Assignments template

Mortage Models Improvement in PROPHET

Example of previous assignment:

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Situation client

Belgian Insurance company

Internal needs to perform multiple enhancements for mortgages portfolio into PROPHET Professional (model 1)

Integration for mortgages model into Prophet ALS (model 2)

Issues

Perform all required improvements satisfying validation recommendation

Models should be auditable

Models should be operational (including key-point on runtime)

Model2 should be compliant with existing Prophet ALS guidelines

Improvements should be documented

Reacfin Contribution

Propose collaboration for mortgages models improvement into Prophet (including ALS library)