Jakub Wronowski

Quant  Developer

Contact

Profile

I am a programmer with 11 years of professional experience. I have had an opportunity to work for the leading financial institutions developing tools for investment banking and risk management. I worked with a broad spectrum of technologies although the most experience I gained in web technologies and the .NET framework. I can work proficiently with Windows, macOS and Unix operating systems. I have experience also in dev ops and gathering business requirements form users. Moreover I have ability to solve non standard problems thinking out of the box. I am looking for a job providing challenging tasks that will help me to develop my skills.

Programming languages

Essential skills

  • Jenkins
  • Docker
  • Kubernetes
  • Dotnet
  • Web
  • VS Code
  • Vue
  • DevOps
  • Architecture
  • Nuxt
  • Algorithms
  • Node
  • GraphQL
  • Blockchain
  • WASM
  • Testing
  • Git
  • CI/CD
  • Github Actions
  • Quantitative Finance
  • Azure
  • Z3
  • SMT
  • Symbolic Execution

Professional experience

  1. 2021/03 present Senior Quant Analyst Credit Suisse
  2. 2020/02 2021/03 AI/ML Engineer Blockhunters
  3. 2017/08 2019/08 Quant Developer Margo
  4. 2016/04 2017/05 Software Developer Onwelo
  5. 2015/02 2016/04 Programmer Deloitte
  6. 2013/08 2015/02 .NET Consultant 7N
  7. 2011/12 2013/07 Senior Consultant Bank Millennium
  8. 2010/07 2011/12 Programmer Lionbridge

Courses and exams

  1. 🔗 Microsoft Certifications Transcript ID: 1121224, Access Code: 12345678
    2014/01 Microsoft Specialist: Programming in C#
    2014/01 MCSD: Web Applications
    2013/10 Programming in HTML5, JavaScript and CSS3
    2013/10 MCP: Microsoft Certified Professional

Senior Quantitative Analyst at Credit Suisse

Working on market risk management systems for the biggest European investment bank as a software developer and quantitative analyst. See my experience at Margo - this is the same project.
  • C#
  • F#
  • Python
  • Jenkins
  • VS Code
  • Kubernetes

AI/ML Engineer at Blockhunters

Design and development of a symbolic virtual machine for automated software verification.
At Blockhunters I developed tools that enable high quality unit and regression tests to be automaticaly generated from raw source code. One of goals was to save programmers' and testers' time, which in turn, leads to increased employee productivity and lower costs related to software testing. Tests are generated by analysing program execution paths with a symbolic virtual machine, which is able to find corner cases and obvious errors, and then report them to developers. Thanks to WebAssembly the tool supports most of the popular programming languages and environments. This approach saves a significant amount of the time which would be needed to implement it in different environments. We also used the VM to audit Ethereum smart contracts compiled to WebAssembly proving that there is no possiblity for a loss of the funds as a result of a fraud or a bug.
Design and development of tokenguard.io tool that is a distributed platform for running symbolic computations that seek volunerabilities in smart contracts. I designed the whole system architecture and successfully deployed it on managed Kubernetes cluster hosted on Azure cloud. Another feature of the platform is the monitoring of smart contracts for aggregating statistics and detecting malicious actions. For that reason I designed and deployed custom indexer for Ethereum compatible networks. I managed a team of five highly skilled software developers.
  • TypeScript
  • JavaScript
  • Python
  • WebAssembly
  • Rust
  • Solidity
  • C++
  • C
  • Swift
  • Vue.js
  • Nuxt
  • CSS
  • Quasar
  • Node.js
  • Docker
  • VS Code
  • Z3
  • Express
  • WASI
  • Git
  • BullMQ
  • Hasura
  • GraphQL
  • Redis
  • Postgres
  • Web services
  • Micro frontends
  • Symbolic execution
  • Blockchain
  • Unit testing
  • Cloud computing
  • Team Management
  • Azure
  • Kubernetes
  • Docker
  • Git
  • Github Actions
  • CI/CD
  • Distributed Computing














Quant developer at Margo

Working on market risk management systems for the biggest European investment bank as a software developer and quantitative analyst.
My responsibilities:
  • developing tools for time series generation and analysis in .NET and Python
  • writing libraries reused by quants in several projects
  • implementing risk management systems requirements due to FRTB regulations
  • helping model developers with programming and software deployment
  • setting up of continuous integration and continuous deployment solution with TeamCity
  • calculating periods of stressed VaR with graphical user interface in Python
  • creating tools for regression tests and code coverage ran after each CI build
  • refactoring software to unit testable architecture
  • performance optimization and code refactoring
  • designing and implementing algorithms and data structures for the best performance
  • advisory in software architecture and development process
  • conducting technical interviews of candidates
  • C#
  • F#
  • Python
  • C++
  • Powershell
  • VBA
  • .NET
  • Git
  • SVN
  • Resharper
  • PyCharm
  • VS Code
  • Spyder
  • Jupyter notebook
  • Anaconda
  • TeamCity
  • Jenkins
  • Jira
  • Artifactory
  • dotCover
  • NUnit
  • NSubstitute
  • Pandas
  • Numpy
  • Moq
  • Numerical Methods
  • Statistics
  • Quantitative Finance
  • Unit testing
  • SOLID
  • Dependency Injection

