Directors and Team

BSc, PhD (Brunel)
Technical Director

Dr Lucas has extensive knowledge of Mathematical Optimization and Software Tools for (algebraic) Optimization Modelling. He is also a subject expert in the domains of Stochastic Optimization, Asset and Liability Management (ALM) and Risk Analytics. He has executed many industrial projects on behalf of the company; these include US Coast Guard Cutter Scheduling, ALM project for Insight Investment, Natural Oil Buying (trading) policy for Unilever amongst others. Dr Lucas is one of the lead faculty of the Optimization / and Stochastic Optimization training course of OptiRisk Systems. He has many journal publications and has held an academic position at CARISMA, Brunel University, London.

Consultant and Associate Researcher

Christina Erlwein-Sayer is a consultant and associate researcher at OptiRisk Systems. Her research interests lie in financial analytics, portfolio optimisation and risk management with sentiment analysis, involving time series modelling and machine learning techniques. She holds a professorship in Financial Mathematics and Statistics at HTW University of Applied Sciences, Berlin. She completed her PhD in Mathematics at Brunel University, London in 2008. She was then a researcher and consultant in the Financial Mathematics Department at Fraunhofer ITWM, Kaiserslautern, Germany. Between 2015 and 2018, prior to joining HTW Berlin in 2019, she was a full-time senior quantitative analyst and researcher at OptiRisk Systems, London, UK. She teaches modules on statistics, machine learning and financial mathematics and is part of the CSAF faculty. Christina is an experienced presenter at conferences and workshops: amongst others, she presented at workshops in London, IIM Calcutta in Kolkata and Mumbai and in Washington to World Bank.

Chief Business Development Officer

Shrey is a Computer Science graduate of Amity University; he has subsequently worked with Hindustan Times in the area of Customer Marketing. He joined UNICOM (Marketing Arm of OptiRisk) in 2015 and managed the Sales and Marketing Back Office in Kolkata/India. Over last 8 years he has gained a rich experience of working in IT, Media, Conferences and Training industries. Recently Shrey has joined OptiRisk Systems as the Chief Business Development Officer to take charge of Sales and Marketing. Shrey is outspoken and ambitious, driven by work and thrives on challenges.

Senior Associate (Consultant)

Dr Porrino has a bachelor’s degree in Electronics Engineering from Politecnico di Torino University and a PhD in Industrial Quality Controls from Brunel University. Dr. Porrino published his first scientific paper in an international journal while still an undergraduate and was consequently offered a full scholarship to continue his research as a PhD student, sponsored by the Belgian research centre OCAS. After entering the world of Finance as a Back-Office programmer for Merrill Lynch, Dr. Porrino was quickly promoted to Front-Desk analyst, bridging the gap between Complex FX Options traders and Quantitative Analysts. At a later stage of his career when working for Standard Chartered Bank, Dr. Porrino was in charge of developing their Algorithmic Trading and Auto-Hedging strategies. After leaving the world of Corporate Finance to pursue his own projects, Dr Porrino founded the software company Spirto OÜ which completed a number of NLP research projects in collaboration with Harvard University. In 2021 Dr. Porrino co-founded the Alt-Data provider TMI Data Science, of which he is the CTO. Since May 2021, he has joined the OptiRisk team as an Associate (Consultant).

BSc, Mathematics, MSc, Applied Statistics and Optimization (University of Bucharest) PhD (Brunel University, London)
Consultant and Research Associate

After completing her PhD under late Professor Darby-Dowman and Professor Mitra, Dr Roman joined OptiRisk Systems as a software developer. She had designed the scenario-generator library which was used inSPInEthe first version of the SP Tool developed by OptiRisk Systems. Together with Professor Mitra she has written a few seminal papers on the topic of portfolio construction with downside risk control in general and use of Second Order Stochastic Dominance (SSD) in particular. Dr Roman is a faculty member of CARISMA, and a lecturer in the department of Mathematical Sciences at Brunel University.Dr Roman is Fluent in Romanian (Native language) and in English.

Ronald is Principal Investigator of the project ReKlaSat 3D (Reconstruction and Classification of Satellite Images) using contemporary Deep Learning technologies at the WU Vienna University of Economics and Business as well as President and CEO of the Academy of Data Science in Finance (dsf.academy). He is actively teaching Quantitative Finance, Machine Learning and AI at different WU Executive Academy MBA programs as well as various Bachelor and Master programs at the WU Vienna University of Economics and Business, Austria and the University of Bergamo, Italy.