Quantitative finance 


Our Consultant have decades of experience in quantitative finance working for top tier Investment banks, hedge funds and insurance companies and asset management. 

We have experience in different areas of quantitative finance:


         Derivatives pricing and risk managment.


         Quantitative risk analysis , Value at Risk. 


         Porfolio optimisation for asset mangement.


         Backtesting methodologies and trading strategies.


         Actuarial quantitative finance.


We are in the quantitative finance business for decades, whatever your problem is we are able to find a quantiative solution.

Technolgy and Software development


Our team can provide you greatest technology

framework suitable for your need. We have experience in:


         Data science and artificial intelligence.


         Risk management and financial pricing tools.


Our technologist have experience in C++, Java, C# and Python programming language and can provide you a modern tool for risk management or other queries in quantitative finance.


Quantitive Research

Derivatives and structured products


We provide you risk managment tools for pricing and risk management for single or portfolio level derivatives.


We also consult with the risk associated with the portflio and suggest quantitative hedges.


Quantitative Risk Management


We provide our clients modern tools for calculation of risk management framework. 


We are expert in Value at Risk , Contingent tail risk and expected short fall calculation.


Insurance products


Our consultant have years of experience in pricing and risk management of insurance products for top tier investment banks and reinsurance firms.




We provide cutting edge tools in R language and excel for analysis of market over the history. Our backtesting tools have been used by many traders in investment banks.


Quantitative Portfolio Management


We develop the latest quantitative tools for portfolio managers. 


Some examples are:


         Modern portfolio optimization methodology


         Development of a risk management frame work based          on Value At Risk (VaR).


         Quantitative risk analysis on the asset level or portfolio          level.


         Privision of Quantitative solution for reducing the                  portfolio risk by optimal derivative hedges.



Reducing porfolio risk via derivatives


An investment portfolio even well diversified may have high long term or short term tail risk. Options and derivatives provide a cost effective way of reducing the risk of a portfolio. 


Options like calls, puts for the Equity market or swaptions, floors, caps on the fixed income market are inexpensive hedges.


+44 (0) 20 7262 5690

Alpha Quants | Quantitative Finance and Software Development

Copyright 2016 Alpha Quants . Alpha Quants Limited is a company registered in England and Wales company number 09395881. 

Registery address 115 Hampstead Road, London NW1 3EE. Copyright Alpha Quants limited All rights reserved.