Chief Executive Officer and Head of Quant Research
Co-founder and former Chief Technology Officer at Numerix, Alexander Sokol launched CompatibL in 2003. Over the course of his 18-year career as a quant and risk technology executive, he built valuation and risk models used by over 350 banks and asset managers in 25 countries, including four of the five largest derivatives dealers. Alexander contributed to a number of important advances in risk management research, including general and systemic wrong-way risk and the local price of risk. He is a frequent speaker at risk management conferences and industry events and is the presenter of a popular training course on portfolio simulation. Alexander Sokol is the author of the book “Long-Term Portfolio Simulation - For XVA, Limits, Liquidity and Regulatory Capital”, published by RiskBooks in 2014. Alexander has a PhD in theoretical physics from the L. D. Landau Institute, and is the lead maintainer of ModVal.org, a free software library for model validation.