About Alluve

Alluve develops and markets software solutions for assessing risks on the portfolios of financial derivatives. Our product, Alluve Market Simulator, uses Monte-Carlo simulation to calculate risk measures, such as value at risk (VaR) and exposure at default (EAD).


Cyril Schmidt

Cyril is a co-founder of Alluve. He is responsible for product development, support and consultancy services.

Prior to co-founding Alluve, Cyril was working as Senior quantitative risk analyst for ABN AMRO. Prior to ABN AMRO, Cyril worked as software developer for a number of companies, notably Lucent Technologies.

Cyril can be reached at cyril.schmidt@alluve.com

Maxim Golov

Maxim contributed his expertise to the development of Alluve MarketSimulator.