Robert Rice is Chief Executive of OCCAM. After graduating from Oxford in 1970, he pioneered the use of computers in corporate finance. In 1981 he moved to the Saudi Arabian Monetary Agency, advising on their portfolio and the performance of their external managers. In 1987 he became Managing Director of Baring Quantitative Management.
In 1989 he joined QUANTEC as Director of Investment Technology, and was responsible for marketing, client support and consultancy worldwide. He founded OCCAM in 1993, but still finds time to lecture on financial technology, and is a director both of INQUIRE UK and INQUIRE Europe, organisations dedicated to the sponsoring and dissemination of quantitative investment research at universities and business schools in the UK and Europe respectively.
David Phan Dinh joined OCCAM in 2006 as Quantitative Analyst & Developer and is now responsible for supervising the development and maintenance of POW!. He graduated from the University of Aix-Marseille (France) in Mathematics and went on to take a DESS (M.Sc) in Applied mathematics specialized in mechanical engineering and scientific calculus at the CMI (Mathematics and Computer Science centre) located in the Marseille Provence Technology Park. He worked previously in the R&D division at Dassault Systèmes where he specialised in numerical analysis and particularly, in optimisation problems. Developing (C++, VB, VBA) in a Microsoft environment (including Excel), he is currently consolidating the OCCAM's optimisation engine, the POW! Risk family of modules, and is also paving the way for the forthcoming Attribution module. Always hungry of challenge and knowledge, he has passed the level I of the CFA examination on the first try and is now a candidate for the level II.
Robin Plowman joined OCCAM in 2007 as Programmer and Analyst. After taking a B.Sc. in Maths at the University of Warwick, he joined IBM as a software engineer. From 2001 he worked as an Oracle and Business Objects developer, first at Norwich Union, then as a consultant to firms such as Ladbrokes and Watson Wyatt. In 2005 he returned to university, this time in York, where he took an M.Sc. by research in Computer Vision. At OCCAM he is currently focussing on the user interface for the forthcoming new version of POW! In addition to Oracle, he is familiar with Excel, Matlab, VB, C and a variety of operating systems and other languages.
Dr François Ogliaro joined OCCAM in 2007 as Mathematical Developer. He graduated in Maths & Physics and holds a PhD in Theoretical Chemistry (1997) (University of Rennes 1-France). He has been a research scientist at the University of Liverpool-UK, Hebrew University of Jerusalem-Israel, Kings College London-UK, Imperial College London-UK and a Lecturer at the University Henri Poincaré of Nancy 1-France to which he remains linked. As a chemist, his research interests were in the fields of computational, theoretical and quantum chemistry. He has co-authored more than 35 peer-reviewed articles and from 2002 has been contributing to the 40-year-old US-based Gaussian Inc quantum chemistry software. At OCCAM, he carries on his research now focusing on the Black-Litterman Bayesian inference, CashFlow models and Linear Risk. He is reponsible for the development and maintenance of the Bayes, Backtest and Robust modules and contribute to the IPD/OCCAM PAC-M model. His more technical duties include the development of ‘across the board’ C++ / VB(6/A/.NET) / Excel libraries to facilitate Automation. He is also familiar with Fortran, Unix and C.
Dr Nicoleta Gaciu joined OCCAM in 2008 as Client Application Consultant and has particular responsability for documentation and training. She holds a PhD and an MPhil in Physics from University of Surrey, an MSc in Physics from the University of Stuttgart and a BSc in Physics from Babes-Bolyai University (Romania). She has extensive experience of teaching and research. After her PhD she was senior research fellow at Ashridge Business School, investigating the implications of quantum physics for organizational design and leadership. Prior to this she taught undergraduate and graduate students, and did research in teoretical and computational physics, especially semiconductor laser and biophysics. From 2001 to 2003, she was teaching assistant at the University of Stuttgart and research assistant at DLR, Stuttgart. She has published articles on semiconductor laser and solid state physics, information technology in teaching and learning, and contributed to Wiley's Handbook of Chaos Control (2007).
External Consultants
Professor Charles Ward advises on Property and Statistical Methods. He is Professor of Property Investment and Finance at the University of Reading.
Edward Rice advises on special projects. He graduated in History from Christ Church, Oxford, and holds a Diploma in Direct Marketing from the IDM, and an MBA from INSEAD where he was Louis Franck scholar, studying on both the Fontainebleau and Singapore campuses. From 1999 - 2005 he was at Ogilvy Worldwide, where as Account Director he was responsible for accounts such as CISCO, IBM and Lotus.
Alex Pigault is Senior Vice President, Research and Asset Allocation, at Blue Oak Capital, one of the most successful of the new breed of Fund of Hedge Fund Managers. He was previously head of client services at OCCAM, and as such is uniquely qualified - when his new role permits - to advise how we can best meet emerging client needs. Alex previously headed the quantitative research team, across all asset classes, for Barclays Private Clients in London and between 1996 and 1998 worked with Deutsche Bank AM and BNP Paribas AM in the multi-management space.
Chris Galley advises OCCAM on software and IT infrastructure. He has been closely involved with the development of OCCAM's PAC (Probability Adjusted Cashflow) module. Chris has an MA in Computer Science from Christ's College, Cambridge and an MBA from the University of Edinburgh. After working for QUANTEC Investment Technology in London in the 1980s, he moved to Edinburgh, where he set up Cedalion, a software development and consultancy company (and MS Gold Partner), advising clients in the banking and finance sectors. Having sold Cedalion, he worked with a number of spinout companies from Edinburgh University as external consultant and CEO. He is now based in France, and continues to advise companies in Scotland, England and France.