Alef Analytics is an independent consulting firm providing advanced quantitative analysis and model validation services.
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.
- Murex MX.3 system.
For more info, please visit us at: https://alefanalytics.org or get in touch by email on: contact@alefanalytics.org.
Company Details
- Founded
- -
- Address
- Dubai, Ae
- Industry
- Financial Services
- NAICS
-
Finance and InsuranceMonetary Authorities-Central Bank
- Website
- https://alefanalytics.org
- Keywords
- Quantitative finance, xVA, Hybrid modelling, Monte Carlo simulations, Counterparty credit risk, Real-world diffusion, Financial risk, Backtesting, Model validation, Capital markets, Market risk.
- HQ
- Dubai
- Competitors
- Lincoln AIM, ADAXTRA Capital, Henkel Analytics LLC, ORNESS, OTS Capital, Maze Executive - investment banking, finance & accountancy recruitment experts with a difference, swissQuant, The Talent Recruiters B.V., Mondrian Delta, National Bank of Umm Al Qaiwain (P.S.C), is Licensed by the Central Bank of the UAE.
Alef Analytics Questions
Alef Analytics's website is https://alefanalytics.org
Alef Analytics's LinkedIn profile is https://ae.linkedin.com/company/alefanalytics
Alef Analytics's industry is
Financial Services
Alef Analytics's top competitors are
Lincoln Aim,
Adaxtra Capital,
Henkel Analytics Llc,
Orness,
Ots Capital,
Maze Executive - Investment Banking, Finance & Accountancy Recruitment Experts With A Difference,
Swissquant,
The Talent Recruiters B.v.,
Mondrian Delta,
National Bank Of Umm Al Qaiwain (P.s.c), Is Licensed By The Central Bank Of The Uae.
Alef Analytics's categories are Financial Services
Alef Analytics's founding year is 2021
