Balazs Kemenes
Verified Expert in Engineering
Software Developer
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.
Portfolio
Experience
Availability
Preferred Environment
IntelliJ IDEA, 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.
Work Experience
Senior Software Engineer
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.
Head of Quant Research
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.
Lead Quantitative Developer
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.
Software Engineer
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.
Software Engineer
Duco
- 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.
Software Engineer
Citigroup
- 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.
Software Engineer
Dealogic
- 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.
Software Engineer
Alstom
- 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.
Experience
Credit Suisse Client Portal
https://credit-suisse.dealogic.com/conferences/Conferences/ConferenceThis 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.
Skills
Languages
C++, C#, Python, Java, R, Objective-C, Clojure, CSS3, CoffeeScript, HTML5, TypeScript, UML, Ruby, JavaScript, XAML
Frameworks
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, Natural Language Toolkit (NLTK), Node.js, TensorFlow
Tools
MATLAB, Subversion (SVN), TFS, Git, RSpec, Apache Maven, Apache Airflow, CLion, PyCharm, IntelliJ IDEA, Microsoft Silverlight
Paradigms
Distributed Computing, Parallel Computing, Test-driven Development (TDD), Functional Programming, Agile, REST, Microservices
Platforms
Unix, Amazon Web Services (AWS), Oracle Database, Xamarin
Storage
RocksDB, Redis, MySQL, Oracle SQL, Apache Hive, Microsoft SQL Server, Google Cloud, Elasticsearch
Other
SOLID Principles, Classification Algorithms, Windows Communication Foundation (WCF), Image Analytics, Clustering Algorithms, Video Analysis, Sentiment Analysis, Deep Neural Networks, Big Data, Ajax, Data Mining, Machine Learning, Natural Language Processing (NLP), GPT, Generative Pre-trained Transformers (GPT), Unity (IoC Container), Computer Science, Programming, Web Applications, Microsoft Azure
Education
Master's Degree in Computer Science
University of Warwick - Coventry, UK
Certificate (C++, Master Level, Score: 4.28) in C++
Brainbench - London, UK
MCSD 70-487 Certification in Developing Microsoft Azure and Web Services
Microsoft - London, UK
MCSD 70-486 Certification in Developing ASP.NET MVC Web Applications
Microsoft - London, UK
MCSD 70-480 Certification in Programming in HTML5 with JavaScript and CSS3
Microsoft - London, UK
Bachelor's Degree in Computer Science
Eötvös Loránd University - Budapest, Hungary
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