Faculty

Christina Erlwein-Sayer is Professor of Statistics and Financial Mathematics at Hochschule für Technik und Wirtschaft (HTW) Berlin. Previous to this, she worked at OptiRisk Systems as a quantitative analyst and senior researcher working on the topic of financial analytics and modelling for portfolio construction and credit risk assessment. Christina 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. Christina has extensive experience in research and has worked on several R&D projects, the most recent of which was a multi-million-pound project funded by EU. She has also led training workshops on the topics of financial modelling, scenario generation and regime detection.

Douglas specialises in Computer Science and Computational Mathematics at the University of São Paulo (Brazil), is an associate of OptiRisk Systems and a visiting researcher in University of Porto (Portugal). He obtained his MSc degree in Computer Science in 2014 from the Federal University of Minas Gerais – Brazil. He is researcher and professor at Federal Institute of Education, Science and Technology of South of Minas Gerais. During his career, he was awarded with Outstanding Student prize in 2012, granted by the Brazilian Society of Computing. He has been working with machine learning and financial market since 2010. Recently, he participated as finalist in Data Science Game 2017, an international competition for students held in Paris, France. He researches in areas of Computational Intelligence, Online Social Networks, Deep Learning and Financial Market, with emphasis on High Frequency Trading and Algotrading Improvement Techniques.

Ernie Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. Ernie has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. He received his Ph.D. in physics from Cornell University and was a member of IBM's Human Language Technologies group before joining the financial industry. He is the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Business", "Algorithmic Trading: Winning Strategies and Their Rationale", and "Machine Trading: Deploying Computer Algorithms to Conquer the Markets".

Quantitative analyst

Quantitative modelling: market and credit risk, financial instrument pricing, structured finance Basel II + III + IV, validation of credit models, credit risk analysis. Teaching experience - lecturer at 3 local (London) Universities and 3 South African universities - regularly lecture on commercial circuit Journal articles - several publications per annum in international journals on various contemporary topics Interested in - research role, credit risk, market risk, asset allocation and performance, portfolio management

Specialties: General quantitative analysis and the teaching thereof Portfolio risk management/asset management and performance analytics Basel II Pillar 1, Pillar 2 (capital charges) modelling Basel III, Basel IV, economic capital General quantiative model construction & validation Nuclear physics Research

Graham is an Agile Coach, Facilitator, Mentor, Trainer and Consultant with over 25 years' experience leading and participating in business-critical change programmes and projects. He is an ICAgile Authorized Trainer.

Mark Lines is Vice President, Disciplined Agile, Inc. at the Project Management Institute (PMI) . He is co-creator of the Disciplined Agile toolkit with Scott W. Ambler and co-author of several books on Disciplined Agile (DA). Mark has over 25 years of experience helping organizations around the world to be successful with project delivery using Agile, Lean, Traditional, and Hybrid approaches. He has a record of successfully transforming entire organizations to business agility so that they can rapidly and continuously deliver value to their customers and other stakeholders. Mark is a frequent keynote speaker at industry conferences worldwide.

Michael is an executive agile Lean DevOps expert; known for his passion, creativity and innovation; His master's in engineering and, training in Gestalt balance his technical know-how with emotional intelligence. Michael inspires people and teams to change, experientially and emotionally, while climbing the hill AND reaching the summit.

As an analyst and consultant, Mike specialises in BI/Analytics, Big Data and Data Management. With over 30 years of IT experience, Mike has consulted for dozens of companies on BI, technology selection, Big Data, enterprise architecture, and data management. He has spoken at events all over the world and written numerous articles. Mike provides articles, blogs and his insights on the industry. Formerly he was a principal and co-founder of Codd and Date Europe Limited – the inventors of the Relational Model, a Chief Architect at Teradata on the Teradata DBMS and European Managing Director of Database Associates. He teaches popular master classes in BI, Big Data Analytics, Data Governance & Master Data Management.

Spatial Collaboration Revolution Evangelist for QUBE at Pentacle the Virtual Business School.

• Educator
• Motivational Speaker
• Innovator
• Author
• Digital Pioneer

Gautam Mitra is the founder and the MD of OptiRisk Systems. He is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation 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 optimisation, 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.

