Risk & Financial Modelling
Asset Liability Management (ALM)
Managing interest rate risk, liquidity risk, and funding strategy through quantitative modelling and scenario analysis. Deep experience with ALM frameworks at the balance sheet level.
Balance Sheet Optimisation
Optimising capital allocation, funding mix, and risk-return trade-offs. Building quantitative tools that inform strategic balance sheet decisions at the board level.
Credit, Market & Liquidity Risk
Building and validating models for credit risk assessment, market risk measurement, and liquidity stress testing across banking and trading environments.
Stress Testing & Scenario Analysis
Designing and executing stress testing frameworks for regulatory submissions and internal risk management, including reverse stress testing and macroeconomic scenario modelling.
ICAAP / ILAAP
Quantitative modelling and documentation for Internal Capital Adequacy Assessment Process (ICAAP) and Internal Liquidity Adequacy Assessment Process (ILAAP) regulatory submissions.
M&A & Capital Raising
Financial modelling, risk assessment, and quantitative due diligence for mergers, acquisitions, and capital raising initiatives in the banking sector.
Quantitative Systems & Financial Modelling
End-to-end development of quantitative systems — from model design and calibration through to production deployment and ongoing validation.
AI, Data & Technology
Machine Learning Applied to Risk
Building ML models for credit scoring, fraud detection, anomaly identification, and predictive risk analytics in regulated financial environments.
Data Engineering & Pipelines
Designing scalable data architectures and ETL pipelines processing millions of events in regulated, real-time environments. Experience with both batch and streaming paradigms.
Automated Decision Systems
Real-time decision engines combining business rules with machine learning for risk-adjusted outcomes — from credit decisioning to operational risk triage.
Real-Time Analytics
Streaming analytics and monitoring systems for high-frequency, regulated environments where latency and accuracy directly impact risk exposure.
Cloud Infrastructure
Designing and operating cloud-native platforms for data-intensive applications, with focus on security, compliance, and cost efficiency in regulated sectors.
Cybersecurity
Risk-aware security architecture and ethical hacking methodology. Certified Ethical Hacking qualification applied to building secure financial systems.
Transformation & Leadership
Digital Transformation Delivery
End-to-end delivery of national-scale digital transformation projects — from strategy and architecture through implementation, migration, and organisational change management.
Building & Scaling Teams
Building large multidisciplinary teams from zero across banking, technology, and consulting. Proven track record of scaling organisations from startup to market leadership.
Regulatory Technology
Technology solutions for regulatory compliance, reporting, and risk governance — bridging the gap between regulatory requirements and technical implementation.
Organisational Change
Leading organisational transformation through technology adoption, process redesign, and cultural change. Experience across both legacy institutions and greenfield ventures.
Strategic Advisory
Providing non-executive and advisory guidance on risk, technology, and data strategy. Learn more about Roderick's advisory work.