Innovate, Grow, Succeed:
Unlock the Power of Data with ALP
We specialize in leveraging data and technology to unlock new opportunities and drive value for our clients. With expertise in Financial Services, Data & AI, Digital Transformation, and Corporate Finance, ALP combines innovation with deep industry knowledge to empower businesses and deliver impactful results.



Your Partner in Analytics & Transformation Journey

We accelerate Data and AI adoption to positively impact people and organizations.

Data Strategy
Developing and implementing robust data strategies to enhance business intelligence, enabling strategic decision-making and optimise efficiency and performance
We focus on optimising the entire data cycle, from data acquisition and source assessment to architecture, governance and reporting.

Digital and AI Transformation
Driving innovation and competitive advantage by integrating advanced AI solutions across business operations.
Transition to an AI-driven operating model, focusing on process automation, predictive/real-time analytics, complex problem solving, and optimised operational costs

Computational Finance and Risk Technology
Apply cutting-edge computational techniques to solve complex financial problems and enhance quantitative decision-making.
Innovative risk technology solutions to manage financial risks effectively, optimizing risk-return profiles for financial entities.

IP Strategy & Valuation
Assessment of IP strategy and processes, including IP identification, documentation, and protection.
Maximizing value creation through meticulous IP valuation services, particularly tailored for tech startups and innovative companies.

Techno-Mathematical Due Diligence
Technology audits and due diligence exercises to evaluate IT systems, software, and other technological assets comprehensively, tailored for VCs, PE funds, and family offices to enable risk mitigation and enhance investment decisions
Assisting in the development and implementation of technological architectures, and advising with third-party platform integrations

ML-Driven Corporate Finance
We provide end-to-end financial advisory solutions encompassing M&A (buy and sell side), joint venture assessments, transaction support, debt restructuring, and fundraising.
ML-driven assessment to assist in the transaction cycle, initial strategy and due diligence, to valuation and closing/post-transaction oversight, ensuring optimal transaction structures and synergy realization.

ESG Services
Development of ESG Strategy and Frameworks, from double-materiality assessments, target/scope definitions, measuring ESG-related metrics, and reporting
Development or validation of ESG scorecards, to enhance parameter coverage, scoring methodology, data integrity, automation, and compliance
Early Warning Signal iEWS®
- Revolutionizing illiquid credit markets with AI-driven insights and risk assessment.
- Predictive analytics to navigate the complexities of illiquid securities effectively.
- Leverage EWS’s advanced algorithms for comprehensive, real-time credit and risk analysis.



Climate Risk Stress Testing GreenGuard®
- Employ advanced modeling to predict and mitigate the financial impacts of climate-related risks on asset valuations and creditworthiness.
- Utilize detailed climate scenarios to assess potential market shocks and their effects on loan portfolios under various environmental policies.
- Leverage cutting-edge data analytics to quantify carbon costs and translate these into tangible financial metrics, enhancing decision-making processes.
Report Generator
- Automation generation of research reports, performance analysis, and investment memos
- Leveraging machine learning techniques to streamline extraction, analysis, and presentation processes
- A secure and scalable platform for generating reports, improving research efficiency and quality

Knowledge Management Using Gen-AI
- An LLM-powered interface that allows users to query unstructured and unstructured data stored in files
- Natural language interaction through a chat-like interface
- Accurate and relevant responses to targeted queries without having to manually search through documents

Anomaly Detection and Reasoning
- Identification of anomalies and extreme movements in security prices and the reasoning (“or concepts”) behind them
- These concepts can also be overlayed for non-traded companies within a peer group operating in a similar regime
- Uses advanced mathematical models and algorithms that can be used by treasury, trading desks, and market risk managers
- Liquidity Risk Premium Consideration Explaining
- Market Movements and P&L Swings
- Setting and detecting price limit breaches


Credit Scorecard for Illiquid Companies
- Estimates credit ratings using our proprietary Scoring Model with advanced machine learning algorithms
- Incorporates both financial data (statements, accounting system integration, bank plugins etc) and alternative datasets (e.g., macroeconomic indicators, industry trends) to address the information gaps common in illiquid securities.
- Ability to continuously update PD estimates as new information becomes available, reflecting changes in the issuer’s financial health and market conditions.
- Credit Rating Calibration: Translates PD insights into granular credit ratings, benchmarking the results against internal and external reference points

Illiquid Asset Valuation
- Use of advanced machine-learning based techniques to value illiquid securities
- Valuation using a variety of methodologies, including discounted cash flow, comparable multiples, net asset value, and stochastic GBM
- Advanced dashboards, reporting and analytics, including sensitivity analysis and comparisons across methodologie

