Innovate, Grow, Succeed: Unlock the value of your data and technology assets with ALP
We are a Data Engineering, Machine Learning and Computational Finance firm operating at the intersection of AI, Quantitative Science, and Financial Domain Expertise
Collective Team Track Record
Combined career experience of our senior team prior to founding ALP
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Projects delivered
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Number of leading financial institutions served
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Our team size
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Total collective experience at leading financial institutions
Services
Capability areas spanning data, computational finance, and strategic advisory
AI/ML & Data
Machine learning, data foundations, and the governance to run AI inside a regulated institution.
Quantitative & Risk
The financial and risk models institutions depend on, and the systems that price, hedge and run them.
Advisory & Assurance
Climate, value creation and technology diligence for investors and management teams.
Solutions
A sample of the analytics and AI tools our team has shipped
Markets & Treasury
FX Intelligence
GCC-native FX signal and structuring engine that turns market, text and client data into priced hedge recommendations and a client-ready term sheet.
Learn moreResearch Papers
View all research papersA Quantitative Framework for Incorporating ESG Factors in Insurance
Ashwani Roy, Dr Rui Qin, Dr Yingjie Wang · 2025-09-16
ESG has moved from reputation management into the centre of actuarial and financial modelling. For insurers it affects both sides of the balance sheet: assets, through stranded exposures, green bonds and credit risk adjustments, and liabilities, through climate-driven catastrophes, morbidity and litigation. Solvency II, IAIS climate supervision and TCFD all require ESG to be addressed, yet most implementations remain qualitative or scenario-based. This paper builds the mathematics to embed ESG directly into the models insurers already run.
Read paper (PDF)Framework for Estimating Stressed Sovereign PD Due to Transition Risk
Ashwani Roy, Dr Rui Qin · 2025-02-07
Climate transition risk reaches a bank through its borrowers, and for banks holding sovereign exposure it reaches them through the state as well. In a hydrocarbon-dependent economy a rising carbon price compresses the share of GDP that comes from hydrocarbons, which moves the debt-to-GDP ratio, the credit rating and in turn the probability of default. This paper sets out a framework linking carbon price paths to stressed sovereign PD, with worked results for three GCC economies.
Read paper (PDF)Assessment of Physical Risk from Flooding and its Financial Impact on Loans
Angel Lane Partners · 2024-08-01
Physical climate risk sits in a mortgage book unpriced: two identical properties are underwritten the same way whether or not one of them floods. This paper sets out a methodology running from the coordinates of a property through to the expected loss on the loan secured against it and works it through on a UAE flood case study.
Read paper (PDF)Some of our Clients