Software Developer at Onwelo

  • JavaScript
  • TypeScript
  • C#
  • C++
  • Powershell
  • VBA
  • Swift
  • Groovy
  • Elm
  • Node.js
  • Azure
  • Hyper-V
  • Docker
  • LXD
  • Xcode
  • Git
  • SVN
  • Mercurial
  • SQL Server
  • NUnit
  • Moq
  • Entity Framework
  • WPF
  • HTML
  • CSS
  • Knockout.js
  • AngularJS
  • Swagger
Developing systems for banking, insurance and telecom industries in various technologies.
My responsibilities:
  • creating plugins for client's apps in .NET and WPF
  • preparing proof of concept and evaluation of transactional system for a big corporate bank
  • creating mobile apps for iOS and Android in Cocoa and Xamarin
  • creating web user interfaces in HTML 5 and CSS
  • managing virtualized environment in Hyper-V and LXD
  • designed and coded internal application for testing candidates in purely functional language Elm
  • performance optimization and code refactoring
  • designing relational databases with object-relational mappings
  • creating REST services in Swagger and OpenAPI tools




Programmer at Deloitte

  • JavaScript
  • C#
  • .NET
  • VBA
  • T-SQL
  • Python
  • Visual Studio 2015
  • Node.js
  • SQL Server
  • TeamCity
  • Git
  • SVN
  • Jira
  • WebForms
  • HTML
  • CSS
  • TPL
  • Entity Framework
  • LINQ to SQL
  • Autofac
  • SOLID
  • Dependency Injection
Development of credit risk management system for a big retail bank.
My responsibilities:
  • implementing credit risk system accordingly to Basel III requirements
  • creating web user interfaces in ASP.NET WebForms
  • designing SQL Server databases
  • writing SQL Server functions, views and stored procedures
  • optimizing and analyzing T-SQL queries
  • increasing processing speed with multithreading
  • performance optimization and code refactoring
  • preparing presentations and proof of concepts for clients
  • gathering business requirements

.NET Consultant at 7N

  • JavaScript
  • C#
  • C++
  • T-SQL
  • awk
  • Node.js
  • Visual Studio
  • Git
  • SVN
  • Jira
  • Fisheye
  • Unix
  • SQL Server
  • LINQ to SQL
  • WinForms
  • Autofac
  • TPL
  • LINQ
  • SOLID
  • Dependency Injection
Development of tools for investment banking and forex trading for mBank.
My responsibilities:
  • designing effective algorithms and data structures for storing quotations
  • creating user interfaces in WinForms and web technologies
  • designing SQL server databases
  • performance optimization and code refactoring
  • retrieving, transforming and loading data between systems developed in various technologies
  • writing bash scripts in Unix (AIX) with awk, sed and perl
  • investigating and fixing bugs reported by users
  • writing unit and regression tests













Senior Consultant at Bank Millennium

  • JavaScript
  • C#
  • .NET
  • VBA
  • T-SQL
  • XSLT
  • Node.js
  • SVN
  • Visual Studio
  • SSMS
  • Jira
  • Fisheye
  • SQL Server
  • ADO.NET
  • ASP.NET
  • TPL
  • LINQ
  • Knockout.js
  • SOLID
  • SOA
  • Microservices
Development of web transactional system for corporate clients
My responsibilities:
  • creating web user interfaces in ASP.NET and Knockout.js
  • implementing a service layer for transactional system
  • analyzing reported bugs and fixing them
  • design and implementation of high performance permissions module
  • adding new features requested by clients
  • designing relational databases
  • analyzing T-SQL query plans
  • tracing database deadlocks and reducing their number by 90%
  • analyzing events from SQL Server event traces
  • creating and consuming web services

Programmer at Lionbridge

  • JavaScript
  • C#
  • Java
  • VBA
  • T-SQL
  • XSLT
  • Python
  • SVN
  • TFS
  • .NET
  • SQL Server
  • Visual Studio 2008
  • SSMS
  • Excel
  • ADO.NET
  • WebForms
  • ASP.NET
  • LINQ
  • SSRS
Technical coordination of localization project for Microsoft and software development for Cisco.
My responsibilities:
  • designing and implementing web services
  • analyzing T-SQL query plans
  • creating web user interfaces in ASP.NET WebForms
  • designing relational databases
  • adding new functionalities to the existing software
  • analyzing and fixing reported bugs
  • technical validation of translated resources
  • writing instructions for translators
  • process automation with VBA and Python