Software developer2019 - PRESENTKegasoft (Wavestore Project)
Technologies: Qt, C++
- Saved and loaded video export profiles to server.
Software Developer2016 - PRESENTKegasoft
Technologies: Python, C#, C++17
- 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 Developer2017 - 2018Credit Suisse
Technologies: Visual Basic for Applications (VBA), Microsoft Excel, Python, C++
- 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 developer2017 - 2017HSBC
Technologies: Visual Basic for Applications (VBA), Microsoft Excel, Python, C#, C++
- 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 Developer2015 - 2016Morgan Stanley
- Utilized C++ and A+ to upgrade the old system with the credit valuation adjustment team.
Software Developer2009 - 2015Wavestore, Ltd.
Technologies: Linux, Windows, ActiveX, Technology, Video, Media, Qt 4, C++
- 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 Engineer2006 - 2008Rutherford Appleton Laboratory
- Deployed and maintained the pre-production service of a scientific data grid.
Teaching assistant2003 - 2006Comenius University
- Developed numerical algorithms in C++ to calculate convolutions , and Monte Carlo simulations.