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Dr Cristiano Arbex-Valle

Dr Cristiano Arbex-Valle

Senior Software Engineer and Consultant, OptiRisk Systems


Dr Cristiano Arbex-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 optimisation 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.

He is also (ii) in charge of developing financial analytics products [a] SAToolkit and [b] SSD Signals. SAToolkit captures the research results acquired by OptiRisk in the domain of Sentiment Analysis and SSD Signals is based on the company’s research in the domain of Stochastic Dominance. Dr Valle is fluent in Portuguese (his native language) as well as in English; he also has advanced knowledge in Spanish and French.