Rajib is the co-founder & CEO of iRage, one of India’s leading High-Frequency Trading firms, which potentially manages the broadest exchange-traded option portfolio book in India. He is also the co-founder and director of QuantInsti, an ‘Algorithmic and Quantitative Trading’ training and research institute which has trained thousands of professionals from over 130 countries. His prior experiences include high-frequency trading on all major US & European exchanges (Optiver, Amsterdam); data analytics technology (Oracle); business strategy for a trading firm & derivatives exchanges (Strategy Consulting, PwC). Rajib has thrice represented India at the World Puzzle Championship. He was also a finalist at the Indian National Biology Olympiad (top 24 nationwide). Rajib holds an MBA from IIM Calcutta, a bachelor’s degree in Computer Engineering from NIT Surathkal; and has internship experiences with Bloomberg in New York (derivatives research) & Solutia’s EMEA strategy HQ in Belgium.

Rajshekhar is an experienced Lean-Kanban-Agile transformation consultant, coach and a trainer. He has worked with small, medium and large-scale organisations to adopt Agile and help his clients to build capabilities to sustain their Agile and Kanban-Lean adoption. Rajshekhar has an IT experience of 20+ years. He has significant experience in Lean-Kanban-Agile implementation in domains like software, construction, operations, marketing, supply-chain and manufacturing. He is an acknowledged industry expert in Systems Thinking. As part of his consulting, coaching and training practice, Rajshekhar has travelled globally to Australia, India, South-Africa, Philippines, Indonesia, Thailand, Malaysia, Singapore, The Netherlands and Switzerland. Rajshekhar is an AKT (Accredited Kanban Trainer), SPC4.0 (SAFe Program Consultant), Certified Disciplined Agile Instructor (CDAI) by PMI, PMI-ACP, PMP, PMI-RMP, PMI-PBA, ITIL, CSM and CSP.

Richard has over 22 years writing software across a variety of business lines from finance to communication. His personal interests are architectural patterns and practices for data, languages such as C#, Scala, Java, Python and R and Lua. He has good experience with Apache Spark and Hadoop stack in general and a past contributor and is interested in new techniques like deep learning and new frameworks like Tensorflow too. He has founded the UK Azure community, IoT and Data Science Innovators and is a strong contributor to open source including Spark, Storm, Parquet and Libcloud and a bunch of useful tools on GitHub.

Sabine Wojcieszak is the enthusiastic Agile & DevOps Enabler at getNext IT, a Kiel (Germany) based consultancy. She enables people to work in an agile way or to adopt the DevOps mindset and focuses on the human part of such evolutionary process. Her very personal and special interest is in the topics of New Work, the new approach of how to deal with failure, how to let teams grow and shine and re-think the way we work. Sabine is a well-known speaker at international tech conferences, author and one of the DevOps Days Kiel organisers. She is one of the founders of the Kiel region community of Software Craftsmanship and co-founder of the Slack Friday meetup. For the Industrial DevOps open source research project "titan" Sabine has the role of the community manager. She also lectures on topics of APM, DevOps and Open Source at the University of Applied Science in Kiel.

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.

International Treasury & Risk Consulting, Training, Research, Outsourcing & Analytics. Experienced financial market professional in the Banking & Financial Services Industry working in multi-national banks, multi-national financial services organization, multi-national financial information services organization and premium research houses.

Multi-skilled OTC Derivatives & Financial Risk professional with extensive knowledge and experience of Pricing, Valuation, Financial Derivatives Modeling, Hedging & Risk of Interest Rate, FX, Equity & Credit Derivatives including financial research, analysis and training.

Holder of Masters in Business Administration (MBA – Finance) and Financial Risk Manager (FRM) from Global Association of Risk Professionals (GARP), New York.

Specialties: Areas of expertise also includes providing functional specifications & implementation of global treasury management & investment solutions, macro economic and derivatives research & modeling, model validation, management reporting, business development, advisory & consultancy and business relationships.

Marion and Sarah are both 'hands on' project/programme managers who run mastery programmes for extraordinary project managers. They have been working since the 1990s as freelance contractors leading successful projects and programmes across a variety of industry sectors. Their joint experience spans projects in over 60 companies. As project managers they are both curious and concerned about statistics on failed projects. In their experience good leadership and people skills are the key to engaging teams to 'get things done.' A senior project sponsor once noted that 'they seem to get 20% more from their teams.'

Soledad is an agile consultant, coach, trainer, and international speaker with more than 20 years of experience. She has presented keynotes and has conducted orientations on the Heart of Agile across several continents, using an informal and interactive presentation style. She is currently based in Belgium, from where she manages Heart of Agile Europe. She is passionate in helping organizations, teams, and people become better at their everyday work.