Mathematical Modelling

Models built for the decision. Validation built for confidence.

Bespoke mathematical models and independent validation of existing models for organisations that need reliable quantitative evidence — not a black box.

Who it is for

When the decision is too specific for a standard tool.

Banks & financial institutions

Credit risk, IFRS 9, portfolio assessment, stress scenarios and internal model governance.

Large enterprises

Pricing, demand forecasting, resource allocation, supply chains and investment decisions.

Legal & economic advisory teams

Quantitative analysis of markets, competition, pricing and economic effects for complex proceedings.

Research & healthcare organisations

Statistical, survival and diagnostic models for research questions and clinical decision support.

Problems we solve

From uncertainty to a defensible decision.

A standard product cannot reflect your realityWe model the specific process, constraints, data and decision criteria of your organisation.

An existing model must be trusted before it is usedWe independently test its methodology, data, calculations, stability and fitness for purpose.

The analysis must withstand external scrutinyWe prepare transparent quantitative evidence for audits, governance, regulators, competition reviews and expert discussions.

What the client receives

A usable result, with the reasoning visible.

The model or validation conclusion

A decision-ready model, or an independent conclusion on whether an existing model is reliable and fit for purpose.

Transparent methodology

Data requirements, assumptions, formulas, algorithms, boundary conditions and limitations documented for review and reuse.

Evidence and next actions

Test results, sensitivity and stress scenarios, identified weaknesses, their impact and prioritised recommendations.

Core services

Development and validation are separate disciplines.

Bespoke Model Development

We turn a business, financial, industrial or research question into a model tailored to the client’s data and operating context.

Mathematical, statistical and econometric modelling
Risk, forecasting, pricing and optimisation
Calibration, scenario analysis and stress testing

Output

Model, methodology, algorithm specifications, tests, usage conditions and documented limitations.

Independent Model Validation

Specialists who were not involved in development assess an in-house or third-party model before it supports high-stakes decisions.

Methodology, assumptions and data quality
Implementation accuracy and reproducibility
Backtesting, benchmarking, sensitivity and stability

Output

Independent validation report with findings, impact assessment and prioritised remediation recommendations.

Standards and implementation

For regulated assignments, the scope is aligned with the applicable requirements and relevant frameworks, including Basel and IFRS. Competition analyses can provide quantitative evidence for review by competition authorities.

Optional next step: implementation in enterprise systems, APIs, automated calculations and reproducible workflows.

Models and project portfolio

From research concept to production model.

The portfolio combines proprietary model families, independent validation and project work across financial risk, competition, investment, operations and clinical research. The descriptions below distinguish clients, collaborators and implementation contexts.

Production · since 2018

MacroFin 9 ECL

Expected-credit-loss model family implemented in seven banks. Independently validated; model reporting reviewed in audit and supervisory contexts.

IFRS 9PD / ECL

Production

MacroFin 9 AML-CFT

Risk-scoring and decision-support system used by three banks and a major payment company; registered software copyright CH218984391 (2024).

AMLCFT

Clinical prototype

MacroMed HIFU AI

Patient-centred decision support for uterine-fibroid HIFU treatment, with planning and rehabilitation models; registered software copyright 218973799 (2023).

HIFUDecision support

Research model

Pregnancy risk model

Probabilistic assessment of complications using clinical factors and structured medical data.

RiskBiostatistics

Research concept

DNA damage analysis

Mathematical foundations for quantitative comet-assay analysis and classification of DNA damage.

Comet assayClassification

Research concept

NetSys

Network and systems modelling concept for analysing interconnected processes and dependencies.

NetworksSystems

In development

MacroFin Oselia

Financial-instrument model for an affordable-mortgage programme, covering instrument economics and scenario-based assessment.

InstrumentsScenarios

Project work

Competition & pricing

Four projects each for Dyckerhoff and CRH local group entities, including business-intelligence systems; two projects for a JTI local group entity; and a Kyivstar market and pricing analysis delivered within a legal advisory team.

Financial risk & validation

Independent IFRS 9 model validation for Piraeus Bank ICB; financial-instrument modelling for the eOselya programme and Ukrainian Financial Housing Company; Solvency II internal-audit and compliance work for Spare Insurance; and 15 further financial-sector consulting assignments, including two anonymous top-10 European holdings.

M&A & investment

Transaction and investment models for Volksbank International, Oranta, Slavutych brewery in the Baltic Beverages Holding context, a World Bank crop-development programme, an Alcatel investment in Gerkon, Antonov aircraft leasing for a NATO transportation context, Malyshev Factory and Naftogaz subsidiaries.

Process reengineering

Operating-model and process work for Zaporizhzhia Regional State Administration with Coopers & Lybrand; Khortytsa, Khlibodar and Golitsyn Wines; two foreign-capital banks and seven medium-sized banks with RSM; BTA financial holding; and the Oranta, Lik, Sofi and Spare insurance businesses.

Data, statistics & AI

Survival analysis in glioblastoma with the University of Lübeck; nine oncology, radiology and cardiac-surgery publications; classification of 1,024 nuclear-waste documents into 19 clusters; financial-services regulation analysis for FEAA and a parliamentary committee; and an award-winning tax-optimisation expert system.

Clinical & research network

Research and model-development contexts include the Romodanov Institute of Neurosurgery, Bogomolets National Medical University, the Center of Nuclear Medicine at a city oncology centre, the Amosov cardiovascular institute, institutes of paediatrics and nuclear medicine, Shupyk National Healthcare University, the University of Lübeck and Igor Sikorsky KPI.

Named organisations and research partners

Every named organisation in the supplied portfolio is represented below. Official marks are used where a reliable standalone asset was available; text identity cards preserve the remaining names without recreating or altering their logos. Appearance identifies project, client, collaborator or programme context and does not imply endorsement.