Software developer
2019 - PRESENTKegasoft (Wavestore Project)- Saved and loaded video export profiles to server.
Technologies: Qt, C++Software Developer
2016 - PRESENTKegasoft- 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.
Technologies: Python, C#, C++17Quantitative Developer
2017 - 2018Credit 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.
Technologies: Visual Basic for Applications (VBA), Microsoft Excel, Python, C++Quantitative developer
2017 - 2017HSBC- 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.
Technologies: Visual Basic for Applications (VBA), Microsoft Excel, Python, C#, C++Analytic Developer
2015 - 2016Morgan Stanley- Utilized C++ and A+ to upgrade the old system with the credit valuation adjustment team.
Technologies: A+Software Developer
2009 - 2015Wavestore, 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.
Technologies: Linux, Windows, ActiveX, Technology, Video, Media, Qt 4, C++Grid System Engineer
2006 - 2008Rutherford Appleton Laboratory- Deployed and maintained the pre-production service of a scientific data grid.
Technologies: BashTeaching assistant
2003 - 2006Comenius University- Developed numerical algorithms in C++ to calculate convolutions , and Monte Carlo simulations.
Technologies: C++