https://marcellkujbus.wixsite.com/mysiteI am always striving to bring 100% to the work I do, and my goal as a mathematician/economist is to develop financial econometrical models/algorithms that can beat the market. I am capable of identifying and hedging the risks that pop up while trading. Skilled in:⌁ Quantitative development --Python, Scala, C#⌁ Algorithmic trading on Cryptocurrency exchanges --Binance, BitMEX⌁ Software testing --unit testing, integration testing, regression testing, mocked environments⌁ Financial mathematics --My knowledge covers John C. Hull - Options, Futures, and Other Derivatives book (tenth edition)⌁ Mathematics --Probability and stochastic calculus as main major⌁ Git --every day use⌁ Data Science (bronze medal in Kaggle competition) --Python (PyCharm, Jupyter, Vim), Scala - Spark (IntelliJ, Vim)⌁ Machine Learning modelling for algorithmic trading --Won National Scientific Students' Association first prize (Hungary)Career:🔛 Progressive Quantitative Developer at iQuant Solutions (from February 2021)🔛 Progressive algorithmic trader in the cryptocurrency market using fully functional self-built trader bot (from April 2019)🔛 Quantitative Model Validation Specialist and Scrum Master expertise at MSCI Inc. in an agile environment (April 2019 - February 2021)🔛 1 year of Risk Management at Morgan Stanley in Credit Risk and Wealth Management fields, part responsibility for PDE model🔛 Best quantitative solution for I-Com Global Data Science Hackathon at Malaga, 2019🔛 Most awarded paper in 2018-2019 among uni students with a work of buliding a trading strategy on the Merger&Acquisition market via Support Vector Machine🔛 Develop innovative tools🔛 Strong drive for results ; data and metrics-drivenHigher Education★ Among top3 of Applied Mathematicians at Central European University, with a GPA of 3.9/4★ Among top3 of graduated Financial-Mathematical analysts at Corvinus University of Budapest, with a GPA of 4.72/5★ Attendee of Special Empirical Finance Research programme 2019Contact me:Email: marcellkujbus@gmail.comvia LinkedIn“Hunger is the best seasoning” - Ken Follett
Listed skills include Mathematics, Trading Strategies, Presentation Skills, Atlassian, and 44 others.