A detailed research into the local digital banking regulations as well as financial advisory
regulations. The initiative looked at the extent of what our client needed to achieve in order to
be compliant with the South African regulatory universe for their new product.
Goals-based financial planning tool
Jan 2020
A digital engagement platform that is free to use and facilitates a seamless connection between
clients and financial advisors, enriching the co-created financial planning process through a
simple, fun, easy-to-understand app that quantifies their dreams and sets the road map needed
to achieve them
Web-based financial planning model
Aug 2019
A top-down financial planning model for the Wealth division of one of Africa’s largest banks,
which facilitates both top-down and bottom up planning through user-friendly, ring-fenced
cloud-based web integrated tool both at a centralised and decentralised level
Pricing model
May 2019
Developing a tailormade pricing tool unique for each division within an SOE that will aide
financial decision making
ECL models training
May 2019
Carrying out of Bank-wide executive, management and operational workshops on end-to-end
credit-risk and pricing modelling, including IFRS9 implications for an international Bank
specialising in trade finance
Business Risk beNCHMARKING
Jan 2019
Detailed research and benchmarking into the local and international banking industry with
respect of Business Risk assessment and modelling and usage at a strategic and operational level.
This initiative looked at extent and degree to which leading-edge Banks monitored their own
financial performance on a historical basis and as measured against material macro-economic
factors – thereby providing a sense check for realistic forward looking plannin
Credit Risk - EAD modelling
Nov 2018
Design, develop, test and implementation of a facility level Exposure at Default model (EAD)
model for an international bank – used to enhance the Bank’s inhouse credit risk management
capacity and capability to screen and assess risk at both origination, monitoring, and
restructuring phases of the credit life-cycle
Credit Risk - LGD modelling
Nov 2018
Design, develop, test and implementation of a client and collateral level Loss Given Default (LGD)
model for an international bank – used to enhance the Bank’s inhouse Operations, Monitoring
and Credit Risk management capacity and capability to screen and assess risk at both origination,
monitoring, and restructuring phases of the credit life-cycle.
Credit Risk - PD modelling
Sep 2018
Development of set of Client level Probability of Default (PD) models, covering: i) Corporate
Clients, ii) Financial Institutions, iii) Sovereigns (specifically unrated) as well as facility PD models
needed for iv) Structured Trade Finance, v) Project Finance and Balance sheet lending, as well as
vi) Factoring and Invoice discounting.
Business Risk model
Aug 2018
Enhancing the Bank’s business risk capabilities through the development of a web-based
empirical modelling and forecasting platform.
ICAAP/ILAAP gap analysis
Jul 2018
Project Lead on ICAAP/ILAAP initiative with European bank to: identify and prioritise gaps, and
estimated cost to close them.
ntegrated financial planning Top-down model for blue-chip merchant bank. Excel-free, webintegrated and interactive dashboards for use by C-suite executives for 5 year rolling-forecast.
Risk adjusted Pricing
Mar 2018
Full end-to-end development and web-based deployment of risk adjust pricing tool for on- and
off-balance sheet products for a Multilateral Bank
Basel IV – prototype
Feb 2018
Prototypes for new Basel IV – market risk framework (standardised approach).
Cost allocation
Nov 2017
Deep dive cost allocation methodology and process for an SOE with over 161 business units,
providing business unit level profitability
Optimise Planning process
Jul 2017
Integrated financial planning model for CIB division of one of Africa’s largest Banks
(Derivatives) Trading, hedging and pricing
Jun 2017
workshops in developed and emerging markets (Germany, Egypt, Sri Lanka)
Early Warning Indicators
Feb 2017
Building an automated Early Warning Model for proactive arrears management.
Automated Offshore fund selection
Oct 2016
Automated tool to assist alignment between clients’ needs and investment funds.
Basel IV – gap analysis for market risk framework
Sep 2016
Gaps, project plan and cost estimate to achieve Basel IV – market risk compliance.
Liquidity Forecast
Jan 2016
Aligning Liquidity Forecast to internal planning.
Target Operating model
Jan 2016
Redesign target operating model and governance framework for Wealth Pillar
Basel IV – prototype
Oct 2015
Prototypes for new Basel IV – market risk framework (standardised approach and internal
model).
