Janiele Custodio

Welcome!

I am a Quantitative Finance Associate at Morgan Stanley, in the Securitized Products Group.

I obtained a PhD in Systems Engineering from the George Washington University. My research focuses on using operations research to solve integer problems that arise in emergency response systems and supply chain networks. I also have experience in the areas of energy systems modeling, portfolio optimization, and transportation.

This page contains a summary of my current and previous research projects, as well as my work experience, publications, past and upcoming conferences.

Education

George Washington University, Washington, DC (Aug 2016 - May 2022)

• PhD in Systems Engineering
• Concentration: Operations Research and Management Science

University of Brasilia, Brasilia, DF, Brazil (Jul 2010 – Jul 2016)

• BSc. in Production Engineering
• Senior Thesis: An analytical method for short-term energy portfolio optimization (link)

Purdue University, West Lafayette, IN, USA (Aug 2013 – Aug 2014)

• Visiting Student at the School of Industrial Engineering

Research

Main subjects:

• Mixed Integer Nonlinear Programming
• Stochastic Programming
• Queueing Theory
• Convex Optimization
• Second-order Cone Programming

Applications:

• Emergency Medical Services
• Drone Delivery
• Supply Chain Management
• Energy
• Transportation
• Finance

Publications

• J. Custodio, A. Zavaleta, M. Lejeune, Note on ‘A Chance-Constrained Programming Framework to Handle Uncertainties in Radiation Therapy Treatment Planning’, European Journal of Operations Research, v. 275, pp. 793-794, Jun 2019. link

• R. Garcia, J. Contreras, V. Gonzalez and J. Custodio, Applying Modern Portfolio Theory for a Dynamic Energy Portfolio Allocation in Electricity Markets, Electric Power Systems Research, v. 150, pp. 11-23, Sep 2017. link

Past Presentations

• J. Custodio and M. Lejeune, Conic reformulations of chance-constrained stochastic location-allocation problems under exogenous uncertainty: application to drone-aidedhealthcare delivery, GDRR, Washington, DC, May 2019.

• J. Custodio and M. Lejeune, Conic formulations of a network of drone-aided healthcare delivery with congestion, POMS, Washington, DC, May 2019.

• J. Custodio and E. Shittu, When Agents Trade in Electricity Attributes, Who Benefits?
  • Industry Studies Conference, Washington, DC, May, 2017
  • INFORMS Annual Meeting, Houston, TX, October, 2017
  • Technology, Management, and Policy Consortium, The Hague, Netherlands, June 2018
• J. Custodio and E. Shittu, Systems Architecture for a Replicable Mobility System, Industry Studies Conference, Seattle, WA, May 2018.

Professional Memberships

• Society of Quantitative Analysts - May 2023 - Present
• INFORMS - 2016 - Present

Professional Experience

Please check my LinkedIn profile for my most recent professional updates.

Janiele Custodio, PhD

Contact

janiele at gwu dot edu