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Data Science

RAROC Simulation Engine

Customer Monte Carlo simulations moved from Excel into a Python-based computational workflow.

3–5 days5–7 min

Simulation processing time

Business problem

Customer Monte Carlo simulations performed through Excel required approximately 3–5 days per customer simulation.

Solution

  • Helped transform the simulation process from Excel into a Python-based computational workflow.

Measurable impact

3–5 days → 5–7 min

Simulation processing time

Technical implementation

  • Monte Carlo simulation logic reimplemented and automated in Python.
  • Python
  • Monte Carlo Simulation
  • Automation

Have a data problem that's taking too much time?

Whether it's a manual reporting process, disconnected data or an analytics bottleneck, I build systems that turn that complexity into something useful.