Quantifying a patient's health status provides clinicians with insight into patient risk, and the ability to better triage and manage resources. Early Warning Scores (EWS) are widely deployed to measure overall health status, and risk of adverse outcomes, in hospital patients. However, current EWS are limited both by their lack of personalisation and use of static observations. We propose a pipeline that groups intensive care unit patients by the trajectories of observations data throughout their stay as a basis for the development of personalised risk predictions. Feature importance is considered to provide model explainability. Using the MIMIC-IV dataset, six clusters were identified, capturing differences in disease codes, observations, lengths of admissions and outcomes. Applying the pipeline to data from just the first four hours of each ICU stay assigns the majority of patients to the same cluster as when the entire stay duration is considered. In-hospital mortality prediction models trained on individual clusters had higher F1 score performance in five of the six clusters when compared against the unclustered patient cohort. The pipeline could form the basis of a clinical decision support tool, working to improve the clinical characterisation of risk groups and the early detection of patient deterioration.