Scenario Analysis on Climate Change, Pandemics (e.g. COVID-19), Credit Risk, Decision-Making under Uncertainty and other risk related topics are difficult domains to analyse. The analysis typically involve large collections of random variables with complex conditional dependency structures. Probabilistic Graphical Models (PGM) are a good fit to model such complexity as they bring together probability theory and graph theory through a fully interpretable structure. Our PGM library is a powerful, flexible framework that enables clients to run their analysis, incorporating expert knowledge.