Alef Analytics' engagements are led by experienced professionals with deep quantitative finance and industry expertise, ensuring strong alignment between business objectives, regulatory constraints, and technical implementation.
Quantitative analysis and model validation
Design, develop, document and validate pricing and risk models.
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Quantitative analysis of financial instruments
- Development of pricing and risk models.
- Analysis of pricing models and methods.
- Review of the input market data.
- Analysis of market, liquidity and counterparty credit risk.
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Conduct independent validation of in-house and vendor pricing and risk models.
- Assessment of conceptual soundness, fitness for purpose, and alignment with the regulation and market practice.
- Identification of model assumptions and limitations.
- Model validation reports and remediation actions.
- Outcome testing, including benchmarking and independent replication.
- Model validation reports and remediation actions.
Bespoke solutions development
Build tailor-made solutions to address specific quantitative analysis needs, from pricing to risk and model validation,
focusing on robustness, reusability, and maintainability.
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Development of new libraries and tools in Python.
- Modular, extensible, and easy to review by audit teams and regulators.
- Full functional and technical documentation.
- Integration into the client's existing infrastructure.
- Organization of workshops and training sessions for a smooth handover.
- Continued support.
- Extension of existing client solutions.
- Support client development projects.
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Configuration in vendor systems to fulfill the client requirements, such as:
- Market data assignment.
- Models selection, parametrization and calibration.
Advisory on vendor systems
End-to-end advisory and delivery support to ensure that the business, technical, and regulatory requirements
are met.
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Support during vendor selection process.
- Business requirements definition.
- Assistance during requests for proposal (RFP) preparation, evaluation, and vendor comparison.
- Proof of concept projects for system capability assessment and gap analysis.
- Support during the design and build and testing phases.
- Scoping questionnaire, design document, etc.
- Deep subject-matter expertise in pricing and risk models to support design decisions, implementation, and UAT.
- Validation that requirements are met during deliveries.
Training
Targeted training programs designed to strengthen quantitative expertise and ensure effective use
of vendor systems.
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Quantitative finance training
- Core theoretical foundations of derivatives pricing and risk modelling.
- Practical applications with real-world use cases.
- High-quality training material tailored to the audience.
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Murex MX.3 system training
- Functional and technical overview of the MX.3 platform and its architecture.
- Training on pricing, risk, and XVA modules.
- Hands-on sessions covering configuration, usage, and best practices in a production context.