CompAlpha Analytics provides actionable and cutting edge analytics, research, risk management consulting and compliance services to companies in the banking and financial industry.
Our clients are hedge funds, funds of funds, asset managers, investment banks, retail and corporate banks, energy and commodity trading companies. We aim for simplicity and excellence in the quality of our services. We work to bring to our clients the best advances in the fields of financial modelling, econometrics, mathematical and statistical research, data management and storage and high-performance computing systems to help them manage and control their risks and improve their alpha generation processes.
The different parts of our service offer are:
| Risk System Audit, Implementation and Development: exposures, sensitivities, scenarios, stress tests, VaR, creditVaR, etc. aggregated across different dimensions and hierarchies. |
Risk and Pricing Model Validation | Stress Testing Framework Development | Quantitative Trading Strategies Audit | Compliance: external (Basel II, risk reporting, etc.) and internal (control procedures, etc). |
Research: anticipation of market direction and moves (including extreme moves); new methods and strategies to address issues related to model, systems and data limitations; high-performance computing systems. |