BEE(JU), MSc (London), PhD (London), FBCS, FRSA, CMATH, FIMA
Founder and Managing Director
Prof Mitra is an internationally renowned research scientist in the field of Operational Research in general and computational optimization and modelling in particular. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and India. He has published five books and over hundred and fifty research articles. He is an alumni of UCL and currently a Visiting Professor of UCL. In 2004 he was awarded the title of ‘distinguished professor’ by Brunel University in recognition of his contributions in the domain of computational optimization, risk analytics and modelling. In OptiRisk Systems he directs research and actively pursues the development of the company as a leader in the domain of financial analytics. Professor Mitra is also the founder and chairman of the sister company UNICOM seminars. OptiRisk systems and UNICOM Seminars also have subsidiaries in India. In India and Southeast Asia both the companies are going through a period of organic growth.
A full list of his publications and academic activities can be viewed here
PhD (Brunel University London), MSc (Politecnico di Milano)
Chief Technology Officer
Dr Valente has a bachelor’s degree, first class honors in Computer Science and subsequently an MSc in Artificial Intelligence from Politecnico di Milano, Italy (2004). He was a sponsored industry based PhD research student in Mathematical Sciences, at Brunel University. He joined OptiRisk Systems in 2005; the company, as the managing partner of the WEBOPT project (CRAFT programme of EU) sponsored his PhD research. Dr Valente’s PhD research was on the topics of Stochastic Programming and parallel computing. Dr Valente leads the design team for AMPL IDE and Stochastic AMPL (SAMPL). These flagship products have been developed under contract from AMPL Optimization Inc. who are also a Partner of OptiRisk Systems. Dr Valente has designed and developed many optimization based decision support systems and substantial industrial risk protection systems and acts as the main technological advisor for external projects. Dr Valente is fluent in Italian (his native language) and English and is also proficient in German.
Cristiano Arbex Valle
PhD (Brunel University London), MSc (Universidade Federal de Minas Gerais)
Senior Software Engineer and Consultant
Dr Valle has a bachelor’s degree in Computer Science and an MSc in Operations Research from Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, Brazil. In 2011 Dr Valle joined OptiRisk as a software engineer and a researcher. In the year 2014 Dr Valle obtained his PhD in the department of Mathematical Sciences at Brunel University (UK) on the topic of optimization techniques and financial modelling. In OptiRisk, Dr Valle contributes in two areas: (i) development and enhancement of FortSP which is acknowledged as the best of breed (Integer) Stochastic Programming solver, (ii) in charge of developing financial analytics products which capture the research results acquired by OptiRisk in the domain of stochastic dominance, portfolio selection and sentiment analysis. Dr Valle is fluent in Portuguese (his native language) as well as in English; he also has advanced knowledge in Spanish and French.
PhD (Brunel University, London) and Diplom (University of Trier, Germany)
Senior Quantitative Analyst and Researcher (Associate)
Dr Erlwein-Sayer works on the topic of financial analytics in general and models and tools for portfolio construction and credit risk assessment in particular. She completed her PhD in Mathematics at Brunel University, London in 2008. She then worked as a researcher and consultant in the Financial Mathematics Department at Fraunhofer ITWM, Kaiserslautern, Germany before starting her role at OptiRisk in 2015. Dr Erlwein-Sayer is an experienced presenter at workshops having presented in London, IIM Calcutta in Kolkata and Mumbai and most notably in Washington to World Bank. Dr Erlwein-Sayer is fluent in German (her native language) and in English.
Bachelor of Engineering (KIIT University, India)
Developer of Optimization Modelling tools
Ansuman has more than 4.5 years of experience working with one of the largest IT company in India. His assignment involved software development for a leading US multinational insurance company. In 2016, Ansuman joined OptiRisk Systems as a Software Developer for our AML product range. He is part of the design and technical support team for AMPL IDE and Stochastic AMPL. He was sponsored by OptiRisk as an industrial research student in the Department of Mathematics, Brunel University. He is proficient in programming languages such as Java and Python. He is fluent in English and Hindi (Native).
