About Us
At MetriQA, we believe that the complex and ever-changing issues in the world can only be understood and tackled by the use of metrics. We are a quantitative consultancy firm that specializes in credit risk management, covering the key dimensions of the model lifecycle: model development, validation and audit.
With our sound knowledge and experience in risk management and prudential regulation, we aim to enhance our clients' data management, credit risk decision-making and compliancy with regulatory requirements by offering advisory services and practical solutions within the banking industry.
We are trusted by our clients for our deep understanding of the regulatory environment and requirements for capital, accounting risk and credit decision models (CRD IV/Basel III, CRR, EBA RTS’s and Guidelines, IFRS9). Hence, we focus our services on these types of credit risk models, also referred to as IRB, IFRS 9 and CDM models, respectively.
Model Governance
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Gap analyses against regulation and best practices
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Model risk management framework
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Model development standards
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Model validation standards
Model Development
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Data collection, quality check and documentation
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Model development
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Model calibration
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Model testing
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Impact analysis
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Technical model documentation
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Implementation specification documentation
Model Validation
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Data quality assessment
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Conceptual model review
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Technical model review
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Independent replication and testing
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Model documentation assessment
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Model validation report
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Audit preparation
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Supervisory inspection preparation
Model Audit Support
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Support internal/external audit:
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Review model development execution
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Review model validation execution
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Review all other relevant risk management processes (data, inventory, implementation, etc.)
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Provide independent assurance
Services
Trusted by renowned companies
Careers
Do you want to be part of an inclusive organisation that enables your continuous development?
Are you eager to work together with excellent professionals on exciting and challenging projects?
Then don't hesitate and apply now!
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