You may have heard of Modern Data Platforms, Data Lakes, Data Analytics, Advanced Analytics, Artificial Intelligence, IOT and Digital Twins. While empowering your users sounds great, you are probably wondering where to start. Exposé has several work packages that support you through your data journey.From the conventional to the latest advanced and smart technologies, we aim to take the guesswork out of business. Our solutions are meaningful, accessible, and timely, providing both a holistic view of your business and highlighting actionable insights.Our work packages are designed with flexibility in mind; we work shoulder-to-shoulder with you to get to the core of what you wish to achieve and select the most appropriate services and solutions and tailor them to suit the realities of your organisation and your stage within this full data lifecycle journey.If you'd like to find out how we can help you do better with your data, feel free to contact us for a confidential discussion.Phone: 1300 857 348Email: info@exposedata.com.au

• Investment Performance Attribution --> Designed quantitative investment performance analytics tools, including monitoring, metrics, implementation, and reporting, across multi-asset classes and superannuation funds.• Strategic Asset Allocation (SAA) --> Developed SAA for various risk profiles using probabilistic optimization models that incorporate portfolio managers' views and hierarchical clustering on asset classes. This included Tactical Asset Allocation (TAA) strategies and rebalancing plans.• Economic Research --> Conducted macroeconomic analysis and forecasting for key indicators such as inflation, interest rates, GDP, and exchange rates.• Fixed Income Research --> Provided insights on under/overvalued fixed income securities using pricing models that incorporate monetary and fiscal policy perspectives and yield curve shape expectations.• Asset Liability Management (ALM) --> Implemented duration immunization strategies, cash flow matching, and duration gap measures for pension payment planning.

• Determined Strategic Asset Allocation for each managed fund by integrating economic research, quantitative analysis, and portfolio managers' views.• Analyzed and monitored macroeconomic and market variables to define and implement investment strategies.• Developed and applied a performance attribution process for multi-asset classes, encompassing performance analysis and reporting.• Presented the superannuation fund's economic outlook and investment perspectives in various forums, including auditoriums and conferences.

• Developed internal econometric and quantitative models for market risk, liquidity risk, and counterparty derivatives risk, complementing regulatory models.• Created pricing models for structured products, cross-currency swaps, asset-backed securities, and exotic derivatives, facilitating price discovery and model validation from third-party vendors.• Performed back-testing and stress testing using historical events and simulated scenarios.

• Analysis of financial statements and Due Diligence to establish and control credit risk limits.• Z-scoring (Logit) and CAMEL modelling for credit limits.• Responsible for carrying out the early warning modelling using discriminant and cluster analysis.• Monitoring companies in financial stress.• Monitoring the aging of the portfolio (Aging Report) and analysis of transition matrices.

• Investment portfolio optimization using Tracking Error criteria (Crystal Ball software, R-statistics).• Modelling counterparty credit limits (CAMEL Model).• Reporting of Value at Risk (VaR), stress-testing and Backtesting • Modelling and reporting of Liquidity Risk (IRL).• Valuation control on financial assets and derivatives.• Econometric modelling of volatility. (GARCH, EWMA)• Discriminant analysis to identify risk profiles