Optimum’s compact and interdisciplinary team, with the core members working together for over a decade, operates out of Mayfair, London.
We have extensive expertise in quantitative investing, unconventional risk and complexity management, radically innovative data treatment and passion for science.
Daniele Cosulich Partner, CEO
Daniele brings extensive experience of fundraising and fund management with managerial and entrepreneurial skills in different cultures and environments. Former Senior Advisor to Method Investments & Advisory, a boutique investment bank based in London. He was part of the team which created a Eur 16bn Private Equity Coffee Fund to support the strategy of JAB Holdings. Former CFO of Green Comm Racing, the Nautico de Valencia’s challenger of the 34th America’s Cup. Former Executive Director for Octant Capital.
Mr. Cosulich graduated from the European Business School in London with first-class honours and a degree in International Business Administration. He also completed various specialisation courses such as the AIAF Training Course for Financial Analysts (certified by EFFAS). He is member of the “Leader del Futuro” Ambrosetti Club.
Andrea Calandruccio Partner, CIO
Mr. Calandruccio began his career in Investment Banking, advising on a number of private equity acquisitions and financing transactions in Europe and US and serves as Strategic Advisor to Icon’s Investment Committee. He later joined Marex Spectron proprietary trading team as a senior derivatives trader, developing and implementing several successful statistical arbitrage models. Andrea holds a MSc in Investment Management from Cass Business School and is currently pursuing a PhD in Applied Mathematics in the Complexity and Networks Group at Imperial College London.
Duccio Piovani, PhD Senior Advisor in Data Science and Algorithms
Trained in Theoretical Physics and Complex Systems, Duccio holds a master’s degree from La Sapienza in Rome and a Ph.D. from the complexity group at Imperial College London. After his PhD he worked as a Data Scientist, both in academia and in the private sector, with projects on Smart Cities, Fintech and AgTech in London, Paris and Milan. Today Duccio is a Senior Advisor in Data Science and Algorithms and follows Optimum Complexity’s technical progress.
Alberto Cozzini, PhD Senior Advisor in Quantitative Trading
Alberto Cozzini brings a wealth of experience in developing and running systematic trading strategies across all asset classes.
He studied finance and economics at Bocconi University in Milan and later completed his PhD program in Applied Mathematics at Imperial College London.
He worked for the research team at AHL, part of Man Group and later pursued his own entrepreneurial research and trading endeavours.
He is currently looking into complexity derived indicators: how they compare to standard correlation measures and how they can anticipate potential rigidity and stress in the markets.
Rocco Piovani Senior Data Engineer
After graduating at ‘La Sapienza’ University in Rome in Mechanical Engineering, Rocco worked for two years as Data Analyst, studying the impact of Air Pollution Abatement systems in outdoor and indoor environments. Thanks to his knowledge in turbo-machinery he moved to Florence as a Diagnostic Engineer, monitoring Baker Hughes Fleet installed in LNG plants and power plants.
Rayane Bensafia Senior Analyst
Prior to joining Optimum Complexity Rayane has worked at Meeschaert Asset Management in Paris as Portfolio Manager Assistant, performing credit and convertible bonds analysis and operating daily cash and liquidities of funds. Subsequently, he worked at Leonteq Securities AG in Monaco, managing full client relationship and client requests for primary market trades. With background in mathematics and physics, Rayane focuses on complexity-based portfolio design strategies.
Mr. Bensafia graduated from the EDHEC Business Schoo, majoring in Equity Derivatives, Asset Pricing, Fixed Income, Portfolio Theory and Risk Management.