Ahmed Zyati's Contact Details

Ahmed Zyati's Company Details

Alef Analytics

Dubai, Dubai, United Arab Emirates • 2 Employees
Financial Services

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 context throughout the financial services industry, including top tier investment banks and leading financial software developing companies.𝗦𝗲𝗿𝘃𝗶𝗰𝗲𝘀:- 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.𝗔𝗿𝗲𝗮𝘀 𝗼𝗳 𝗲𝘅𝗽𝗲𝗿𝘁𝗶𝘀𝗲:- 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.