Balazs Kemenes, Software Developer in London, United Kingdom
Balazs Kemenes

Software Developer in London, United Kingdom

Member since May 1, 2017
Balazs has built software for Tier 1 investment banks as a lead developer and architect during his entire career. Some of the companies that are using his solutions in their daily operations are J.P. Morgan, Morgan Stanley, Credit Suisse, UBS, Citigroup, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more.
Balazs is now available for hire




London, United Kingdom



Preferred Environment

IntelliJ, PyCharm, CLion, Unix

The most amazing...

...projects I've worked on was a structured notes booking sheet calculating module at Citigroup and an algorithm that detects fraud documents at Credit Suisse.


  • Senior Software Engineer

    2019 - 2020
    Julius Baer
    • Facilitated the streaming solution for multiple financial instruments such as FX forward, bond future, commodity future, and more.
    • Delivered price aggregation algorithms to provide Julius Baer's reference price to traders using a weighted average algorithm and asymmetric prioritized algorithm.
    • Introduced the ladder option prices, with the different ladder processing techniques such as the top of the book and best price.
    • Implemented a solution to precompile the various StreamBase modules to increase startup time by 50%.
    • Designed the new message-bus-based architecture to increase scalability on a continuously changing cluster of nodes.
    Technologies: Java, Spring, Python, React, JavaScript
  • Head of Quant Research

    2018 - 2019
    Falcon Capital
    • Designed the high-frequency algorithmic trading strategies from drafts to live trades.
    • Implemented the complete trading system along with a high-frequency tick data stream.
    • Set up the infrastructure for the entirely automated data feed, intraday trading, and risk management.
    Technologies: JavaScript, C++, NLTK, Scikit-learn, NumPy, Pandas, Python, Java
  • Lead Quantitative Developer

    2017 - 2018
    Partners Capital
    • Designed and implemented the portfolio optimization models and algorithm to optimally allocate the $24 billion AUM.
    • Delivered the designs of my initiation of a project for systematic macro research and investment opportunity detection.
    • Designed the new architecture and selected the new technology stack for the complete redesign of the company’s software infrastructure, and implemented the core modules.
    Technologies: JavaScript, C#, Java, Flask, NumPy, Pandas, Python
  • Software Engineer

    2015 - 2016
    Credit Suisse
    • Designed, as a lead developer, the complete architecture and wrote the code base of the application—which solves one of the current major challenges of the investment bank by applying machine learning where it could learn from previous outcomes.
    • Delivered my own idea—a job scheduling framework which automates a whole team’s work, and structures and loads huge financial datasets to the correctly named new tables in the appropriate databases.
    • Implemented a very efficient algorithm to calculate the probability of entity matches in large datasets, replacing the bank’s existing, long-used solution.
    • Introduced a loose coupling between the different components of the system by building a dependency injection framework library.
    Technologies: Microsoft SQL Server, Entity Framework Core, ASP.NET MVC, Java, C#, Machine Learning, C++
  • Software Engineer

    2015 - 2015
    • Increased the value of the trade data reconciliation service by enriching the aggregate calculation feature set of the high-performance C++ matching engine.
    • Built new Java matching rules to allow rich data manipulation during the reconciliation process.
    • Made possible for the employees of a Tier 1 investment bank to sign-in to the Duco Cube web application with their bank credentials by introducing the SAML-based single sign-on authentication.
    • Maintained the complex code base of a reconciliation job scheduling and queuing system in Java, Akka, and Play.
    Technologies: Redis, MySQL, Ruby on Rails (RoR), Ruby, Akka, Java, C++
  • Software Engineer

    2013 - 2015
    • Designed and implemented a booking sheet calculation component which completely automates the previously manual process of the booking teams.
    • Increased the performance of the structured note retiring application by optimizing the Entity Framework queries in the repository layer.
    • Made the code base more maintainable, readable, and reusable by applying design patterns and best practices during development. Used Singleton, Factory, Strategy, SOLID principles, DRY, KISS, and SoC.
    • Enhanced the system’s stability by covering most of the new features with unit tests.
    • Improved the speed and reliability of the treasury’s structured product identifier workflow system (ISIN, CUSIP, and more) by building a separate component in the ID Workflow MVC web application to replace the legacy solution.
    • Created custom reports of structured note trade information by retrieving the data from a Hadoop big data warehouse via Hive and filtering/enriching it in Clojure.
    Technologies: Hadoop, Oracle SQL, Oracle Database, Unity (IoC Container), Apache Hive, Clojure, Entity Framework Core, Windows Communication Framework (WCF), jQuery, JavaScript, ASP.NET MVC, C#
  • Software Engineer