PhD and MSc (Brunel University, London)
Quantitative Analyst and Researcher
Dr Sadik has a bachelor’s degree in Mathematics from Salahaddin University – Erbil in the Kurdistan region of Iraq. After working as an IT technician, he pursued an MSc Degree in Computational Mathematics with Modelling at Brunel University, London (2012). Dr Sadik completed his PhD in Applied Mathematics with a thesis on the ‘Asset Price and Volatility Forecasting Using News Sentiment’ at Brunel University, London (2018). His research interests include news sentiment analysis, macroeconomic sentiment analysis, stochastic volatility models, filtering in linear and nonlinear time series applying Kalman filters, volatility forecasting as well as optimization and risk assessment. His current research interests lie in the areas of empirical finance and quantitative methods and, in particular, the role of news sentiment in financial markets. He has been involved in developing predictive models of sentiment analysis, and sentiment-based trading strategies for the last five years. These models and strategies are developed in C, C++, MATLAB, Python and R as appropriate. His prior studies include the impact of macroeconomic news on the spot and futures prices of crude oil, and the impact of firm-specific news on the movement of asset prices and on the volatility of asset price returns. Dr Sadik is fluent in Kurdish (his native language), as well as in English and Arabic.
BSc, MSc (IIT Kharagpur)
Research Analyst and Software Engineer
Samrat joined OptiRisk Systems in January 2018 as a research analyst and software engineer; he is a member of the Research and Model Development team, supporting Indian as well as global clients of the company. Prior to joining OptiRisk he worked as a quant analyst with Motilal Oswal Financial Services Ltd, one of the leading financial firms based in Mumbai. Samrat has worked on various projects ranging from sentiment analysis, topic modelling, option pricing, cloud computing (AWS) and statistical analysis. Samrat obtained his bachelor’s and master’s degree (Integrated M.Sc.) in Physics from Indian Institute of Technology (IIT) Kharagpur, India. He is pursuing professional qualifications in finance and has cleared FRM Level 1 (GARP) and CFA Level 1 (CFA Institute). He is proficient in programming languages such as Python, R and Matlab; he is also fluent in English, Bengali (native language) and Hindi.
MSc (Brunel University, London), MBA (P.U., Lahore), MSc (P.U., Lahore)
Business Development Executive
After completing her MSc Degree in Risk Management and Modeling, CARISMA, Brunel University, Aqeela joined OptiRisk Systems as techno-sales executive. She has previously worked as a lecturer in Physics, as a credit Officer at MCB Bank and as an administrator for FIFA. She has broad experience in quantitative modeling, market and credit risk management and analysis. She is actively involved in lead generation, identification of business growth areas, brainstorming on new business opportunities and following up with customers on various business engagements with OptiRisk.
Intern and Sponsored PhD Candidate
Douglas obtained his MSc degree in Computer Science in 2014 from the Federal University of Minas Gerais – Brazil. He is now a researcher and professor at Federal Institute of Education, Science and Technology of South of Minas Gerais. He researches in areas of Computational Intelligence, Online Social Networks, Deep Learning and Financial Markets. He is specially interested in High Frequency Trading and Algorithmic trading improvement techniques. Douglas was awarded Outstanding Student Prize in 2012, granted by the Brazilian Society of Computing. He has been working with machine learning and financial markets since 2010; recently, was a finalist in Data Science Game 2017 – an international competition for students held in Paris, France. He is a visiting researcher at University of Porto (Portugal). Douglas is also a PhD candidate in Computer Science and Computational Mathematics at the University of São Paulo (Brazil); he is sponsored by OptiRisk Systems where he is an intern.
Yulu joined OptiRisk Systems as an intern in February 2017 and now she is a Quantitative Researcher. Before that Yulu obtained a master’s degree in Computational Finance from University College London and bachelor’s degree in Mathematics from Newcastle University. She has a good understanding of mathematics and finance. She is interested in sentiment analysis and good at data analysis with Python and R. She is fluent in Chinese Mandarin (native language) and English.
Research Analyst & Software Engineer
Dhruv joined OptiRisk Systems in November 2018 as a Research Analyst and Software Engineer. Prior to OptiRisk, he has worked as a Data Scientist for two years in financial sector. His previous professional experiences are in areas of blockchain, back-end development and data science. He has developed projects in monetizing personally identifiable information (PII) data on blockchain and prediction of delinquent customers in loan portfolio. A bachelor’s from Birla Institute of Technology & Science (BITS), Pilani and Master’s from Institute of Chemical Technology (ICT), Mumbai, Dhruv’s interests lie mainly in field of Fintech and Machine Learning. He has published his research on Artificial neural network and is proficient in programming languages such as Python, R and Ruby. He is fluent in English & Hindi(Native).
