Balazs Kemenes
验证专家 in Engineering
软件开发人员
Balazs has built software for Tier 1 investment banks 作为首席开发者 and architect during his entire career. 一些在日常运营中使用他的解决方案的公司是J.P. Morgan, Morgan Stanley, Credit Suisse, UBS, Citigroup, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more.
Portfolio
Experience
Availability
首选的环境
IntelliJ IDEA, PyCharm, CLion, Unix
最神奇的...
...projects I've worked on was a structured notes booking sheet calculating module at Citigroup and an algorithm that detects fraud documents at Credit Suisse.
工作经验
高级软件工程师
Julius Baer
- Facilitated the streaming solution for multiple financial instruments such as FX forward, bond future, 商品的未来, and more.
- Delivered price aggregation algorithms to provide Julius Baer's reference price to traders using a weighted average algorithm and asymmetric prioritized algorithm.
- 引入阶梯期权价格, with the different ladder processing techniques such as the top of the book and best price.
- Implemented a solution to precompile the various StreamBase modules to increase startup time by 50%.
- Designed the new message-bus-based architecture to increase scalability on a continuously changing cluster of nodes.
定量研究主管
Falcon Capital
- Designed the high-frequency algorithmic trading strategies from drafts to live trades.
- 实现了完整的交易系统以及高频滴答数据流.
- 为完全自动化的数据提要设置基础结构, 盘中交易, 风险管理.
首席定量开发人员
合作伙伴的资本
- Designed and implemented the portfolio optimization models and algorithm to optimally allocate the $24 billion AUM.
- Delivered the designs of my initiation of a project for systematic macro research and investment opportunity detection.
- Designed the new architecture and selected the new technology stack for the complete redesign of the company’s software infrastructure, 并实现了核心模块.
软件工程师
Credit Suisse
- Designed, 作为首席开发者, the complete architecture and wrote the code base of the application—which solves one of the current major challenges of the investment bank by applying machine learning where it could learn from previous outcomes.
- 提出了我自己的想法——一个自动化整个团队工作的工作调度框架, and structures and loads huge financial datasets to the correctly named new tables in the appropriate databases.
- Implemented a very efficient algorithm to calculate the probability of entity matches in large datasets, 取代银行现有的, 她的解决方案.
- Introduced a loose coupling between the different components of the system by building a dependency injection framework library.
软件工程师
Duco
- Increased the value of the trade data reconciliation service by enriching the aggregate calculation feature set of the high-performance C++ matching engine.
- Built new Java matching rules to allow rich data manipulation during the reconciliation process.
- Made possible for the employees of a Tier 1 investment bank to sign-in to the Duco Cube web application with their bank credentials by introducing the SAML-based single sign-on authentication.
- Maintained the complex code base of a reconciliation job scheduling and queuing system in Java, Akka, and Play.
软件工程师
Citigroup
- Designed and implemented a booking sheet calculation component which completely automates the previously manual process of the booking teams.
- Increased the performance of the structured note retiring application by optimizing the Entity Framework queries in the repository layer.
- 使代码库更易于维护, readable, 并且可以通过在开发期间应用设计模式和最佳实践来重用. 使用Singleton, Factory, Strategy, SOLID原则，DRY, KISS和SoC.
- 通过单元测试覆盖大部分新特性，增强了系统的稳定性.
- Improved the speed and reliability of the treasury’s structured product identifier workflow system (ISIN, CUSIP, and more) by building a separate component in the ID Workflow MVC web application to replace the legacy solution.
- Created custom reports of structured note trade information by retrieving the data from a Hadoop big data warehouse via Hive and filtering/enriching it in Clojure.
软件工程师
Dealogic
- Facilitated a native-like user experience of the client portal single-page web application for investment bank investors and presenters (Morgan Stanley, J.P. Morgan, Credit Suisse, UBS, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more) by implementing the client-side infrastructure for async data retrieval and visualization.
- Built an iOS app (Dealogic Connect in the App Store) which enables the investors of Tier 1 investment banks to receive push notifications of relevant changes in their conference meeting schedules and to quickly respond to them by opening the web app inside the native app.
- Ensured that the common code base of the app was shared between multiple platforms by rewriting the whole project in Xamarin.
- Implemented a solution which allows the iOS app to use the existing MVC website as a REST API.
软件工程师
Alstom
- Enhanced the usability of the ICONIS application by creating most of the XAML user interfaces.
- Improved the performance of the ICONIS solution by rewriting multiple legacy WinForms components in Silverlight.
- 使代码库更易于维护, readable, and cleaner by performing regular peer code reviews.
Experience
瑞士信贷客户门户
http://credit-suisse.dealogic.com/conferences/Conferences/ConferenceThis website is used by Credit Suisse and I was one of the main developers of it at Dealogic. 它提供了参加瑞士信贷会议的机会.
Skills
Languages
C++, C#, Python, Java, R, Objective-C, Clojure, CSS3, CoffeeScript, HTML5, TypeScript, UML, Ruby, JavaScript, XAML
Frameworks
Akka, Entity, Concordion, Google Mock (GMock)， Google Test, NUnit, Unity, ASP.NET MVC, Hadoop, Flask, AngularJS, Ruby on Rails (RoR), Hibernate, JUnit, Play, Boost, Redux, Django, Spring Boot, .. NET核心，实体框架核心，ASP.. NET MVC 3, iOS SDK, Spring
库/ api
React, Proxygen, Log4Net, Moq, LINQ, Web API, SQLAlchemy, jQuery, Backbone.js, Marionette.. js, Pandas, NumPy, Scikit-learn, 自然语言工具包(NLTK)， Node . js.js, TensorFlow
Tools
MATLAB, Subversion (SVN), TFS, Git, RSpec, Apache Maven, Apache Airflow, CLion, PyCharm, IntelliJ IDEA, 微软的Silverlight
Paradigms
分布式计算, 并行计算, 测试驱动开发(TDD), 函数式编程, Agile, REST, Microservices
Platforms
Unix，亚马逊网络服务(AWS)， Oracle数据库，Xamarin
Storage
RocksDB, Redis, MySQL, Oracle SQL, Apache Hive, Microsoft SQL Server, Google Cloud, Elasticsearch
Other
坚实的原则, 分类算法, Windows通信基础(WCF), 图像分析, 聚类算法, Video Analysis, 情绪分析, 深度神经网络, Big Data, Ajax, Data Mining, 机器学习, 自然语言处理(NLP), GPT, 生成预训练变压器(GPT), Unity (IoC容器), 计算机科学, Programming, Web应用程序, 微软Azure
Education
计算机科学硕士学位
英国华威大学考文垂分校
证书(c++，硕士，4分.28) in C++
Brainbench——英国伦敦
开发微软Azure和Web服务的MCSD 70-487认证
微软-伦敦，英国
MCSD 70-486 ASP开发认证.asp.net MVC Web应用程序
微软-伦敦，英国
MCSD 70-480认证在HTML5编程与JavaScript和CSS3
微软-伦敦，英国
计算机科学学士学位
Eötvös Loránd匈牙利布达佩斯大学
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