    2011 - 2013
    • Facilitated a native-like user experience of the client portal single-page web application for investment bank investors and presenters (Morgan Stanley, J.P. Morgan, Credit Suisse, UBS, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more) by implementing the client-side infrastructure for async data retrieval and visualization.
    • Built an iOS app (Dealogic Connect in the App Store) which enables the investors of Tier 1 investment banks to receive push notifications of relevant changes in their conference meeting schedules and to quickly respond to them by opening the web app inside the native app.
    • Ensured that the common code base of the app was shared between multiple platforms by rewriting the whole project in Xamarin.
    • Implemented a solution which allows the iOS app to use the existing MVC website as a REST API.
    Technologies: iOS SDK, Xamarin, C#, Objective-C, CSS3, HTML5, Ajax, jQuery, JavaScript, Microsoft SQL Server, Windows Communication Framework (WCF), ASP.NET MVC 3
  • Software Engineer

    2010 - 2011
    • Enhanced the usability of the ICONIS application by creating most of the XAML user interfaces.
    • Improved the performance of the ICONIS solution by rewriting multiple legacy WinForms components in Silverlight.
    • Made the code base more maintainable, readable, and cleaner by performing regular peer code reviews.
    Technologies: XAML, MS Silverlight, C#


  • Credit Suisse Client Portal

    As I built the software for Tier 1 investment banks (their products are not public, except a few) which provides public information for investors and ventures.

    This website is used by Credit Suisse and I was one of the main developers of it at Dealogic. It gives access for the Credit Suisse conferences.


  • Languages

    C++, C#, Python, Java, R, Objective-C, Clojure, CSS3, CoffeeScript, HTML5, TypeScript, UML, Ruby, JavaScript, XAML
  • Frameworks

    Windows Communication Framework (WCF), Akka, Entity, Concordion, Google Mock (GMock), Google Test, NUnit, Unity, ASP.NET MVC, Hadoop, Flask, AngularJS, Ruby on Rails (RoR), Hibernate, JUnit, Play, Boost, Redux, Django, Spring Boot, .NET Core, Entity Framework Core, ASP.NET MVC 3, iOS SDK, Spring
  • Libraries/APIs

    React, Proxygen, Log4Net, Moq, LINQ, Web API, SQLAlchemy, jQuery, Backbone.js, Marionette.js, Pandas, NumPy, Scikit-learn, NLTK, Node.js, TensorFlow
  • Tools

    MATLAB, Subversion (SVN), TFS, Git, RSpec, Maven, Apache Airflow, CLion, PyCharm, IntelliJ, MS Silverlight
  • Paradigms

    Distributed Computing, Parallel Computing, Test-driven Development (TDD), Functional Programming, Agile, REST, Microservices
  • Platforms

    Unix, Oracle Database, Xamarin
  • Storage

    RocksDB, Redis, MySQL, Oracle SQL, Apache Hive, Microsoft SQL Server, Google Cloud, Elasticsearch
  • Other

    SOLID Principles, Classification Algorithms, Image Analytics, Clustering Algorithms, Video Analysis, Sentiment Analysis, Deep Neural Networks, Big Data, Ajax, Data Mining, Machine Learning, Natural Language Processing (NLP), AWS, Hybernate, Unity (IoC Container), Computer Science, Programming, Web Applications, Microsoft Azure


  • Master's Degree in Computer Science
    2016 - 2017
    University of Warwick - Coventry, UK
  • Certificate (C++, Master Level, Score: 4.28) in C++
    2015 - 2015
    Brainbench - London, UK
  • MCSD 70-487 Certification in Developing Microsoft Azure and Web Services
    2014 - 2014
    Microsoft - London, UK
  • MCSD 70-486 Certification in Developing ASP.NET MVC Web Applications
    2014 - 2014
    Microsoft - London, UK
  • MCSD 70-480 Certification in Programming in HTML5 with JavaScript and CSS3
    2014 - 2014
    Microsoft - London, UK
  • Bachelor's Degree in Computer Science
    2005 - 2011
    Eötvös Loránd University - Budapest, Hungary

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