Alef Analytics
Financial Services - Dubai, Dubai, United Arab Emirates
Alef Analytics Employees
Alef Analytics Senior Management
Alef Analytics Details
Alef Analytics is an independent consulting firm providing advanced quantitative analysis and model validation services.Its founders have a combined experience of more than 20 years in an international contextย throughout the financial services industry, including top tier investment banks andย leading financial software developing companies.๐ฆ๐ฒ๐ฟ๐๐ถ๐ฐ๐ฒ๐:- Consulting, research and support for trading and risk management.- Independent model validation, from the assessement of the conceptual soundness and fitness of purpose to the independent benchmarking / replication and documentation.- Bespoke solutions design and implementation, and enrichment of existing libraries.- Customized training on quantitative finance and pricing and risk models.๐๐ฟ๐ฒ๐ฎ๐ ๐ผ๐ณ ๐ฒ๐ ๐ฝ๐ฒ๐ฟ๐๐ถ๐๐ฒ:- Pricing models and methods, and hybrid modelling: with a large spectrum of single and multi-factor models for all asset classes, both under risk-neutral and real-world measures.- Comprehensive coverage of financial instrument types for each asset class,including the new RFR instruments in the context of Libor transition.- XVAs modelling, including all computation steps, forward market value and initial margin grids simulation, trade-level allocation, sensitivities and wrong way risk. - Financial risk, such as market risk, and also counteparty credit risk including the historical calibration of diffusion models, the computatation of PFE, EPE, Effective EPE, and the backtesting of risk factor evolution, trade and portfolio level exposure.For more info, please visit us at: https://alefanalytics.org or get in touch by email on: contact@alefanalytics.org.
Alef Analytics Technologies
Load Balancers
Varnish
Fonts
Google Font API
Hosting
GitHub Hosting
Other
Mobile Friendly
CSS and JavaScript Libraries
Bootstrap Framework