To the best of my knowledge this is a very hard problem and the answer to this question is, unfortunately, open. 

A famous example that illustrates this in the context of quantum integrability comes from the one-dimensional [Hubbard model](https://en.m.wikipedia.org/wiki/Hubbard_model) in condensed-matter physics. Its (quite complicated) $R$-matrix was known since the late eighties, yet the corresponding quantum group was only found in the last decade, "by accident" in a *very* different context. Namely: the $R$-matrix of the Hubbard model came out of the study of the quantum group associated to a Lie (super)algebra, and the choice of the latter was motivated by string theory (more precisely: the AdS/CFT correspondence). For a bit more about this, and further references, see for example (the introduction of) [arXiv:1509.06205](https://arxiv.org/abs/1509.06205).