Technical Co-founder2014 - PRESENTxltrail
- Developed a web app on top of Git that facilitates version control and collaboration for Excel.
- Built the first iteration and brought it to market. The app is used by on-premise and Cloud customers, primarily in the financial services industry. The app supports various deployment targets: Cloud, on-premise, and airgapped on-premise and integrates with enterprise LDAP/AD systems for user (and licensed seats) management.
Python Developer2012 - PRESENTFreelance Financial Technology Consulting
- Developed bespoke Python-based solutions to a number of clients in the financial services industry (hedge funds, asset managers, trading desks), primarily in London and Zurich.
- Built Celery-based apps for scheduling complex asynchronous workflows-long-running calculations as well as highly concurrent data flows to and from third-party systems (Bloomberg). Leveraged Django, Flask, SQLALchemy, and Falcon to deliver REST APIs.
- Delivered containerized apps for easy CI/CD and deployment, leveraging GitLab pipelines.
- Integrated legacy Excel/VBA applications with client-side Python code (via xlwings), server-side REST APIs and Bloomberg (via BLPAPI and Data License).
- Integrated Django/Flask REST apps with customer's LDAP/Active Directory infrastructure for authentication and authorisation.
- Helped customers integrate and replace Excel with Jupyter notebooks.
Rapid Application Development Consultant2014 - 2016Credit Suisse
Technologies: C#, Python
- Developed a number of tactical Python solutions for the equity trading desks in London.
- Integrated legacy Excel applications with modern REST APIs.
- Spearheaded a data science project to extract historical quantitative data from non-structured data using Pandas.
- Built various rapid application Excel/VBA applications.
Quant and Rapid Application Developer2006 - 2012UBS Investment Bank
Technologies: C#, Python
- Developed a new platform for the bank's commodity index business that enabled them to better risk-manage their complex trading book.
- Built a Python-based backtesting platform that enabled users to rapidly prototype and launch new alpha- and beta trading strategies.
- Oversaw and managed new product launches resulting in additional revenues to the business.
- Introduced Excel-DNA to rapidly build Excel Add-Ins in C#, facilitating a modern integration between Excel and internal REST APIs and Bloomberg's BLPAPI.
Junior Risk Controller2005 - 2006Landesbank Berlin
Technologies: C++, Microsoft Excel
- Developed a suite of C++ and Excel-based tools improving the bank's ability to monitor the risk of its equity derivative portfolio.
- Integrated internal (Murex) and external data feeds (Bloomberg) into the risk system.
- Streamlined the department's internal RFC process to ensure a faster and higher quality release process.