Market Risk Management

Fraud & Risk

Prevent, detect and manage fraud across the enterprise, making smarter decisions, increasing return on capital and driving business performance

Market Risk Management

Our experts assist you in identifying and managing the complex risks associated with the development, deployment, and maintenance of intricate models used for risk management, valuation, and financial/regulatory reporting purposes. Market Risk Management services include Value at Risk (VaR) Assessment, Scenario Analysis, Potential Future Exposure and Trading Support, Model Back Testing, Stress Testing, Correlation Analysis, and Volatility Correction. Market Risk Services span across the following areas:

  • Governance, Risk and Compliance: Review risk management structure, policies and infrastructure
  • Model Development and Validation 
    • Consumer and commercial credit models - including credit scorecards, credit loss forecasting models, allowance for loan loss models, and models used to support Basel II economic capital estimates
    • Mortgage loan prepayment and valuation models
    • Financial instrument valuation models
    • Financial reporting models
  • Asset Liability Management
    • Liquidity risk management
    • Interest rate risk management
  • Risk Monitoring and Reporting
    • Design reporting templates
    • Define reporting workflows
  • Risk-Based Decision Making
    • Design risk-based pricing framework
    • Design risk-based portfolio strategy

Cutting-Edge Fraud & Risk Analytics Expertise

Experfy provides the world's most prestigious talent on-demand

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Works at Ernst & Young
Senior Enterprise Intelligence - Advanced Analytics
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Worked at ING
Quantitative Risk Analyst
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Worked at Enova Financial
Advanced Analytics Manager

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