Physical Risk Assessment: Real Estate Construction
- Advanced assessment of risk of physical risks such as floods, and the potential financial impact on mortgage loans.
- Event-based Hazard Modelling to analyse acute events such as floods, droughts, and storms.
- Geo-Scaling: Automated mapping of latitude and longitude to identify real locations.
- Advanced analytics and dashboarding to provide a comprehensive view of physical risks, which can be used by mortgage lenders, surveyors, or real-estate lawyers

RADAR – The News AI
- News Collection: Gathers extensive news from publicly available sources to understand industry-wide news influence.
- Sentiment Extraction: Applied NLP using our own trained Large Language Model to gauge the sentiment of news articles.
- Summarization of positive and negative news over different time periods, allowing traders to quickly grasp recent trends and significant events without being overwhelmed by the amount of news.

ESG Scorecard and Report Generation
- Automated scoring of ESG parameters of a portfolio of companies
- Advanced analytics and dashboards
- Scalable and customizable parameters and scoring according to the requirements of Banks, Asset Managers, and other investors/lenders and regulators for evaluating ESG performance
Meet Our Senior Team
Snehanshu Chaudhary
Snehanshu is an industry veteran with over 20 years of management experience in diverse financial services institutions like FAB, HSBC, ENBD in the Middle East and ICICI Bank and SBI in India. He is a corporate banker, with experience in managing companies from mid-cap segment to large multi-nationals and government related institutions.
He was the Head of Corporate Banking for Sharjah and the Northern Emirates at FGB and prior to that, the Head of MNC Coverage at the same bank.
During his advisory career, he has advised Private Equity companies. Banks and Corporates on a variety of assignments related to buy and sell side M&A, debt raises, equity raises, trade finance, debt restructuring, corporate structure, regulatory compliance etc.
- Debt Transactions – US $3Bn
- Project/Construction/Trade Finance – US $6Bn
- PE/LBO/Acquisition Finance – US $200Mn
Dr Arpad Borock
Arpad is a detail-oriented and highly analytical leader with more than 20 years of experience in global risk management and Treasury.
He has served as the Group Head of Market Risk at Qatar National Bank for 5 years, where he:
- Spearheaded and implemented streams of entire QNB Group LIBOR transition programme, overseeing benchmark contributions (19 countries, $300B balance sheet).
- Proposed financial recommendations to senior management and board members on risk profiles, risk strategy appetite, as well as capital and liquidity management based on current and prospective macroeconomic and financial environment.
- Maintained oversight of regulatory risk communication aspects for all Basel III related issues and requirements via communication with all jurisdictions.
- Developed insights into critical risk information and relevant impact on bank’s model.
He has also served as the Regional Head of ALM Treasury Business Management at BNP Paribas for close to 11 years, where he:
- Planned and rolled out regional financial activities related to ALM and treasury activities in Poland, Russia, Ukraine, Bulgaria, Hungary, Romania, Croatia, and Czech Republic.
- Served as key member of ALCO and crisis committee within Russia and Ukraine.
- Owned financial control over end-to-end IRRBB, FTP, intragroup / cross-border pricing and liquidity grid framework, calculations, and models.
- Directed balance sheet and funding activities for various covered sites, such as bond issuance, prudential liquidity management, structural ALM management, fair value and cash flow hedge strategies (micro and macro hedge), and funding strategy.
Ashwani Roy
Ashwani Roy has over 15 years as a Risk Architect, Data Analytics Leader and AI and Quantitative Finance. He led led the development of real-time market risk engine (Simpliciti), credit correlation desk risk system (MARS) and rates and exotic pricing and booking system (eDealer) at Citi and risk systems at BnPP and Lloyds Banking Group.
At Citi, he was a Lead Engineer, Product Manager and Technical Architect of derivative pricing system for Citi FX and Rates technology as well as the lead architect of Credit Correlation Trading Desk risk system which allowed Citi Credit trading desk to better manage its exposure.
While at Microsoft, he worked with SQL Server and C# Product teams delivering solutions around optimized data loading adapters to achieve higher performance and worked with Business Intelligence Center of excellence on research topics mainly in data quality space.
He has also built up a Financial Service Practice at Math Labs Research Ltd, an AI start-up that focuses on esoteric problems in finance, reg tech, insure tech, risk management by applying research-led AI and financial mathematics.
