Climate Change
Climate Change Teaser
https://www.linkedin.com/posts/davidkerrkelly_climatechange-climatechangemitigation-quantfoundry-activity-6572843861138300928-gOMw LinkedIn post on our climate change model.
Announcements
KRM 22 Quant Foundry Partnership
KRM22’s Keith Todd updates to Proactive Investors on their 2019 trading and announces Quant Foundry partnership At Quant Foundry, we are integrating our quantitative models into KRM22 Enterprise Risk Cockpit. We are very excited to work with Keith and his senior team in particular Andrew Smart, Head of ERM at Read more…
Research
Interview with First Wealth
Interview by Anthony Villis of First Wealth with Chris Cormack – our resident AI/ML expert! https://blog.firstwealth.co.uk/ask-the-ai-expert-part-1?utm_campaign=Ask%20the%20AI%20Expert&utm_content=91969789&utm_medium=social&utm_source=linkedin&hss_channel=lcp-2392212
Announcements
FSQS Qualification
Chris and I have just received confirmation that we are now available to financial services buying organisations that use the Financial Services Supplier Qualification System (FSQS) managed by Hellios. Completing the qualification stages of validation and assessment is an exciting milestone for us as a young and specialist provider of Read more…
Model Risk Governance
Boeing and Model Risk
Article posted on LinkedIn talking about aviation and model risk https://www.linkedin.com/pulse/boeing-model-risk-my-father-david-kelly/
Announcements
Quant Foundry and STFC Food Network
https://www.stfcfoodnetwork.org/ Recently Chris announced that we are building strategic partnerships from within the STFC Food Network. A number of interesting developments around areas such as precision farming that are looking for effective and controlled deployments of AI/ML tools and techniques.
Research
PRMIA – Intelligent Risk
We are included in the Jan 2019 edition of Intelligent Risk on the topic of low probability default. Quant Foundry –Low Probability Default Modeling Using A Tree Approach A Model Driven By Market Demand and Fragmented Data The drivers underlying development of the methodology described in this article arechallenges posed by Read more…
Research
Operational Risk Model
Chris and I are delighted to provide details of the Quant Labs new operational risk model that supports COO in making targeted improvements to the business operating landscape under different scenarios. Leveraging off machine learning, the model continues to improve its predictive powers as new information becomes available. Operational risk Read more…
Research
Low tech solution for FRTB
Sometimes we must remember that the most high tech solution is not necessary the best. This article written by David highlights the need for a pragmatic and low tech solution for FRTB. https://www.linkedin.com/pulse/low-tech-solution-address-standard-approach-small-banks-david-kelly/
Research
Operational Risk for the COO
Chris has recently published an article on LinkedIn showing our pilot machine learning model that creates insight to the risk drives that create pain points in the operations of a complex place such as a bank. Think how clever it would be if the COO can optimise investment in operations Read more…