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Autoencoder Market Models Paper: Now Available on SSRN
Alexander Sokol’s working paper “Autoencoder Market Models for Interest Rates” has been published on SSRN. Click the button below to get the full version of the paper and learn more about the new type of interest rate models based on machine learning.

Join CompatibL at Risk Live Europe 2024, one of the world’s biggest conferences for risk management professionals, organized by Risk.net. The two-day event will take place at the Convene Sancroft, St. Paul’s, London, UK, on June 18 and 19, 2024. This year’s conference will cover the topics of Risk Management, OP risk, Investment Risk, ESG […]

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We are proud to announce our win in the Best New Technology Introduced over the Last 12 Months (AI & Machine Learning) category at American Financial Technology Awards 2023.

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Join CompatibL at Quant Summit Europe 2023 and experience a day of insightful conversations and learning with leaders in quantitative finance.

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Cloud Adoption Special Report
Cloud Adoption Special Report
Check out CompatibL’s Cloud Adoption and Risk Report for a detailed overview of cloud adoption trends in financial services, AWS and Azure cloud adoption strategies, and barriers in migrating risk software to the cloud.
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QuantMinds International 2023: A Recap

The debut of the hackathon, coupled with insightful AI-themed presentations by globally recognized speakers, as well as practical workshops, contributed to the resounding success of the world’s largest quant finance event, QuantMinds International 2023.

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Join CompatibL for a Hackathon at QuantMinds International 2023

Register for the QuantMinds Hackathon, organized in partnership with CompatibL, to showcase your coding and prompt engineering skills with AI and win valuable prizes.

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Meet CompatibL at the 19th Quantitative Finance Conference by WBS

We are excited to announce that CompatibL will sponsor and participate in the 19th Quantitative Finance Conference in Valencia, Spain, in September 2023.

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CompatibL Wins a Best Sell-Side Newcomer Product Award

We are extremely proud to announce that CompatibL has won the Best Sell-Side Newcomer Product (Trading, Pricing, and Analytics) category at WatersTechnology’s Sell-Side Technology Awards 2023.

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Join CompatibL at the 2nd Quantitative Finance Conference Spring Edition

Join us at the 2nd Quantitative Finance Conference Spring Edition, an in-person event in London for quant finance and risk management professionals, hosted by World Business Strategies (WBS).

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Quantitative Finance Days with CompatibL and d-fine

Join us for Quantitative Finance Days, an informative and engaging event by CompatibL and d-fine where you will gain valuable knowledge and insights to help you stay ahead in the rapidly evolving quantitative finance industry.

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Machine Learning for Risk Management

In our new podcast with Financial Technologies Forum (FTF), Alexander Sokol, CompatibL’s founder and head of quant research, discusses how machine learning is enhancing trading and risk models.

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CompatibL to Present at Oepfelbaum & Friends

We are delighted to announce that CompatibL will participate in Oepfelbaum & Friends, taking place on April 13, 2023, in Zurich. The event will cover machine learning applications in trading and risk.

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CompatibL Wins at the 2023 Risk Markets Technology Awards

CompatibL has achieved a major success at Risk Markets Technology Awards 2023, taking home an award in the category of Best Modelling Innovation for Autoencoder Market Models.

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CompatibL Completes SOC 2 Type 2 Certification

CompatibL has completed the Service Organization Controls (SOC) 2 Type 2 audit, confirming the company’s ongoing commitment to the most rigorous security, availability, integrity, confidentiality, and privacy standards, as established by the American Institute of Certified Public Accountants (AICPA).

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CompatibL Wins at the American Financial Technology Awards 2022

We are extremely proud to announce that CompatibL has won at the American Financial Technology Awards 2022 in the Most Innovative Third-Party Technology Vendor (AI & Machine Learning) category.

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CompatibL at QuantMinds International 2022

This November, CompatibL sponsored and participated in QuantMinds International 2022, a major conference showcasing the latest advances in quantitative finance. This is a recap of the event.

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Meet CompatibL at QuantMinds International and RiskMinds International 2022

We are excited to announce that CompatibL will sponsor and participate in QuantMinds International and RiskMinds International 2022 in Barcelona, Spain.

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A Fireside Chat about Machine Learning Models with Alexander Sokol

Alexander Sokol, Founder and Executive Chairman of CompatibL, discusses the limitations of traditional pricing and risk models for interest rate derivatives and talks about how these models can be improved with machine learning.

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Demand for machine learning models is rising across the board in capital markets. But how can businesses increase the likelihood that these models will be approved, both internally and by the relevant authorities?

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Free Course: Enterprise Software Development in Python

Join our free online course and learn enterprise software development best practices for Python programming, using microservices and popular frameworks.

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CompatibL to Attend Quant Summit Europe 2022

CompatibL is proud to sponsor and participate in Quant Summit Europe 2022, one of the leading annual risk management events, which is taking place at Convene, 22 Bishopsgate, London, on July 5.

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Workshop: Machine Learning Models for Interest Rates | CompatibL

Join us on June 7 and June 8 for a two-day online workshop on Machine Learning Models for Interest Rates by CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, in association with WBS Training.

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Winner’s Podcast: Markets Technology Awards 2022

Alexander Sokol sat down with Risk.net’s Zoi Fletcher to talk about CompatibL’s market generator models—a machine learning technology that recently won in the Best Modelling Innovation category at the Markets Technology Awards 2022.

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CompatibL has won the Best Risk Management Platform Award at the 2022 Fintech Breakthrough Awards

CompatibL is proud to announce that its risk cloud platform has been recognized for Risk Management Innovation and honored with the Best Risk Management Platform Award at the 2022 Fintech Breakthrough Awards.