Ashwani has an extensive experience with structured finance, capital optimization, FX, rates, and inflation and hybrid solutions, regulatory capital calculation and has also built models to price Fixed-Income Derivatives, Asset-Backed Securities (ABS), Collateralized Debt Obligations (CDO), and Synthetic Collateralized Debt Obligations (CSO).
He has worked on Natural Language Processing based system, for early warning signals and topic modelling for Fixed Income Portfolio analysis and SME credit sponsored by a Tier 1 Bank.
On the Quant & Structuring side, he has executed various transactions for UK Insurance and Pensions and European Bank Regulatory Capital Optimization Solutions including rates and equity portfolio hedging, ViF Monetization, Spread Risk Heading, Lapse Risk, Matching Adjustment eligible portfolio, ALM Analysis and Duration matching, RWA and LRC optimization. He also developed Interest Rates and Inflation linked RAB (Regulated Asset base) model for Power and Utility Corporates in Western Europe to produce risk analysis and hedge optimization.
Ashwani is currently working on building a Prototype Machine Learning and Blockchain based Pricing and Trading Platform for Illiquid Credit Investments and in discussions with Credit Hedge funds and Illiquid Credit investors to secure funding.
Sharad Gupta
Sharad is a career banker, with over two decades in banking, majority of which were spent at CitiBank NA in Credit, Coverage and Leadership functions. In his most recent assignment at Citi, Sharad was the Corporate and Investment Banking Head for Abu Dhabi and Levant region at Citi, having held similar positions for Bahrain and KSA and prior to that, for Dubai. He was also ‘Senior Credit officer’ at Citi.
Sharad started his career with an affiliate of Moody’s Investor Services in India as a Senior Ratings Analyst for FIIs. He has also worked within the Corporate Finance function at Standard Chartered Bank in the region.
Debt Capital Markets
- 20 Debt Issuances
- US $28Bn
- Debt raise for organizations like:
- Governments of Abu Dhabi, Dubai and Jordan
- DEWA, TAQA, SABIC, JAFZA and DP world
- Emirates Airlines, Bahrain Telecom and Mubadala GE capital
Syndicated Loans
- 16 Syndications
- US $23Bn
- Syndications for entities like:
- Dubai Govt. ,Borse Dubai and Mubadala development
- SEENAT, DEWA, TAQA, SABIC, JAFZA and DP world
- Etihad Airways, Port and free zone world and Emirates steel
Other Loan Financing
- 3 Deals – US $3Bn
Debt Restructuring
- 4 Restructurings – US $3.5Bn
Meet Our Senior Team
Ashwani Roy
Ashwani Roy has over 15 years as a Risk Architect, Data Analytics Leader and AI and Quantitative Finance. He led led the development of real-time market risk engine (Simpliciti), credit correlation desk risk system (MARS) and rates and exotic pricing and booking system (eDealer) at Citi and risk systems at BnPP and Lloyds Banking Group.
At Citi, he was a Lead Engineer, Product Manager and Technical Architect of derivative pricing system for Citi FX and Rates technology as well as the lead architect of Credit Correlation Trading Desk risk system which allowed Citi Credit trading desk to better manage its exposure.
While at Microsoft, he worked with SQL Server and C# Product teams delivering solutions around optimized data loading adapters to achieve higher performance and worked with Business Intelligence Center of excellence on research topics mainly in data quality space.
He has also built up a Financial Service Practice at Math Labs Research Ltd, an AI start-up that focuses on esoteric problems in finance, reg tech, insure tech, risk management by applying research-led AI and financial mathematics.
Ashwani has an extensive experience with structured finance, capital optimization, FX, rates, and inflation and hybrid solutions, regulatory capital calculation and has also built models to price Fixed-Income Derivatives, Asset-Backed Securities (ABS), Collateralized Debt Obligations (CDO), and Synthetic Collateralized Debt Obligations (CSO).
He has worked on Natural Language Processing based system, for early warning signals and topic modelling for Fixed Income Portfolio analysis and SME credit sponsored by a Tier 1 Bank.
On the Quant & Structuring side, he has executed various transactions for UK Insurance and Pensions and European Bank Regulatory Capital Optimization Solutions including rates and equity portfolio hedging, ViF Monetization, Spread Risk Heading, Lapse Risk, Matching Adjustment eligible portfolio, ALM Analysis and Duration matching, RWA and LRC optimization. He also developed Interest Rates and Inflation linked RAB (Regulated Asset base) model for Power and Utility Corporates in Western Europe to produce risk analysis and hedge optimization.
