The correct option is
E whom / we
Relative pronouns have two functions. Like other pronouns they stand for the noun or pronoun places before them and like conjunction they join sub clauses with main clause and start the adjective clauses.
The relative pronoun 'whom' is used for persons.
The given sentence talks about the man.
'Who' is also used in case of persons. 'Whom' is the objective form of'who' and 'whose' is the possessive form of 'who'.
Here the noun 'man', is object of the verb 'is'.
So the first bank must be 'whom'.
Hence the complete sentence must be- There is the man whom we saw in the park the other day.
Thus option A is the correct answer. Options B,C,D,E are incorrect.