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CompatibL’s Olga Orekhvo Wins at Women in Technology & Data Awards 2022

Olga Orekhvo, CompatibL’s Chief Operating Officer, has been named Vendor Professional of the Year for Business Development at WatersTechnology’s Women in Technology & Data Awards 2022.

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CompatibL Wins Prestigious Risk Markets Technology Awards 2022

We are proud to announce that CompatibL’s machine learning powered market generator models have won the Best Modeling Innovation category at the Risk.net 2022 Risk Markets Technology Awards.

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CompatibL Wins Best New Technology Award at American Financial Technology Awards 2021

CompatibL’s newly introduced machine learning-based market generator was selected as the winner in the “Best New Technology Introduced Over the Last 12 Months—Trading & Risk” category at the 2021 WatersTechnology American Financial Technology Awards (AFTAs).

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CompatibL at RiskMinds International 2021 and QuantMinds International 2021

We are proud to announce that CompatibL will sponsor and participate in RiskMinds International and QuantMinds International, the world’s leading quantitative finance events, which this year are taking place on December 6–9 at the Hotel Arts in Barcelona, Spain.

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CompatibL to Sponsor and Participate in the 17th Quantitative Finance Conference

We are excited to announce that CompatibL will sponsor and participate in the 17th Quantitative Finance Conference Online organized by WBS. At the conference, Alexander Sokol, CompatibL’s Executive Chairman, will present his new research on the “Variational Encoder-Decoder Models for the Interest Rates” and host a pre-conference workshop: “Machine Learning Models for the Interest Rates.”

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Recent Trends in Quantitative Risk Management by CompatibL and d-fine

Leaders in quantitative financial risk management CompatibL and d-fine invite you to an online seminar on “Recent Trends in Quantitative Risk Management” on October 28, 2021. The seminar will cover new machine learning methods for managing counterparty credit risk and best practices of moving quant solutions to the cloud infrastructure.

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Good news! If you missed our latest webinar, on Machine Learning Models for Interest Rates and Credit, the full recording and presentation slides are now available to everyone online.

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CompatibL Gets SOC Certification

CompatibL has completed a SOC 2 Type 1 audit, confirming the company’s ongoing commitment to protect its clients’ data.

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WBS-CompatibL Webinar

CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, will host a webinar on “Machine Learning Models for Interest Rates and Credit” on July 7, 2021.

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CompatibL at Risk Live 2021

Alexander Sokol, CompatibL’s Executive Chairman and Head of Quant Research, and Alexei Kondratyev of Imperial College will present a new paradigm for risk, at Risk Live 2021 on Friday, June 11 12:00 EDT (04:00 GMT). The paradigm is based on a concept where model selection and calibration are replaced by learning from all available data instead of using certain predefined notions.

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CompatibL Cloud receives top honors for the Best Cloud Native Computing Initiative as industry experts pick the winners of the FTF News Technology Innovation Awards for 2021.

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CompatibL Shortlisted for Waters Rankings

CompatibL has been shortlisted for the Waters Rankings 2021 Award in three categories: Best Credit Risk Solution Provider, Best Market Risk Solution Provider, and Best Cloud-Based Application Provider. The voting will end at midnight on Friday, June 11, 2021.

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CompatibL and d-fine

CompatibL, a market and credit risk company, and d-fine, a European consulting firm, announce partnership to provide new risk management tools for banking and finance.

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Alexander Sokol Speaks at the Quantitative Finance Conference Spring Edition

CompatibL is excited to announce that its Executive Chairman, Alexander Sokol, will give a presentation on market generators—machine learning algorithms for generating realistic samples of market data—at the Quantitative Finance Conference Spring Edition, which will take place online from March 22 through March 30, 2021. He will also moderate a machine learning panel and host a post-conference workshop on practical machine learning.

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We are proud to announce that CompatibL Cloud has been chosen as the winner of bobsguide’s Best Cloud Platform Award for 2020.

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The Risk Live 2020 festival took place on November 9–13 as a virtual event with more than 800 registered attendees and 52 expert speakers. At the event, CompatibL’s Head of Quant Research, Alexander Sokol, and Standard Chartered Bank’s Head of Data Analytics, Alexei Kondratyev, had the pleasure of presenting a brand new machine learning approach to market generators for long risk horizons.

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Alexander Sokol, CompatibL’s Executive Chairman and Head of Quant Research, and Alexei Kondratyev of Standard Chartered Bank will discuss the future of quantitative finance, focusing on the use of machine learning for long risk horizons in market generator models, on Friday November 13, 2020.

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CompatibL is excited to announce that its esteemed Executive Chairman, Alexander Sokol, will be giving a speech at this year’s WBS Quantitative Finance Conference on Monday November 16, 2020. He will also chair a machine learning panel on Friday November 20 and host an FRTB workshop on Monday November 23 and Tuesday November 24.

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CompatibL joins Bonds without Borders, its technology partner and software vendor, to visit FinTech Abu Dhabi.

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CompatibL attends Risk South Africa 2019 as the key sponsor to be part of the trends and stay ahead of the global curve.

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The CompatibL team is excited to share the highlights of Risk Live 2019, the biggest event for quants and developers.

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The CompatibL team is excited to participate at Risk Live 2019, taking place in London. The event will bring together the leading quants and developers in risk management and risk transfer markets to share the latest insights on topics from Libor reform to machine learning and AI.

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For his input into revealing hidden settlement risks, Alexander Sokol is named Quant of the Year at the 2018 Risk Awards.

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Quant Summit Europe 2017 showcases the latest techniques and tools and discusses the most challenging regulatory topics.

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