I provide expert consulting in economic and risk modelling, machine learning, and data analytics, alongside software development. I help clients translate complex data into robust models and decision-support tools—ranging from risk and forecasting models to custom analytical pipelines and production-ready implementations.
Inquiries: oliver.snellman@gmail.com
Case 1: Machine learning risk model for a large institutional investor
I began with a structured discovery phase, meeting investment team leads to clarify risk signals of interest, and reporting requirements. I then designed and programmed a recurrent neural network for panel data and used it to develop an early warning risk model for the teams' use cases. I operationalized the system to generate automated reports with new data. Finally, I presented the model design, implementation, and empirical validation in a live session and documented the full work in a comprehensive technical report.
Case 2: Analysis of consumer confidence during the Covid-19 crisis
In June 2020, I was commissioned by a national finance authority to deliver an empirical analysis of the structural consumer confidence shock during the Covid-19 crisis. I applied modern macroeconometric techniques to identify and quantify the shock, and composed a report analyzing several scenarios moving forward. The findings informed the contemporaneous economic outlook discussed in an official Economic Survey.
Case 3: Evaluation of a model against data
I evaluated a large-scale structural macroeconomic model used for policy work by benchmarking its implied shock transmission and dynamics against a data-driven empirical reference model. I analysed where the institutional model aligned with the data and where it diverged. The work was published in the organisation’s discussion paper series.