Hire highly qualified risk, analytics and technology specialists
We are not a traditional recruitment agency. But we can match individuals from our growing network of 70+ talented specialists to fill interim resource requirements, from single vacancies to the provision of full teams. Basinghall Specialists is a sister brand of Basinghall Analytics, a hybrid consulting and technology firm with a focus on risk, finance, and treasury.
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Value-add as an aggregator
The demand-supply matching is done by industry experts who have previously worked in roles like yours, leading to a better fit in shorter time. Once in place, should a specialist encounter any challenges, they retain access to our team and knowledgebase at Basinghall Analytics for support. So, while you may have hired an individual, you also get access to our wider community of experts
Basinghall Specialists works as an aggregator
We have access to a large pool of specialists through eco-system and own network. Basinghall Specialists plays the role of an aggregator: we pool specialists from our partner firms and trusted freelancers and we deploy them at our clients or augment the teams at large consultancies. Currently, the majority of the specialists are permanent employees of our partner firms (Econophysica, Prometeia, SquareShift). They can work remotely or onsite.
Why us?
Our specialisms
Our specialists have experience in the following areas. View all
Analytics
Model risk management
Model risk quanitification
Model validation
Model audit
Model development
Model monitoring metrics
Model classification and inventory
Data science
Data visualization
Synthetic data generation
Artificail Intelligence and Machine Learning
ModelOps, MLOps
Neptune (model risk management and quantification software)
Risk
Climate risk
Stress testing
Scenario-based financial planning
Finance models
Banking book credit risk
Trading book (MR and CCR)
Scenario generation and expansion
Risk data
Cyber risk
Recovery and resolution
Funding in resolution
ICAAP, ILAAP
Operational risk
Behavioural models
Liquidity risk (LCR, NSFR)
IRRBB, CSRBB
Financial regulation
Risk operating models
Pluto (stress testing and scenario-based financial planning software)
Technology
Data engineering / DataOps
DevOps / cloud architecture
Cloud migration
Full-stack development
Software architecture
Cyber risk
SecOps
Cloud security and operations
Observability
Third party system integration
Meet some of our 70 + specialists
When you source a specialist through us, they remain part of our family with ongoing access to our experts and knowledgebase.
Years of professional experience: 20+
Specialisms: quantitative modelling, derivative pricing and stress testing for SFTs and OTC derivatives for all asset classes, stress testing, VaR calculation, backtesting
Skills: model validation and simulation, risk regulation, numerical and optimisation algorithms, IBOR transition impact assessment, knowledge of third-party systems (Murex, Numerix, Calypso, DBAnalytics)
Education: PhD in Advanced Mathematics and Mathematical Modelling, MSc Mathematics
Years of professional experience: 10
Specialisms: quantitative finance, market and credit risk modelling, regulatory and economic risk capital assessment, leadership roles in Finance
Skills: full cycle of model risk management, applied machine learning in finance, market and credit risk, econometrics, programming (Python, R, C#)
Education: PhD in Mathematical Modelling and Numerical Analysis, Engineer’s degree in Mathematical Methods in Economics
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Years of professional experience: 10
Specialisms: financial analytics, data analytics, data visualisation, AI, NLP, commercial financial software development, and QA, non-standard problem-solving skills
Skills: DB development (SQL, MongoDB), analytical data modelling (Hadoop), natural language processing algorithms, model validation methodologies and QA practices, financial modelling and numerical methods, C++, Python, R, Java Platform
Education: MSc in Physical Mechanics and Mathematics
Years of professional experience: 10+
Specialisms: VaR and RNIV modelling, market, liquidity and credit risk methodologies. Time-series market data analysis. Machine learning models
Skills: Full cycle of model risk management: development, implementation, validation. Machine Learning, Deep Learning, Python, R, MATLAB, VBA, C++
Education: MSc Applied Mathematics and Cybernetics and PhD in System Analysis, Control and Information Processing
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 5+
Specialisms: Complex system integration and automation, quant libraries designing and building. Wide range of experience in financial and industrial data analytics and modelling, including the application of machine learning algorithms
