Marian Klein
Verified Expert in Engineering
Multithreading Developer
Marian is a quantitative developer with a strong background in mathematics. He has 15 years of experience in C++ and brings his expertise to client projects requiring deep analysis and insightful problem-solving. Marian has worked on projects for companies such as Morgan Stanely, HSBC, Kegasoft, and Credit Suisse.
Portfolio
Experience
Availability
Preferred Environment
Linux, GNU, Kubuntu Linux
The most amazing...
...project I've developed involved the de-warping or flattening of images captured by fisheye cameras.
Work Experience
Software developer
Kegasoft (Wavestore Project)
- Saved and loaded video export profiles to server.
Software Developer
Kegasoft
- Developed a C++ template header library that implemented a small compiler language or VM machine. It was 20 times faster than Python for numerical calculations.
Quantitative Developer
Credit Suisse
- Delivered a risk factor cross-correlation monitoring framework in C++ for a credit risk analytics library.
- Fixed bugs and errors on applications of the Monte Carlo engine.
Quantitative developer
HSBC
- Integrated a 64-bit C++ equity derivatives pricing library via Excel DNA, and a C# serialization networking bridge into 32-bit Excel version.
- Developed an equity derivatives pricing library for futures and options via PDE, Monte Carlo, closed formulas, and linear methods.
- Redeveloped a framework for market scenario contexts definitions (mostly market shocks), calculating cumulative shocks, and basket index, or FX.
Analytic Developer
Morgan Stanley
- Utilized C++ and A+ to upgrade the old system with the credit valuation adjustment team.
Software Developer
Wavestore, Ltd.
- Derived the mathematical formulas for 3D geometric transformations. I implemented and integrated this into video management and recording software (a feature much appreciated by customers). This resulted in an exciting solution for the de-warping or flattening of fisheye camera footage that works with arbitrary camera brands.
- Implemented video transcoding and back-up facility usability enhancements, dynamic subtitles, multi-threaded decoding, a dynamic logarithmic slider to easily jump or scrub in different video or media footage with various sizes that span large amounts of recorded time.
- Participated in the design for the new generation of the core architecture of the application.
Grid System Engineer
Rutherford Appleton Laboratory
- Deployed and maintained the pre-production service of a scientific data grid.
Teaching assistant
Comenius University
- Developed numerical algorithms in C++ to calculate convolutions , and Monte Carlo simulations.
Experience
Customizable Virtual Machine and Scripting Language with Fast Binding to C and C++.
https://github.com/marian556/cvmSkills
Languages
C++11, C++14, C++, C++17, Python, Visual Basic for Applications (VBA), A+, Bash, Python 3, C#, Excel VBA
Platforms
Linux, Windows, Kubuntu Linux
Other
Multithreading, Computational Physics, Mathematical Finance, Mathematics, Physics, GNU, Qt 4, Media, Videos, Technology
Frameworks
Qt, ActiveX
Storage
MySQL
Tools
Microsoft Excel
Paradigms
Agile
Education
Ph. D. (Unfinished) in Econophysics
Comenius University - Bratislava, Slovakia
Master of Science Degree in Mathematical and Theoretical Physics
Comenius University - Bratislava, Slovakia
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