Numerix Partners with Leading Quantitative Researcher, Alan De Genaro of Riscométrica

Enhancing Local Client Support in Brazil

Numerix, the leader in risk technology, has announced a new partnership with Alan De Genaro, Managing Partner at Riscométrica, a consulting firm specializing in risk management and quantitative models for the Brazilian financial industry. Riscométrica, and De Genaro, will support Numerix on various advanced analytics projects and client implementations throughout Brazil, with special focus on Numerix’s CrossAsset analytics product suite including the CrossAsset XL and the CrossAsset Python SDK.

The Brazilian financial market is quite unique as compared to other global financial centers, both in onshore and offshore markets,” said Steve O’Hanlon, CEO of Numerix. “As broad coverage of Brazilian financial instruments and local market expertise are the core strengths Numerix brings to the region, we’re proud to announce our partnership with Alan and Riscométrica in order to provide even greater support to our rapidly growing user community in the country.”

Alan De Genaro, Managing Partner for Riscométrica adds, “The Numerix CrossAsset analytics library provides me with the ability to price and calculate risk for a wide range of financial instruments, including complex derivatives and all valuation adjustments collectively known as XVA (credit, funding and capital).  The flexibility of the tool enables me to move rapidly and customize the structuring and pricing of even the most bespoke deal types for clients.”

Alan De Genaro, is also an associate-professor in finance at the leading Management school in Brazil (FGV EAESP) and prior to his experience at Riscométrica De Genaro spent two years with CETIP as Head of Risk and Collateral Management and 13 years with BM&F BOVESPA where he held different roles, such as Head of Asset Pricing and Statistical Risk Modeling.  De Genaro was a visiting scholar at Courant Institute – NYU and received a PhD in Statistics from University of Sao Paulo. Notable research has been published with The Journal of Financial Economics, The Journal of Banking and Finance, Statistical Papers, Intl Journal of Theoretical and Applied Finance, and The Journal of International Money and Finance amongst others.

About Numerix
Numerix is the leading provider of innovative capital markets technology solutions and real-time intelligence applications for trading and risk management. Committed to out-of-the box thinking, the exploration and adoption of latest technologies, Numerix is dedicated to driving a more open, fintech oriented, digital financial services market. Built upon a 20+ year analytical foundation of deep practical knowledge, experience and IT understanding, Numerix is uniquely positioned in the financial services ecosystem to help its users reimagine operations, modernize business processes and capture profitability. For more about Numerix: http://www.numerix.com/