries, providing external validation of the Life products portfolio, with assessment of the SOlvency II compliance, soundness of methodology, the implementation plausibility and performance in AlgoFM through tests.Validation
Provide Data and Systems expertise for the Group, by developing a course and Excel business templates in Data Quality Management from a qualitative and quantitative perspective, in complement with KPMG.Strategy
Policy and Governance expertise, for the Development of a Model Management Framework, Validation Management and a Review component, ensuring full compliance with Belgian regulation, Solvency II Directive, EIOPA implementation measures and market best practices.Strategy
Qualitative Policy and Governance expertise, for the refinement of the Non-Life Risk Charter at AXA Belgium entity level. Elaborate charter principles into concepts to guide decisions and achieve targeted major outcomes regarding Property & Casualty Insurance risk management, and organization of the Short-Term Economic Capital requirement within the local Risk Management.Strategy
Project Management of a team of model quants to develop a strategic deposit model for pricing and marketing purposes, which quantifies the sensitivity between the deposit volume and the banka€™s deposit rate, underpins how the deposit liabilities can be assigned to several maturity buckets and quantifies effects of what-if scenarios.Modelling
Providing independent advice in the Policy writing of a charter for fit-and-proper requirements for Corporate Key Functions.Strategy
Develop an in-depth Model Business Case, providing advice in the selection of the optimal market tool for the calculation of the Basel Probability of Default parameter of the banks and financial institutions portfolio, in order to reach Basel Internal Ratings Based compliance.Strategy
Project Management with a team of actuaries to optimize a Medical Care internal model for the Retail portfolio, challenge departure from standard formula and develop a methodolgical development program.Modelling
Assessment of the Data extraction and Preprocessing procedures for Sovereign LGD Model development, along with the data quality quantification of completeness, accuracy and appropriateness.Data Mining
Independent external Validation of the Incremental Risk Charge model, with focus on model assumptions check, limitations, and recommendations for improvement steps with prioritization.Validation
Consulting Expert and Lecturer in a 5-day training course for Actuaries and Senior Management, at Assuralia, the Belgian Organisation of Insurers, on Solvency II Pillar II topics around system of governance, own risk management (ORSA) and Capital Liquidity Management.Strategy
Validating the backtesting and Stress Testing framework of the SME and retail Basel II models, regarding the adequacy and reliability of scenarios, correctness of tests and code implementation, and assessment of input data quality and transformation errors.Validation
Independent external validation of a scoring model for the Belgian corporate MIDCAP population, regarding concept and plausibility of outcomes, with additional complementary and ad-hoc testing.Validation
Development of a Credit Risk Policy Framework for Insurance. Developing an expert judgement based model of the Counterparty Credit Risk for the Health Care Institutions (HCI, eg hospitals, clinics) segment, including identification of drivers and prototyping a scoring methodology.Modelling
Development of an international group-wide model lifecycle policy component of the model origination standards. Audit of the international Group Risk methodology concept paper for lending portfolios. Development of a 2-day training course for staff on standards, theory and practice of performing a self-assessment or model review, including examples and exercises.Strategy
Periodic validation of all group controlled Eastern European PD/LGD Basel II parameter models through a complete and independent fully replicating shadow modelling approach.Modelling
Development of a Group low-default mortgage portfolio Loss-Given-Default methodology.Strategy
Quantalyse BVBA is expanding and seeks for its projects in Belgium and the Netherlands freelance co-workers (m/f).
Do not hesitate to contact us for further information