Services and products
Pluto takes input data extracted from the bank’s systems and transforms it into the required reporting templates for regulatory and internal stress testing, as well as scenario-based financial planning.
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Neptune combines model risk management workflow system with model execution platform. It includes a model risk quantification module that computes model risk for a variety of models.
Meet Neptune software >.png)
Below is an overview of our ART specialisms
See all 20 specialisms
Analytics
- Model risk management
- Model risk quanitification
- Model validation
- Model audit
- Model development
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Risk
- Risk data
- Cyber risk
- Recovery and resolution
- Funding in resolution
- ICAAP, ILAAP
- Operational risk
- Behavioural models
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Technology
- Data engineering / DataOps
- DevOps / cloud architecture
- Cloud migration
- Full-stack development
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Target Market
Our target market is UK & Ireland, Nordics and Central Europe
Our target clients coverage includes banks, building societies, and asset/wealth managers, and Insurers. We also solve risk and modelling related issues of Corporates and Fintechs
We have also worked with regulators and supra-nationals across Europe
Our stakeholders include CROs, CFOs, Treasurers, CDOs, CTOs, CIOs, COOs & their direct reports
The experience of our people span the 20 ART sub-specialisms below
1
Model risk
- Model risk management
- Model risk quanitification
- Model audit
- Model classification and inventory
- Model rationalization
- Neptune (model risk management and quantification software)
2
Climate risk
- Physical risk
- Transition risk
- Climate scenarios
- Scenario expansion
- Balance-sheet impact models
- Climate stress testing
- CBES, EBA Climate ST
- Integration into BAU
- Stress test orchestration
- Pluto (climate stress testing software)
3
Enterprise risk
- Stress testing
- Reverse stress testing
- Recovery and resolution
- Scenario generation
- Scenario expansion
- Risk appetite
- ICAAP, ILAAP
- Risk data
- Pluto (stress testing and scenario-based financial planning software)
4
Artificial Intelligence
and Machine Learning
- Model build
- Hyper-parameter training
- Model and data validation
- Model monitoring metrics
- Bias and noise in AI models
- ML data pipelines
- MLOps
- ModelOps
- Transcational models
- AI regulation
5
Data engineering /
DataOps
- Data pipelines
- Data collection and ingestion
- Data storage and management
- Data governance
- Stream and batch processing
- Data warehousing
- ETL Tools
- Monitoring
- Distributed systems
- Cloud computing
6
Model lifecycle support
- Model development
- Model validation
- Productionising models (MLOps, ModelOps, QuanTech)
- Model monitoring metrics
- Regulatory approval support
7
Banking book credit risk
- IRB Models
- IFRS9 Models
- Definition of Default
- Credit scorecards
- Collections and recoveries
8
Finance models
- Scenario-based financial planning
- P&L models
- Pre-provision net revenue (PPNR)
- Profit before interest and liabilities (PBIL)
- Net interest income (NII)
- Non-interest revenue
- Operating expenses
- Asset liability management
9
Trading book (MR, CCR)
- FRTB
- IMA, SA-CCR, IMM
- SIMM
- XVA, PFE, EPE
- IBOR transition
- Algorithmic trading
10
SecOps
- Network monitoring
- Incident response
- Forensics and root cause analysis
- Threat intelligence
11
Cloud security
& operations
- Secure cloud resources
- Security checks
- Monitoring
- Compliance checks
12
Treasury risk
- Funding in resolution
- Liquidity risk (LCR, NSFR)
- IRRBB, CSRBB
- Behavioural models
- ALM models
- Capital management
- Balance-sheet management
13
Full-stack development
- Web application development
- Data visualization
- Unit, integration and performance testing
- Responsive UI development
- Performance optimization
- Threat modelling
- Quant system architecture
- Languages: Python, R, Java, Scala, SAS, C++
14
DevOps / cloud
architecture
- Infrastructure automation
- Continuous integration and delivery (CI/CD)
- Cloud infrastructure development and management
- Version control
- Infrastructure monitoring
15
Risk data
- Data quality and lineage
- Data governance frameworks
- Metadata
- Data visualization
- Data: BCBS 239
16
Data science
- Big data analysis
- Data visualization
- Statistical learning
- Machine learning
- Neural networks
- Bayesian analysis
- Synthetic data generation
17
Financial regulation
- Models: EBA GL and RTS, BoE waivers, SR 11/7, ECB, Basel
- Capital and stress testing: Basel, CRD/CRR, BoE, EBA, ECB, FSB, ICAAP, STDF, CCAR/DFAST, FRTB, PRA 110
- Liquidity: stress testing, ILAAP, LCR, NSFR
- Recovery and Resolution Planning: stress tests, reverse stress tests, financial and operational resilience
- Reporting: COREP, FINREP, STDF, CBES
- Data: BCBS 239
18
Non-Financial risk
- Cyber risk
- Operational risk
19
Third party system
integration
- Risk systems
- Treasury systems
- Data management systems
- Front-office systems
- Data visualisation software
- Prototype build
- Integration of 3rd party tools
20
Risk operating models
- Scope: composition and structure of teams, reporting lines, processes and controls, governance
- Areas covered: modelling and risk teams, analytics divisions
- Delivery: set-up of new functions, optimisation of existing teams, comparison to best practices, benchmarking
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