The team is led by Dr. Arif Dowla. He has a Ph.D. in Mathematics from University of California, San Diego specializing in nonstationary time series. His thesis advisor, Dimitris Politis is a renowned time series analyst and specializes in computer intensive statistical methods.
Dr. Arif Dowla
Managing Director
He is specialized in nonstationary time series.
His thesis advisor, Dimitris Politis is a renowned time series analyst and specializes in computer intensive statistical methods.
Mr. Golam Sakline
Director EMEA
He is specialized in Performance and Risk Calculation. Business Analysis, Market Risk Measurement. VAR modeling Monte Carlo, Bayesian Networks, Neural Networks, Statistical Arbitrage, Artificial Intelligence Decision Mathematics
He is interested in AI intervention on behavioral and quantitative finance and their implied relation to performance domain. He also take interest in Market Risk measurement, Equity Research.
Md. Mizanur Rahman Nur
Quantitative Software developer
He is an adroit Software developer; He is conversant with numerous programming languages like ASP.Net, C#, MFC, C++, JAVA, JAVAScript, JQuery, Ajax, MatLab.Net, DHTML, HTML, CSS. He is an expert in Networking and Data-mining and excels in performance in the realm of web development.
Mizan likes to play with programming languages. One of his most powerful ability is cross platform development.
S.M. Ferdous
Quantitative Software developer
He has descent grasp in mathematical modeling of derivative pricing. He has worked on high frequency trading technology, has knowledge on data-mining and machine learning. He is proficient in modeling and simulation in MATLAB. His research interest includes Machine Learning, Data Mining and Human Computer Interaction.
Ferdous has descent knowledge on structural programming and object oriented programming.
Proteek Chandan Roy
Quantitative Software developer
He is an expert in Algorithmic and Mathematical modeling and simulation, Data mining, Knowledge Discovery, Interest rate and Variance derivatives, Time series modeling and many stochastic processes. He has an innovative proficiency in mathematical abstraction of any financial or physical phenomena.
He has a good grasp in C, C++, and C #, JAVA, MATLAB, HTML, CSS, PHP, Shell-script and Prolog.
Anindya Das
Quantitative Software developer
He is proficient in algorithms and several programming environments like C++, JAVA, and MATLAB. He participated in ACM ICPC World Finals 2011 as a member of BUET team.
Md Mustafizur Rahman
Quantitative Software developer
His areas of interests are Data Visualization, Text Mining, Machine Learning and Human Computer Interaction. He is an expert programmer on several language i.e. C, C++, C#, Java, Matlab, R, SQL, GoogleVis, PHP etc. Currently, he is developing software which is incorporating the idea of text mining, machine learning and data visualization.
He also conducted study on Credit Derivative Swap.
Former SL Members
Rajib Nath
Quantitative Software developer
He worked in time series modelling and regime switch detection.
He is a Ph.D. student in University of California, San Diego. His research area is energy efficient computer archictecture.
Mohammad Atiqul Haque
Quantitative Software developer
He was one of the pioneers of SL. He was involved in many software projects of SL. His specialization was in statistical models and analysis.
Atiq is currently pursuing PhD in Computer Science at George Mason University, Virginia. He is interested in Algorithms, Real-time Systems and Power-aware Computing.
Md. Reaz Uddin
Quantitative Software developer
His specialization was in Modeling Financial Time Series: 1) Fitting linear and non-linear models on Time Series data to estimate future values. 2) Determining future values by eliminating known patterns and fitting ACD. Also, identifying lead-lag relationship by measuring cross-correlation between two different Time Series. He also worked on the modules available online.
Reaz is currently pursuing PhD in Computer Science & Eng. at UCR. He is working on spatio-temporal data.
Abdullah Al Mahmud
Quantitative Software developer
He is an expert at algorithms, problem solving and development.
Presently he is working as a VISITING ACADEMIC FELLOW in International Islamic University of Malaysia.
Mohammad Raziul Hasan
Quantitative Software developer
He is adept at Interest Rate Modeling, Option Pricing and Volatility Surface modeling. He is proficient in several programming languages and Data-mining, inventive in building mathematical models with the utility of those.
He also holds interest in nano-scale device modeling, VLSI, Carbon nanotechnology.
Sajal Dash
Quantitative Software developer
He is specialized in Credit Derivatives. His expertise lies in Default Modeling, Recovery Modeling and Derivatives Pricing. He is now concentrating on the application of Copula Methods in finance. With his Computer Science background his area of interest covers various data mining algorithms and analysis of financial time series.
Sajal join University of North Carolina at Chapel Hill as a PHD student. He will conduct his research in the field of Bioinformatics.
Md. Ariful Islam
Quantitative Software developer
He is interested in interest rate modeling. He is specialized in LIBOR market model, BGM, HJM and different type of interest rate model. He has also gained expertise on pricing different type of option, portfolio optimization, and hedging and risk management analytics. As a computer science graduate, he is interested in algorithmic trading and applying different type of machine learning and data mining techniques in finance to make market more efficient.
He is going to pursue his PhD in computer science in Stony Brook University from Fall 2010.
Shuvra Kanti Nath
Quantitative Software developer
He has specialization in Calibration techniques. He is an expert in the field of Volatility Modelling, Hedging, Data Mining Techniques.He is skilled in many programming languages. His research interest includes bioinformatics, artificial intelligence and machine learning.
Shuvra join Texas A&M University at September, 2010 as a PHD student. He will conduct his research in the field of Bioinformatics.
Rukhsana Yeasmin
Quantitative Software developer
Her areas of interests are Financial Analysis, Bioinformatics and Computational Biology, Data Mining and Machine Learning. She has conducted study on various fields including Credit Derivatives Modeling, Options Pricing, Trend Analysis, Interest Rate Modeling, Time Series Analysis and Portfolio Analysis. She worked on implementation of various Machine Learning Techniques.
Rukhsana is going to seek her PhD degree in Computer Science from the State University of Newyork, Stony Brook.
Former SL Members