Skills: Full cycle of model risk management: development, implementation, validation. Machine Learning, Deep Learning, Python, R, MATLAB, VBA, C++
Education: MSc Applied Mathematics and Cybernetics and PhD in System Analysis, Control and Information Processing
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 10+
Specialisms: Financial analytics, data analytics, machine learning, and the implementation of regulatory methodologies and market regulations (Basel, FRTB, CCAR, MiFID, and others). Strong problem-solving skills. Broad knowledge of financial regulations and requirements, including of model validation methodologies and QA practices and Counterparty Credit Risk models
Skills: Intelligent data mining, software development (R, Python)
Education: MSc in Information Security
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 10+
Specialisms: Financial and industrial analytics, data analysis, commercial software development, and NLP. Strong problem-solving skills
Skills: Machine learning algorithms. С#, R, Python
Education: MSc in Mathematics and Computer Science
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 20+
Specialisms: Strong analytical background and quantitative skills with a specific focus on risk methodologies, IRB and IFRS models design-estimation-validation. Managing modelling teams and ability to effectively interact with senior project stakeholders
Skills: LGD and EaD models for retail individuals to large corporates. Expertise in estimation of lifetime PD, PiT LGD, staging criteria definition, EL/LEL End-to-end credit risk architectures. Implementation of BCBS239 rules on risk aggregation. Advanced knowledge of SAS, Python and R
Education: BSc. in Economics, MSc. in Economics, Executive MBA
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 20+
Specialisms: Microservices and cloud native technologies. Cloud Security. DevSecOps and Threat modelling. Architected and ground-up implementation of Petabyte scale Big Data Platforms for Customer Analytics. Cloud evangelist
Skills: Design and automated deployment of observability solutions (logs, metrics, health and APM) for microservices architecture. Architecture of Big-Data Analytics Data platforms. Cloud Security for Fintech and financial institutions that meets local and global regulatory requirements. Modern application development process and practices with low touch / fully automated continuous integration / delivery (CI/CD) tools and platforms
Education: Master of Science (Software Systems)
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 10+
Specialisms: Strong analytical background and quantitative skills with a specific focus on Credit Risk methodologies, design, development and deployment of IRB and IFRS models, process optimization and validation. Managing modelling teams and ability to effectively interact with senior project stakeholders
Skills: IRB, credit risk stress tests with focus on EBA and ECB guidelines. IFRS9 model development and validation: lifetime PD, PiT LGD, lifetime CCF, staging criteria definition, EL/LEL optimization systems. Deployment of the quantitative components of key credit processes, such as: approval system, monitoring and early warning system, work-out processes and NPL management
Education: BSc. in Economics and Statistics, MSc. in Applied Statistics, PhD in Finance and Commodities
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 5+
Specialisms: Experience in delivering IRB projects with focus on PD, rating, LGD models and LGD models (for different types of portfolios), as well as IFRS9 models and credit risk stress testing models
Skills: Advanced knowledge of SAS, Python, SQL
Education: BSc. in Economics, MSc. in Applied Statistics
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 5+
Specialisms: Quantitative expertise in credit risk model development and validation in the IRB and IFRS9 space. This includes both PD and LGD models, validation of Slotting Approach. Definition, optimization and of staging criteria
Expertise is accompanied by programming skills (proficient in SAS 5 years of experience, good knowledge of SQL, R, Python and LaTex) and ability to interact with project stakeholder.
Skills: SAS, SQL, R, Python and LaTex
Education: Bachelor degree in Economics, Master degree in Economics and Finance
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 10+
Specialisms: Mikhail a Senior Python Developer. Multi-platform experience in commercial software development and familiar with all stages of software development process: software design, programming, unit testing, automation tests writing, writing documentation and product maintenance
Skills: Programming languages: Python, C/С++, JavaScript, Java. Frameworks: Qt, Django, VueJS+semantic-ui, Java spring. UNIX: LAMP, Docker, Squid.
Education: Computer Software Engineering
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 3
Specialisms: Machine learning models and retraining systems. Statistics and programming.