Ashwani is currently working on building a Prototype Machine Learning and Blockchain based Pricing and Trading Platform for Illiquid Credit Investments and in discussions with Credit Hedge funds and Illiquid Credit investors to secure funding.
- Phone:+1 (859) 254-6589
- Email:info@example.com
Sharad Gupta
Sharad is a career banker, with over two decades in banking, majority of which were spent at CitiBank NA in Credit, Coverage and Leadership functions. In his most recent assignment at Citi, Sharad was the Corporate and Investment Banking Head for Abu Dhabi and Levant region at Citi, having held similar positions for Bahrain and KSA and prior to that, for Dubai. He was also ‘Senior Credit officer’ at Citi.
Sharad started his career with an affiliate of Moody’s Investor Services in India as a Senior Ratings Analyst for FIIs. He has also worked within the Corporate Finance function at Standard Chartered Bank in the region.
Debt Capital Markets
- 20 Debt Issuances
- US $28Bn
- Debt raise for organizations like:
- Governments of Abu Dhabi, Dubai and Jordan
- DEWA, TAQA, SABIC, JAFZA and DP world
- Emirates Airlines, Bahrain Telecom and Mubadala GE capital
Syndicated Loans
- 16 Syndications
- US $23Bn
- Syndications for entities like:
- Dubai Govt. ,Borse Dubai and Mubadala development
- SEENAT, DEWA, TAQA, SABIC, JAFZA and DP world
- Etihad Airways, Port and free zone world and Emirates steel
Other Loan Financing
- 3 Deals – US $3Bn
Debt Restructuring
- 4 Restructurings – US $3.5Bn
- Phone:+1 (859) 254-6589
- Email:info@example.com
Meet Our Subject matter expert
Snehanshu Chaudhary
Snehanshu is an industry veteran with over 20 years of management experience in diverse financial services institutions like FAB, HSBC, ENBD in the Middle East and ICICI Bank and SBI in India. He is a corporate banker, with experience in managing companies from mid-cap segment to large multi-nationals and government related institutions.
He was the Head of Corporate Banking for Sharjah and the Northern Emirates at FGB and prior to that, the Head of MNC Coverage at the same bank.
During his advisory career, he has advised Private Equity companies. Banks and Corporates on a variety of assignments related to buy and sell side M&A, debt raises, equity raises, trade finance, debt restructuring, corporate structure, regulatory compliance etc.
- Debt Transactions – US $3Bn
- Project/Construction/Trade Finance – US $6Bn
- PE/LBO/Acquisition Finance – US $200Mn
- Phone:+1 (859) 254-6589
- Email:info@example.com
Dr Arpad Borock
Arpad is a detail-oriented and highly analytical leader with more than 20 years of experience in global risk management and Treasury.
He has served as the Group Head of Market Risk at Qatar National Bank for 5 years, where he:
- Spearheaded and implemented streams of entire QNB Group LIBOR transition programme, overseeing benchmark contributions (19 countries, $300B balance sheet).
- Proposed financial recommendations to senior management and board members on risk profiles, risk strategy appetite, as well as capital and liquidity management based on current and prospective macroeconomic and financial environment.
- Maintained oversight of regulatory risk communication aspects for all Basel III related issues and requirements via communication with all jurisdictions.
- Developed insights into critical risk information and relevant impact on bank’s model.
He has also served as the Regional Head of ALM Treasury Business Management at BNP Paribas for close to 11 years, where he:
- Planned and rolled out regional financial activities related to ALM and treasury activities in Poland, Russia, Ukraine, Bulgaria, Hungary, Romania, Croatia, and Czech Republic.
- Served as key member of ALCO and crisis committee within Russia and Ukraine.
- Owned financial control over end-to-end IRRBB, FTP, intragroup / cross-border pricing and liquidity grid framework, calculations, and models.
- Directed balance sheet and funding activities for various covered sites, such as bond issuance, prudential liquidity management, structural ALM management, fair value and cash flow hedge strategies (micro and macro hedge), and funding strategy.
- Phone:+1 (859) 254-6589
- Email:info@example.com
Client cases
We translate client challenges into tangible results through the entire value chain of enterprises.
We Are Present In

Present in
UAE KSA UK
30+
employees
100+
projects executed
Research Papers
We are data, AI and digital experts sharing our insights and thought leadership content.
Research Papers
We are data, AI and digital experts sharing our insights and thought leadership content.

Transition Risk Models for Loan Portfolio Stress Testing with Respect to Climate Scenarios

Bridging Diffusing-Diffusivity and Stochastic Volatility: Insights from Physics to Finance

Assessment of Physical Risk Due to Flood in UAE and Financial Impact on Loans
Key Clients and Partnerships
Our Partners







Key Clients





















