Bank’s competitive advantage to a great extent depends on modernity of models in use. Finalyse offers support in methodology choices, the development of scoring models for credit decisioning and monitoring purposes and their deployment. These models are built with respect for industry-leading methods, including Machine Learning techniques.
We take accountability for the entire model development process – starting from data preparation through exploratory data analysis and ending with model development and its validation on independent sample.
Holding true for all recommendations from European and local authorities, we guarantee the regulatory compliance of the model developed.
Control your model risk with Finalyse Credit Risk Modelling toolkit to bridge the talent gap and reduce implementation risks.
Nemanja Djajić is a Managing Consultant with more than 12 years of experience in credit risk modeling and data science area. He gained his experience through multiple roles in banking industry including the position of data science department director in one of the biggest banks in Eastern Europe. Nemanja’s main area of expertise lies within the development and validation of risk and business related models, using traditional or machine learning methodologies.
Maciej is a Managing Consultant with 7 years of experience in model development and validation, specialising in machine learning and regulatory credit risk. He has hands-on expertise in building and assessing ML models for applications such as customer segmentation and credit scoring, including the use of alternative data sources as well as Pillar 1 and Pillar 2 modelling experience which he gained on projects completed for clients across Europe and the Middle East.
Gergely Tréfa is a Senior Consultant at Finalyse with more than 5 years experience in credit risk model development, validation and data science. He has extensive experience in developing and validating PD, LGD, EAD models under IRB and IFRS frameworks. Gergely holds a Master's in Quantitative Finance and is proficient in R, Python, and SQL. In addition to regulatory modeling, he has developed non-regulatory machine learning models, such as collection and prepayment models, and has applied NLP techniques to automate risk reporting processes.
Finalyse InsuranceFinalyse offers specialized consulting for insurance and pension sectors, focusing on risk management, actuarial modeling, and regulatory compliance. Their services include Solvency II support, IFRS 17 implementation, and climate risk assessments, ensuring robust frameworks and regulatory alignment for institutions. |
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Finalyse BankingFinalyse leverages 35+ years of banking expertise to guide you through regulatory challenges with tailored risk solutions. |
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Finalyse ValuationValuing complex products is both costly and demanding, requiring quality data, advanced models, and expert support. Finalyse Valuation Services are tailored to client needs, ensuring transparency and ongoing collaboration. Our experts analyse and reconcile counterparty prices to explain and document any differences. |
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Finalyse PublicationsDiscover Finalyse writings, written for you by our experienced consultants, read whitepapers, our RegBrief and blog articles to stay ahead of the trends in the Banking, Insurance and Managed Services world |
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About FinalyseOur aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges is what drives us every day. |
Finalyse CareersUnlock your potential with Finalyse: as risk management pioneers with over 35 years of experience, we provide advisory services and empower clients in making informed decisions. Our mission is to support them in adapting to changes and innovations, contributing to a sustainable and resilient financial system. |
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