About Jonas Osman Abdelghafour
Jonas Osman Abdelghafour is an actuary and senior risk professional focused on AI-native risk modelling, climate risk, banking risk, insurance risk, valuation, model validation and regulatory stress testing. He builds and reviews models used by banks, insurers, reinsurers, pension funds, asset managers and supervisors.
Professional summary
My work sits at the intersection of quantitative modelling, regulatory frameworks and institutional risk governance. I design models that are calibrated to data rather than to convenient assumptions, documented in enough depth to survive independent challenge, and integrated into decision-making rather than parked as a compliance artefact.
Climate risk and AI-native modelling are recurring themes. Both require the same discipline: transparent methodology, defensible calibration, honest uncertainty and clear governance. Both benefit from the same underlying craft — hazard and macro data pipelines, scenario translation, financial impact modelling, validation and executive reporting.
Risk modelling domains
- · Climate risk modelling (physical & transition)
- · Banking risk (credit, IRRBB, ALM, capital)
- · Insurance and reinsurance risk
- · Cross-asset valuation and stress testing
- · Model validation and model risk governance
- · AI risk modelling and explainable AI
Technical skills
- · Statistical modelling, GLMs, GAMs, hierarchical models
- · Machine learning: gradient boosting, tree ensembles, deep learning
- · Extreme value theory, copulas, dependence modelling
- · Actuarial reserving and technical pricing
- · Cashflow modelling, ALM, curve construction
- · Geospatial analysis for hazard and exposure
- · Python, R, SQL, cloud data platforms
Regulatory frameworks
- · Solvency II (Pillar 1, Pillar 2, ORSA)
- · Basel III / IV capital frameworks
- · IFRS 9 expected credit loss
- · IFRS 17 insurance contracts
- · ICAAP and ILAAP
- · EBA / PRA / EIOPA supervisory guidance
- · NGFS climate scenario framework
Selected projects
Quantica Risk Modelling
AI-native platform concept for institutional risk.
Climate Risk Modelling Library
Physical, transition, banking, insurance and AI-native climate risk research.
Modelling Portfolio
Twelve modules across climate, banking, insurance and validation.
All projects
Applied and conceptual work across risk, insurance and AI.