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Alex Canavezes

Managing Director, Quant Analytics, London, UK
Alex CanavezesAlex Canavezes

Alex Canavezes is the managing director and founder of Quant Analytics, a consultancy firm that offers financial solutions ranging from risk management to derivatives modeling and litigation advisory. Before that, he was a structurer with the corporate solutions team of BNP Paribas and an associate of the insurance and pensions solutions group of Dresdner Kleinwort in London. His expertise includes pricing complex structured products encompassing all asset classes; asset–liability modeling of large pension funds; design, pricing, and marketing of variable annuity guarantees for insurance and reinsurance companies; optimization of debt composition for corporations after a merger or acquisition; and advising investment banks undergoing litigation. Canavezes holds a PhD in astrophysics from Imperial College, London, and a certificate of advanced study in mathematics from the University of Cambridge.

Articles by this Author

  • Stress-Testing in Asset and Liability Management: A Coherent Approach
    by Alex Canavezes, Mario Schlener
    In light of recent extreme events, such as the collapse of Lehman Brothers in 2008, both the financial services industry and its regulators have keenly felt the need to complement traditional percentile-based risk management tools (such as value-at-risk (VaR) or economic capital) with stress tests and scenario analyses.Following the logic of Dermine (2003), asset and liability management (ALM) can be interpreted as the main management tool for...

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