Research Analyst & Software Engineer
Rahul joined OptiRisk Systems in 2019 as a Research Analyst and Software Engineer. He has 3 years of work experience in algorithmic trading ,data science and big data. Prior to joining OptiRisk, he worked as a Quantitative Trader with Marketopper Securities for 1 year and as a Data Scientist with Fuzzy Logix for 2 years. He has worked on various projects in the areas of machine learning, statistics and derivatives trading. Rahul obtained his Bachelors and Masters (Dual-Degree) in Mathematics and Scientific Computing from Indian Institute of Technology (IIT) Kanpur, India. He is proficient in programming languages such as Python, R and Scala. He is fluent in English and Hindi (Native).
Pietro joined Optirisk as a research intern in March 2019. He holds a BSc in Aerospace Engineering from Politecnico di Milano and is currently completing an MSc in Computer Science, with a major in Artificial Intelligence and Machine Learning, at Università degli studi di Milano-Bicocca, Italy. In between, he worked as a mobile application developer for the main Italian contractor in the area of software for public safety. During his MSc studies, he has worked as a data analyst, with a particular focus on Natural Language Processing and text mining techniques applied to medical records. His expertise is in Deep Learning and High-Performance Computing and his internship project is focused on Deep Learning algorithms for financial applications. He is fluent in English and Italian (native language).
Data Scientist and Research Analyst
Shradha joined OptiRisk Systems in October 2019 as a Data Scientist and Research Analyst. She has over 5 years’ experience in software development with TCS, India. Shradha has a bachelor’s degree in Information Technology from Meghnad Saha Institute of technology, Kolkata, India; she expects to receive a Master’s degree in Data Science and Analytics from Brunel University, London in December 2019. She holds certifications in Java, Oracle SQL and SAS; she is also competent in R and Python and analytical tools like Tableau and Power BI. In OptiRisk her research is focused on AI & ML applied to quant finance models for the BFSI sector. Shradha is fluent in English and Hindi (Native).
Sponsored Industry based PhD Candidate and Intern
Narender is an Electronic and Electrical graduate (2010) of Brunel University; he subsequently qualified from the ICMA centre Reading University gaining an MSc (with distinction) in corporate finance. Between his studies he worked and led divisions of his family business. Narender has joined OptiRisk as an Industry based intern sponsored to do PhD research/studies in the department of Economic and Finance, Brunel University under the supervision of Dr Fabio Spagnolo.
Xiaoming Yang (Zoe)
Business Development Executive (South East Asia)
Xiaoming (Zoe) has a bachelor’s degree in Naval Engineering from University of Southampton (UK), 2016 and a Masters degree in Financial Risk Management from University College London (UK), 2018. In 2018 she worked with OptiRisk as a research intern for 3 months. Xiaoming (Zoe) has experience as an equity researcher in 2 investment banks in China and as a global management trainee in HSBC. She is well equipped with quantitative analytics skills and programming skills in Python/C++/MATLAB. Xiaoming joined OptiRisk in 2019 as a Business Development Executive. She is responsible for all client relationships in South East Asia. She is fluent in English and Chinese Mandarin (native language).
BSc, PhD (Brunel)
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.
BSc(Oxon), PhD (Brunel)
Principal Consultant (Retired)
Dr Ellison worked as a Senior Research Associate in CARISMA at Brunel University. He has a long-standing experience of developing large-scale optimization software and has implemented some world-class systems such as APEX and UIMP. He had implemented large part of the FortMP solver system.Dr Ellison had worked closely and extensively with Professor Mitra and had executed a number of projects on behalf of the company. In particular he constructed Portfolio Planning tools for UBS, State Street Global (Allocate), Fidelity Investment and NAG Ltd. He has a first class honours degree BA(Oxon), from the Queen’s College, University of Oxford.
MSc, PhD (EotvosLorand)
Dr Fabian has 15 years’ experience in optimization and decision support modelling; in particular he specialises in computational models for decision making under risk.
He has an MSc and PhD degrees from EotvosLorand University, Hungary. He is senior researcher at Kecskemet College, Hungary; and lecturer at the Department of Operational Research, EotvosLorand University, Hungary. He supervises PhD researchers at Kecskemet College and is an Advisor to OptiRisk Systems. Dr Fabian speaks Hungarian and English.
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.
Dr. Brandão has knowledge of Machine Learning and Combinatorial Optimization. He is also an expert in Data Science applied to financial problems, an area where he has won several prizes from different companies and challenges. Dr. Brandão has also been solving many industrial problems since 2009, after creating the Laboratory of Research and Development (LRD) at Universidade Federal de Alfenas (Brazil). Nowadays, this laboratory has been providing services to different companies around the world under his coordination.
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.