Models the people who sign decisions off can use.
We work on applied machine learning and statistical modelling for financial markets, credit and operational risk, and the automation of regulatory workflows. Current threads include interpretable risk models for supervisory use, the analysis of unstructured regulatory and disclosure text, and evaluation methodology for algorithmic trading systems.
We collaborate with quantitative research teams at banks, asset managers, and supervisory bodies. Work in this pillar is designed to be usable by the people who have to sign decisions off — not only by the people who build the models.