OptiRisk offers consultancy in mathematical optimization, on a project-by-project basis. We understand that clients need instinctive thinking and landmark solutions. With OptiRisk’s in-depth experience of working with professional consultants, we strive to provide practical approaches to meet our client’s challenges. Our fields of expertise include:
- Algebraic Modelling Systems
- Asset and Liability Management
- Optimization (Linear/Integer/Quadratic and Stochastic)
- Portfolio Optimization and Asset Allocation
- Scenario Generation and Simulation
- Sentiment Analysis
- Supply Chain Management
To see examples of our past projects offering consultancy in mathematical optimization, check out our case studies. We have worked with the leading companies in industries such as Investment Banking, Supply Chain Management, Scheduling and Industrial Explosion Protection.
About Our Experts
Prof Gautam Mitra is an internationally renowned research scientist in the field of Operational Research, in particular computational optimization and modelling. 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.
Dr Christian Valente has a background in Computer Science and Artificial Intelligence. He obtained a PhD in Mathematical Sciences, at Brunel University on the topics of Stochastic Programming and parallel computing. He is experienced in designing and developing optimization based decision support systems and industrial risk protection systems.
Dr Zryan Sadik has a background in Mathematics and Finance. He completed his PhD in Applied Mathematics from Brunel University, where his research was based on news sentiment analysis, predictive analytics, asset price and volatility forecasting, and filtering in financial time series applying Kalman filter. He is experienced in financial modelling, analysing market data, and using sentiment analytics data to develop trading strategies and assess the potential risk.
Dr Christina Erlwein-Sayer has worked for many years on financial analytics and has extensive experience with modelling and tools used for portfolio construction and risk assessment. She leads the SENRISK project, which uses sentiment data to assess credit risk of corporate and sovereign bonds. She completed her PhD in Mathematics at Brunel University.
Dr Cristiano Arbex-Valle has a background in Computer Science and Operations Research. He obtained his PhD at Brunel University, on the topic of optimization techniques and financial modelling. He is experienced in software engineering and stochastic optimization.
OptiRisk is aware that a client is usually interested in having a capped budget for consultancy projects, which is why we’re proud of our constant commitment to provide cost-effective services. Thus, for a Proof of Concept (POC), the initial step of full client engagement is charged at a fixed price to recover our costs. To find out more about this service and how we conduct our consultancy projects, please get in touch with us