Projects for Banks & other Financial Services
Remediation projects for leading UK banks
As an employee at EY UK, Matt actively contributed to three comprehensive remediation projects undertaken by prominent UK banks. These projects boasted a substantial collective budget exceeding GBP 50 million and involved over 1000 internal and external stakeholders. Given the expansive nature of these endeavors, a specialized CPM (Corporate Performance Management) software was specifically developed to effectively orchestrate and oversee their execution.
Within this context, Matt served as a valued member of the MI (Management Information) teams, entrusted with the critical responsibility of providing accurate and timely progress reports on the projects. To facilitate this, he leveraged his expertise to establish data marts and develop efficient data flows, ensuring the seamless extraction and integration of information from the CPM system databases. Moreover, he played a pivotal role in implementing automated reporting capabilities, empowering team members to generate, review, and distribute reports effectively.
The reporting solutions we devised proved instrumental in enabling all project stakeholders to monitor their respective activities on a daily basis. Stakeholders groups included steering committees, senior management, quality assurance teams, project teams, as well as regulatory authorities. By delivering comprehensive and insightful reports, our developed reporting capabilities supported informed decision-making, ensuring transparency and facilitating efficient project management.
Reporting pack on loan approvals for a leading Greek bank
Facilitated application process monitoring for a leading Greek bank, developing a Power BI reporting pack and a relevant data mart, together with a global consulting firm and client stakeholders. Working closely with the PM/Lead Business Analyst from the bank's side, Matt designed the reports and the underlying datamart, developed most of the SQL/SSIS/DAX functionality himself, and coached a team of developers from the global consulting firm.
Data Warehouse for a child company of a leading Greek Bank Working together with internal and consulting teams to build a novel data warehouse for the client company, Matt developed a large segment of the ETL processes, trained team members and other stakeholders on SSIS, and shared leading practices regarding data warehouse / ETL design, version control, and agile processes with the team.
Power Platform for a leading Insurance Company The client wanted to streamline their governance and quality control processes. Office Line developed a set of Power Apps to help them manage their access rights, issues handling and role management processes. Matt implemented a set of Power BI reports to facilitate monitoring and control. The client is expected to improve their productivity and mitigate process risk, while having saved on development costs significantly at the same time.
Data Mart for a European Financial Fund Matt designed and implemented a regulatory data mart to store financial institutions IFRS/Basel II data on MS SQL Server, templates for data import, SSRS reports and software for ETL, data encryption, GUI, and report generation. Trained client employees on leveraging the capabilities of the solution to perform due dilligence, amongst other activities.
Migration to Power BI Premium & Synapse Analytics PoC
We worked together with a global consulting firm to demonstrate the benefits of migrating from an on-premise DWH/SSAS/PBI Report Server architecture to an Azure Synapse Analytics/PBI Premium setup to a leading Greek bank. We used fact tables with >300 mio records, and achieved >50% reduction in ETL + report dataset processing time.
Cash Logistics BPM for a leading Greek bank
Matt participated in a Cash management BPM project for a major Greek bank: scope definition, functional specifications, process design and automation on a relevant BPM platform, in order to facilitate for improved cash ordering processes on the bank’s branches.
RAROC Calculation Tool for a Greek bank
Matt was involved in a Risk-adjusted Performance Measurement project for a major Greek bank: contributed to the development of a data mart & ETL tool and used it to perform RAROC calculations on corporate loan portfolios.
Social Media Analytics PoC for a leading UK bank
The PoC demonstrated the effectiveness of sentiment analysis & topic modeling, using data from the bank's Twitter channels. I created the relevant scripts, apps and dashboards. We demonstrated the value of detecting novel complaint categories and identifying trends & key topics.
A-IRB Models Validation for a leading UK bank
Supported the Wholesale Model Validation workstream of a Major UK Bank for various PD/LGD/EAD models on the corporate, large corporate, acquisition finance and IPRE portfolios, focusing on models’ accuracy, stability, discriminatory power, conservatism, calibration, downturn adjustment and rank ordering exercises.
AMA Operational Risk for leading Greek bank
Engaged in the capital calculation of operational risk of a major Greek bank, in the context of Basel II Pillar 2(ICAAP), following AMA methodologies. Contributed to the development of relevant software tools.
Credit Risk Modeling for a Greek bank
Participated in an IRB Credit Risk Modeling project for a major Greek bank. Customer segmentation, data transformation, and modeling scripts.
Scorecard Redevelopment for a leading Greek bank
Engaged in the re-development of a Slotting Model for a major Greek bank. Performed a factor/score distribution analysis of the existing scorecard, while developed an algorithm that optimized model performance by adjusting model weights and scores.
Risk Modeling Toolset
This was an internal project within the EY advisory team. The team wanted to have a library of scripts to engage productively within A-IRB credit risk projects. Matt wrote a set of modeling & validation scripts, as well as scripts for automatic reports generation. The scripts have been put in good use during several credit risk modeling projects, enhancing the productivity of the engagement teams substantively.