Founded in 2001, OptiRisk Systems has developed products and provides services for
computational problem solving (optimisation) and risk management. OptiRisk works
across business sectors including finance, defence and energy, and has customers
around the world. It specialises in the areas of portfolio construction, asset and
liability management, news analytics and market risk modelling.
Head Office: London, UK
Other sites: Bangalore, Chennai, India
Managing Director: Professor Gautam Mitra
Commercial Director: Jamie Ridyard
Marketing and Sales Director: Bala Padmakumar Pillai (India)
Tools/Services: Optimisation Modelling
AMPL Studio
SPInE/SAMPL Studio
Solvers
FortMP
FortSP
Tool/Services description
.Products OptiRisk offers a range of software products including tools, components
and integrated systems which are used for (i) computational problem solving includ-
ing scheduling, resource planning and other optimisation applications, (ii) financial
analytics, (iii) risk control. Products include AMPL Studio and SPInE/SAMPL for
optimisation and stochastic optimisation modelling, and fully featured solver and
stochastic solver FortMP and FortSP, respectively. The optimisation features include
linear, integer, quadratic, second-order cone and full stochastic programming.
The products can use OptiRisk components, but also allow for third-party com-
ponents to be plugged in. Complete solutions including third-party library licenses
(e.g., CPLEX, MOSEK, etc.) are available, or clients can use their existing licenses.
.Services As sponsor of research at CARISMA, Brunel University and other re-
search centres, OptiRisk has developed valuable IP which can be deployed for the
benefit of clients.
News analytics services: Enhanced news analytics modelling service and software
implementation service which use news sentiment data and market data. Customisa-
tion of models for asset pricing, volatility, trading strategies (high or low frequency)
and risk control. Classical models enhanced by news sentiment data.
336 Directory of news analytics service providers
Company name