Alexander Sokol
About Alexander Sokol
Alexander Sokol is the Executive Chairman and founder of CompatibL, known for his contributions to financial risk management, including innovations in counterparty credit risk and settlement risk models.
Alexander Sokol Executive Chairman
Alexander Sokol is the Executive Chairman of CompatibL, a role that encompasses overseeing the strategic direction of the company. With extensive experience in the financial technology industry, Sokol brings a wealth of knowledge and expertise. His leadership focuses on driving the development of innovative solutions in risk management and numerical methods for financial institutions.
Numerix Founder and CTO
Before founding CompatibL, Alexander Sokol co-founded Numerix and served as its Chief Technology Officer (CTO). At Numerix, he played a critical role in developing advanced analytical software for the finance industry. His contributions significantly impacted the fields of risk management and financial modeling, establishing Numerix as a key player in the market.
2018 Risk Quant of the Year
In 2018, Alexander Sokol received the prestigious Risk Quant of the Year award. This accolade recognizes his outstanding contributions to the field of quantitative finance. Sokol's work has been influential in advancing risk management practices, particularly through his development of innovative models and numerical methods.
Author of 'Long-Term Portfolio Simulation'
Alexander Sokol authored the book 'Long-Term Portfolio Simulation,' which focuses on counterparty credit risk and limit models. This publication showcases his in-depth understanding of risk management in the financial sector and offers valuable insights for practitioners and researchers alike.
Research on Autoencoder Market Models for Interest Rates
Alexander Sokol has published research on Autoencoder Market Models for Interest Rates. This work highlights his expertise in applying machine learning techniques to financial modeling. His research addresses the complexities of interest rate modeling, contributing to the development of more accurate and efficient financial models.
Co-Authored Papers on Systemic Wrong-Way Risk
In addition to his other contributions, Alexander Sokol co-authored papers on systemic wrong-way risk and joint measure models. These papers explore the interdependencies and risks that arise in a financial system, offering new perspectives and methods for managing such risks. Sokol's work in this area underscores his commitment to advancing the understanding of financial risk dynamics.