We’re human, hard-working and believe in
cultivating real relationships with our clients.
Financial and Quantitative modelling is the fuel that drives us. Over the last 20 years, we have helped our
clients navigate the complex regulatory landscape to ensure compliance and create strategic advantage.
We advise on the tactical design of Strategies, Operating Models, and Architectures that deliver long-term value. This comes from a meticulous assessment of the economic impact of changes to the regulatory framework.
Riskworx provides on-the-ground resources that are solution-focused to drive successful outcomes for our clients.
We develop and deploy innovative solutions for our clients, leveraging our financial engineering expertise from 20 years of working with big banks. Technology allows us to create cost-effective solutions that are fit for purpose and based on best practice.
With the convergence of market risk, credit risk and liquidity risk, our clients are challenged with increasing complexity and having to do more with less. Overlay this with the shifting regulatory landscape and the rapid advances in technology and the future can seem daunting. The RiskLab is our applied research centre for tackling cutting edge financial risk and technology solutions that ensure our clients remain competitive.
Case Study 1
Internal Model Approach (Basel)
We partnered with a Top Tier South African institution to design and deliver, a market leading platform for market risk measurement under the Internal Models Approach.
We delivered a first of its kind, configurable reporting framework, to deliver a wide range of risk analytics on an entirely configurable and automated basis. In addition to the core system, we also implemented a robust, clean reconciliation between risk and finance, with a granular PnL attribution, and risk-based backtesting process which provide clear visibility on risk model performance and adherence to trading mandates at individual desk levels.
Case Study 2
Front Office Modernisation
A Tier 1 Bank engaged Riskworx to support them in the modernisation of their Global Markets business.
Riskworx were responsible for refactoring the risk environment to improve the analytical capabilities provided by risk, the migration of positions, trading and the risk environment, and engagement with the regulators. Riskworx helped the client transform risk from a compliance function to an analytics platform that provided the business with insights into risks in their trading books and risks in other bank divisions.