Marian Klein, Developer in London, United Kingdom
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Marian Klein

Verified Expert  in Engineering

Multithreading Developer

Location
London, United Kingdom
Toptal Member Since
July 15, 2019

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

Kegasoft
Python, C#, C++17
Credit Suisse
Visual Basic for Applications (VBA), Microsoft Excel, Python, C++

Experience

Availability

Part-time

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

2019 - PRESENT
Kegasoft (Wavestore Project)
  • Saved and loaded video export profiles to server.
Technologies: Qt, C++

Software Developer

2016 - PRESENT
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.
Technologies: Python, C#, C++17

Quantitative Developer

2017 - 2018
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.
Technologies: Visual Basic for Applications (VBA), Microsoft Excel, Python, C++

Quantitative developer

2017 - 2017
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.
Technologies: Visual Basic for Applications (VBA), Microsoft Excel, Python, C#, C++

Analytic Developer

2015 - 2016
Morgan Stanley
  • Utilized C++ and A+ to upgrade the old system with the credit valuation adjustment team.
Technologies: A+

Software Developer

2009 - 2015
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.
Technologies: Linux, Windows, ActiveX, Technology, Videos, Media, Qt 4, C++

Grid System Engineer

2006 - 2008
Rutherford Appleton Laboratory
  • Deployed and maintained the pre-production service of a scientific data grid.
Technologies: Bash

Teaching assistant

2003 - 2006
Comenius University
  • Developed numerical algorithms in C++ to calculate convolutions , and Monte Carlo simulations.
Technologies: C++

Customizable Virtual Machine and Scripting Language with Fast Binding to C and C++.

https://github.com/marian556/cvm
A fast numerical calculations VM language 15x quicker and safer than general-purpose scripting languages such as Python, and Lua for numeric algorithms, and only twice as slow as the same routine compiled in C. The program in this language can be treated as an advanced and safe configuration file, or high-level master program for other projects written in C or C++. It can call C and C++ functions and be a plugin or module in a master program written in C or C++.

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

2003 - 2006

Ph. D. (Unfinished) in Econophysics

Comenius University - Bratislava, Slovakia

1998 - 2003

Master of Science Degree in Mathematical and Theoretical Physics

Comenius University - Bratislava, Slovakia

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