- Multinational bank with more than 80,000 employees and over $800 Billion AUM
- One of the largest banks in the world
- Regional specifics for mortgage prepayments had to be considered in detail
- Coordination with stakeholders from different regions and legislation in a global organisation was crucial
- Our team analysed the conceptual soundness, limitations and assumptions of delta EVE, delta NII and the feeder mortgage prepayment model
- We reviewed the technical implementation of the model and implement alternative models and prototype to assess and quantify the impact from certain model limitations
- Our team delivered a full model validation documentation along with the technical implementation of alternative models
- Flexibility and Control
- Quality Solution
- In time and budget
- Python
- Pandas
- Microsoft SQL
- Jupyter Notebook
- Data Visualization
- Microsoft Excel
- LateX