Whether discussing investment products, credit offerings or regulatory requirements, the financial services industry is characterised by increasing complexity.

Financial institutions are critically dependent on accurate risk modelling to keep pace with this increasing complexity as ‘data-driven’ approaches affect institutions’ business strategies, risks, operations and regulatory obligations.

Why Grant Thornton

At Grant Thornton, our Financial Services Advisory group of some 225 experts provides market-leading risk, advisory, project management and consulting services globally to leading domestic and international financial institutions. Our Quantitative Risk team comprises more than 20 specialists educated to postgraduate level in relevant disciplines including Mathematics, Statistics, Engineering, Computer Science and Econometrics.

Our reputation for providing best-in-class data analytics and quantitative risk support to financial institutions reflects our team’s success in delivering the development, deployment and validation of key risk models and risk measurement methodologies for a range of Institutions including pillar and subsidiary banks, non-bank lenders, funds, and investment vehicles. Our depth of experience means we know what the key issues challenging today’s risk professionals are whether in the model development or validation stage, or indeed in on-going system management.

Grant Thornton’s extensive pool of experienced quantitative risk experts and customer-focussed service delivery approach means we have a unique capability to deliver results for our clients. Our team of professionals has a wealth of international expertise, a global support network and deep subject matter expertise.

Our Services

Data science and analytics

As data and data quality are the cornerstone of any successful project, when it comes to data we approach it with the highest attention to detail. Our team of specialists utilises only leading software, technology and methods for data collection, analysis and visualisation.

Our team has extensive experience with key software packages such as:

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Model development

Our team can provide expert insight into optimal model-build methodologies and offer advice on all relevant regulation. Starting with the initial data preparation stage, through to model development and testing, model documentation and internal governance, we understand the modelling process as a series of sub-processes with mutual dependencies.

Our expert team has extensive experience with the end-to-end delivery of a variety of risk models including:

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Model validation and assurance

When dealing with model validation and assurance, our offering builds on our depth of statistical model development and data analytics experience, thereby enabling the implementation of robust frameworks for the assessment of the qualitative and quantitative aspects of model design, development and performance oversight.

Our experience in delivering model assurance solutions extends across a broad range of regulatory models and quantitative applications, including:

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Portfolio risk management

Grant Thornton’s broad expertise and experience with a variety of risk themes enables clients to build synergies and improve efficiencies across their firm’s risk management framework. The risk management framework itself leverages the combination of our expert knowledge and quantitative methods to improve and enhance the decision-making capability in terms of portfolio composition, risk based pricing, and regulatory reporting and compliance.

Valuation

As market conditions change rapidly, having consistent and accurate valuations is necessary for many firms across multiple industries and sectors. These complex assets, including; swaps, convertible fixed income securities, equity linked derivatives, and employee stock ownership plans (ESOPs), require rigorous and robust quantitative modelling approaches.

Here at Grant Thornton, our Valuation team has developed and validated models that overcome traditional valuation problems. Our toolkits, use unique and innovative ways to price the securities, all while representing these results in a user-friendly application that allows for easily understandable and seamless valuations. Utilising best industry standards, GT maintain the highest level of delivery while ensuring regulatory compliance.

Our team has extensive experience in the valuation of assets such as:

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