Balazs Kemenes
Verified Expert in Engineering
Software Developer
在他的整个职业生涯中，Balazs一直作为首席开发人员和架构师为一级投资银行开发软件. Some of the companies that are using his solutions in their daily operations are J.P. Morgan, Morgan Stanley, Credit Suisse, UBS, Citigroup, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more.
Portfolio
Experience
Availability
Preferred Environment
IntelliJ IDEA, PyCharm, CLion, Unix
The most amazing...
...我参与过的项目包括花旗集团(Citigroup)的结构化票据簿记表计算模块，以及瑞士信贷(Credit Suisse)的欺诈文件检测算法.
Work Experience
Senior Software Engineer
Julius Baer
- 促进多种金融工具的流解决方案，如外汇远期, bond future, commodity future, and more.
- 使用加权平均算法和非对称优先算法，提供价格聚合算法，为交易者提供Julius Baer的参考价格.
- Introduced the ladder option prices, 用不同的阶梯加工工艺如书的顶部和最好的价格.
- 实现了预编译各种StreamBase模块的解决方案，以增加50%的启动时间.
- 设计了新的基于消息总线的体系结构，以提高在不断变化的节点集群上的可伸缩性.
Head of Quant Research
Falcon Capital
- Designed the high-frequency algorithmic trading strategies from drafts to live trades.
- Implemented the complete trading system along with a high-frequency tick data stream.
- Set up the infrastructure for the entirely automated data feed, intraday trading, and risk management.
Lead Quantitative Developer
Partners Capital
- 设计并实施了投资组合优化模型和算法，以优化配置240亿美元的资产管理规模.
- 提交本人发起的系统性宏观研究及投资机会检测项目设计.
- 设计新的架构，选择新的技术栈，对公司的软件基础设施进行全面的重新设计, and implemented the core modules.
Software Engineer
Credit Suisse
- Designed, as a lead developer, 应用程序的完整架构和编写的代码库解决了投资银行当前面临的主要挑战之一，通过应用机器学习，它可以从以前的结果中学习.
- Delivered my own idea—a job scheduling framework which automates a whole team’s work, 构建和加载庞大的金融数据集到适当数据库中正确命名的新表中.
- 实现了一种非常有效的算法来计算大型数据集中实体匹配的概率, replacing the bank’s existing, long-used solution.
- 通过构建依赖注入框架库，在系统的不同组件之间引入松耦合.
Software Engineer
Duco
- 通过丰富高性能c++匹配引擎的聚合计算特征集，增加了交易数据对账服务的价值.
- 构建新的Java匹配规则，允许在对账过程中进行丰富的数据操作.
- 通过引入基于saml的单点登录身份验证，使Tier 1投资银行的员工能够使用他们的银行凭证登录到Duco Cube web应用程序.
- 在Java中维护一个协调作业调度和排队系统的复杂代码库, Akka, and Play.
Software Engineer
Citigroup
- 设计并实现了一个预订单计算组件，该组件完全自动化了之前预订团队的手动流程.
- 通过优化存储库层中的实体框架查询，提高了结构化票据回收应用程序的性能.
- Made the code base more maintainable, readable, and reusable by applying design patterns and best practices during development. Used Singleton, Factory, Strategy, SOLID principles, DRY, KISS, and SoC.
- Enhanced the system’s stability by covering most of the new features with unit tests.
- 提高了国库结构化产品标识工作流系统(ISIN)的速度和可靠性, CUSIP, 通过在ID Workflow MVC web应用程序中构建一个单独的组件来取代遗留的解决方案.
- 通过Hive从Hadoop大数据仓库中检索数据，并在Clojure中过滤/丰富数据，创建结构化票据交易信息的自定义报告.
Software Engineer
Dealogic
- 为投资银行投资者和演示者(Morgan Stanley)提供了类似本机的客户端门户单页web应用程序的用户体验, J.P. Morgan, Credit Suisse, UBS, Deutsche Bank, Wells Fargo, Macquarie, Nomura, 以及更多)通过实现用于异步数据检索和可视化的客户端基础设施.
- 构建iOS应用(app Store中的Dealogic Connect)，使一级投资银行的投资者能够收到会议日程相关变化的推送通知，并通过在原生应用中打开web应用快速响应.
- 通过在Xamarin中重写整个项目，确保应用程序的公共代码库在多个平台之间共享.
- 实现了一个解决方案，允许iOS应用使用现有的MVC网站作为REST API.
Software Engineer
Alstom
- 通过创建大多数XAML用户界面，增强了ICONIS应用程序的可用性.
- 通过在Silverlight中重写多个传统的WinForms组件，改进了ICONIS解决方案的性能.
- 通过执行定期的对等代码审查，使代码库更易于维护、可读性和清洁度.
Experience
Credit Suisse Client Portal
http://credit-suisse.dealogic.com/conferences/Conferences/Conference这个网站由瑞士信贷(Credit Suisse)使用，我是Dealogic的主要开发者之一. It gives access for the Credit Suisse conferences.
Education
Master's Degree in Computer Science
University of Warwick - Coventry, UK
Certificate (C++, Master Level, Score: 4.28) in C++
Brainbench - London, UK
MCSD 70-487 Certification in Developing Microsoft Azure and Web Services
Microsoft - London, UK
MCSD 70-486 Certification in Developing ASP.NET MVC Web Applications
Microsoft - London, UK
MCSD 70-480 Certification in Programming in HTML5 with JavaScript and CSS3
Microsoft - London, UK
Bachelor's Degree in Computer Science
Eötvös Loránd University - Budapest, Hungary
Skills
Libraries/APIs
React, Proxygen, Log4Net, Moq, LINQ, Web API, SQLAlchemy, jQuery, Backbone.js, Marionette.js, Pandas, NumPy, Scikit-learn, Natural Language Toolkit (NLTK), Node.js, TensorFlow
Tools
MATLAB, Subversion (SVN), TFS, Git, RSpec, Apache Maven, Apache Airflow, CLion, PyCharm, IntelliJ IDEA, Microsoft Silverlight
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 Core, Entity Framework Core, ASP.NET MVC 3, iOS SDK, Spring
Languages
C++, C#, Python, Java, R, Objective-C, Clojure, CSS3, CoffeeScript, HTML5, TypeScript, UML, Ruby, JavaScript, XAML
Paradigms
Distributed Computing, Parallel Computing, Test-driven Development (TDD), Functional Programming, Agile, REST, Microservices
Platforms
Unix, Amazon Web Services (AWS), Oracle Database, Xamarin
Storage
RocksDB, Redis, MySQL, Oracle SQL, Apache Hive, Microsoft SQL Server, Google Cloud, Elasticsearch
Other
SOLID Principles, Classification Algorithms, Windows Communication Foundation (WCF), Image Analytics, Clustering Algorithms, Video Analysis, Sentiment Analysis, Deep Neural Networks, Big Data, Ajax, Data Mining, Machine Learning, Natural Language Processing (NLP), GPT, Generative Pre-trained Transformers (GPT), Unity (IoC Container), Computer Science, Programming, Web Applications, Microsoft Azure
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