Skills: IT: Python, C++, Linux, SQL, Git, Docker, OpenCV, TomitaParser, Yolo detectors, EDA methods, computer vision basic approaches, matplotlib, pandas, fastAPI, uvicorn, numpy, tensorflow
Education: Mathematics and Computer Science
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 7+
Specialisms: Large scale distributed microservices-based architectures, setting up CI & CD Pipelines for agile transformations, automating infrastructure in hybrid cloud environments, DevSecOps
Skills: AWS, GCP, Jenkins, Travis, AWS Pipeline, Gitlab CI, Drone, AWS CodeDeploy, ShipIt, DockUp, Spinnaker, Docker & Kubernetes, EKS, GKE, NewRelic, DataDog, Skylight, DockerHub, Ansible, Terraform, Brakeman, Anchored, snyk, Envoy Proxy
Education: Bachelor of Engineering - Computer Software Engineering Visvesvaraya Technological University
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Years of professional experience: 3
Specialisms: Credit risk methodologies with a focus on PD models, scenario-based analysis, collateral models
Skills: Credit modeling (including sampling, cleaning, variable selection, etc), Python, Pyspark
Education: 2017-2020: BSc. in Economics and Finance, MSc in Finance, Intermediaries and Markets cum Laude
- 15+ years experience in delivering credit risk models development and validation projects (both IRB and managerial), such as PD, LGD, EAD/CCF, cash-flow simulation models for all portfolios, from Retail application models to complex LDP models, for multiple clients (Multinational Banking Groups in EMEA, both commercial banks and MDB)
- Long-term experience in IRB plans design, implementation, roll-out and submission to Regulators for IRB approval (including support during the regulatory approval process)
- Support to Regulators for IRB implementation
- Set-up of Credit Risk architectures and end-to-end processes
- Design and support to implementation of credit risk softwares/tools (e.g. validation tool, ECB validation reporting tool, rating engines, LGD and CCF engines, RWA engines, …)
- Development of advanced analytics applied to Credit Risk methodologies and processes, in particular on LGD, NPL collection process optimization and ML models validation
- Training in credit risk, Regulation and IRB models (public training, internal training, training to Regulators, lecturer at the Master in Finance, Insurance and Risk Management at Collegio Carlo Alberto (Universiity of Turin) and at the Master in Risk Management at Politecnico of Milan Business School
Education
- 2004-2005: PgD in Data Mining and Statistics
University of Bologna - 1997-2002: MSc. in Economics
University of Bologna
Basinghall Specialists in numbers
Featured case studies
See some of our case studies in various fields of expertise. We have featured around 8 in-depth case studies for you.
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IRB models validation case studies
Problem: design, set-up, implementation and automation of the overall validation process (both internal validation and ECB reporting requirements); delivery of internal validation results and validation templates to the ECB. See value delivered.
IFRS9 model validation case studies
Problem: design, set-up, implementation and automation of the overall validation process for IFRS9 models; estimation of provisioning and reporting to the local Regulatory Authority. See value delivered.
PD model development case studies
Problem: design, develop, validate and implement rating models for SME client alongside with training to the personnel and automation of the development process for next developments. See value delivered.
Machine Learning model development case studies
Problem: design and develop the transactional module via Machine Learning techniques, to be integrated later as a modular add-on to the “core” components of the IRB PD model for Small Business; being an IRB model, all the typical requirements for IRB models development and validation had to be met (including interpretability). See value delivered.
How do we get to the hiring?
Experts talks
Your first step will be a conversation with one of our technical leads to understand your needs. They aren’t traditional recruiters, they are industry experts who have previously worked in roles like yours. As such, they can understand exactly what you are looking for.
Expert selects
Following our initial conversation, we will select appropriate individuals from our network and send you some CVs. You should find that they are a good match to your requirements.
Network empowers
Once in place, should a specialist encounter any challenges, they retain access to our team and knowledgebase at Basinghall Analytics for support. So, while you may have hired an individual, you also get access to our wider community of experts.
Frequently Asked Questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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BAS needs to write down some questions
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Our partner firms
We believe in the exponential power of an ecosystem. Basinghall Specialists draws resources from following partners.
Prometeia SpA
Prometeia SpA (prometeia.com) is a leading provider of cutting-edge advisory services, tech solutions and research insights
Econophysica UK Ltd
Econophysica UK Ltd (econophysica.com) provides analytical and programming services to global clients across industries, disciplines and geographies
Squareshift
Squareshift (squareshift.co) is a technology firm focusing on digital, data and cloud. Their aim is to be a trusted partner for enterprise cloud adoption
Want to join as a specialist?
If you are a talented risk, analytics or technology freelancer, you may be interested in joining our expanding network of 70+ specialists. By joining our network, you differentiate yourself from other candidates and open up a range of new interim opportunities.
Join as a specialist
Why Basinghall Specialists?
By joining our network, you give yourself the opportunity to be made available to the employers who use our services, giving you a higher chance of obtaining a role. The arrangement is non-exclusive, meaning that you can continue to use your existing contacts to source work as well. The roles we offer are interesting and varied, and we cover the UK, Ireland, Switzerland, Nordics and other parts of Europe.
Read moreMeet the QuanTech network
The network is good way for specialists to engage in discussions on topics of interest and increase the amount of connections and knowledge. There are opportunities to participate in exciting projects and create new methodologies, prototypes and tools.