data science at dnb - world bankpubdocs.worldbank.org/en/538931560127599233/finsac...• agile,...
TRANSCRIPT
![Page 1: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/1.jpg)
12
DATA SCIENCE AT DNB
WORLD BANK - FINSAC CONFERENCE ON FINTECH
IMAN VAN LELYVELD 22 MAY 2019
1
![Page 2: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/2.jpg)
Agenda
Process How did it go? What have we accomplished so far?
Technology Challenges & Solutions
Showcase Explanation of PoCs: what are the new possibilities?
What’s next? What have we learned?
![Page 3: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/3.jpg)
A dot on the horizon …
IT and tools PeopleData
![Page 4: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/4.jpg)
A dot on the horizon …
Data PeopleIT and tools
![Page 5: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/5.jpg)
The dream … … and reality
![Page 6: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/6.jpg)
Which elements do we need?
• Research Area Network (RAN), Data Platform + AnalyticalWorkspaces/Datalabs/Data scienceToolkit, memory/cpu/storage
• Cloud deployment; Data(platform) connectivity, other connectivity (open data, etc..), quick scaling of datalabs
• Open source tooling (e.g. R,python, Git, Neo4J, MongoDB, SQLlight, MySQL, …..)
Tool
ing • Appreciation of the scientific method
• Knowledge of statistics (descriptive, explorative, predictive, causal, ...)
• Knowledge of coding in ‘interpreter’ languages (Python, R, Julia, ...) andsupport (Anaconda, JupyterNotebooks, Git, ...)
Peop
le
• Informal: knowledge networks, lunches, seminars
• Creating a community, many already do ‘something’ with datascience: Get-togethers, what do people need?, datascience 101 sessions, seminar withexternals, deep-dive sessies (R, Python, GITLab, Neo4J, MySQL, MongoDB, etc..), show first results
Cul
ture• Decentral vs. Central
• Governance (!!!) – data protection, deployment of analysis (KIVKII)
• Agile, pilots, data science as a brand• FTE’s
Org
anis
atio
n
![Page 7: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/7.jpg)
Process: venturing down unbeaten paths…
• Technology
• Legal• tension between experiments and a complete contract
• Means and projects
![Page 8: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/8.jpg)
Agenda
Process How did it go? What have we accomplished so far?
Technology Challenges & Solutions
Showcase Explanation of PoCs: what are the new possibilities?
What’s next? What have we learned?
![Page 9: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/9.jpg)
ModernFlexibleScalable
SecureManageableTraceable
![Page 10: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/10.jpg)
DNB Surf Sara
DNB Net.RAN High Secure
X10
X∞
Internet
VPNVPN Tunnel
SSH TunnelHTTPS
workplace workplace
Log
Repo.GIT
Ansible
workplace
ProjectProject
ProjectProject
DNBproxy
![Page 11: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/11.jpg)
DNB Surf Sara
DNB Net.RAN High Secure
X10
X∞
Internet
VPNVPN Tunnel
SSH TunnelHTTPS
workplace workplace
Log
Repo.GIT
Ansible
workplace
Ansible
ProjectProject
ProjectProject
DNBproxy
Infinitenumber of projects
Makes governancepossible through a case-orientedapproach
Per VM- 100TB- 80cores- 512GB
X.. VM’sper project
Isolationper project
![Page 12: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/12.jpg)
Agenda
Process How did it go? What have we accomplished so far?
Technology Challenges & Solutions
Showcase Explanation of PoCs: what are the new possibilities?
What’s next? What have we learned?
![Page 13: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/13.jpg)
PoC 1: Credit Risk 90
PoC 2: CCP Risk Indicators 50
PoC 3: CDS Contagion 100
PoC 4: IRS Margin Requirements 60
PoC 5: Pattern recognition in Solvency II reports 20
PoC 6: Residential Real Estate 10
PoC 7: AnaCredit 10
PoC 8: Future securities statistics 5
![Page 14: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/14.jpg)
PoC 5: Pattern recognition in Solvency II reports
Plausibility of group reporting in Solvency II Sizable reports (> 4.000 dimensions per group)
Domain knowledge required
Specifying DQ checks labour intensive
Applying machine learning algorithms Checking causal relations within reports
Comparing group reporting and solo reporting
On going work Further DQ checks
Linking with other financial data
Other algorithms (# dimensions >> # groups)
User-interface for visualising and feedback
![Page 15: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/15.jpg)
Agenda
Process How did it go? What have we accomplished so far?
Technology Challenges & Solutions
Showcase Explanation of PoCs: what are the new possibilities?
What’s next? What have we learned?
![Page 16: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/16.jpg)
Lessons?
• The hard core
• Hackathon
• Cross-pollination• Lelione• STAT ML
![Page 17: DATA SCIENCE AT DNB - World Bankpubdocs.worldbank.org/en/538931560127599233/FinSAC...• Agile, pilots, data science as a brand Organisation • FTE’s Process: venturing down unbeaten](https://reader030.vdocuments.us/reader030/viewer/2022041017/5ec9d04aea65d0120411f51f/html5/thumbnails/17.jpg)
Community• Python & R lunches
• A whiff of Data Science
• Hands on case study with Jupyter Notebook for DNB board and management
• Manifest
• What is responsible data science?
• Datapreneur
• 22 participants from across the whole bank starting with open source and tackling their own business problems
• Python, R, GIT, Agile, co-coding
• Training
• Data Science 101, Joint with DNB Academy