Marcell Kujbus

Marcell Kujbus Email and Phone Number

Algorithmic Trader and Co-Founder at Trafulla Trading @ Trafulla Trading
Marcell Kujbus's Location
Budapest, Budapest, Hungary, Hungary
About Marcell Kujbus

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

Marcell Kujbus's Current Company Details
Trafulla Trading

Trafulla Trading

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Algorithmic Trader and Co-Founder at Trafulla Trading
Marcell Kujbus Work Experience Details
  • Trafulla Trading
    Algorithmic Trader And Co-Founder
    Trafulla Trading May 2019 - Present
    Budapest, Hungary
    Building cryptocurrency hedge fund to automate crypto perpetual futures trading through econometrics, mathematics and technical indicators.Keywords: Kubernetes, Continuous streaming via websocket API, Fully functional algorithmic trader bot, quantitative analyzer modules, easy-to-use interface for defining any multimarket market-making or market-taking strategy trading possibly in every second, Fully functional backtesting tool based on trade/quote historical data
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  • Iquant Solutions
    Quantitative Developer
    Iquant Solutions Feb 2021 - Oct 2022
    Budapest, Hungary
    Responsible for building quant modelling universe (pricings, risk measures, exposure) that are used in the following real life examples: solvency, opera, priips, aifmd, real estate reporting. Adhering to a strict test driven development mindset, I implemented all the pricing methods (greeks and exposure) for various assets (fixed income products like bonds swaps or cds's, options, exotic options like swaptions or rate options, futures, forwards, cfd, cds), in a scalable, robust way. The test cases were covered based on state-of-the-art examples of John C Hull: Options Futures, and other Derivatives.I have written tools and cli's that are able to modify the database instance in a safe manner.I used asyncio and the async protocol to communicate with external sources like a database or a restful api. Keywords: python3.9, asnycio, SqlAlchemy on MySQL, HTTPS rest apis, abstract quant modelling, data dissemination
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  • Msci Inc.
    Quantitative Model Validation Specialist And Scrum Master
    Msci Inc. Oct 2019 - Jan 2021
    Budapest
    Responsible for validating single security analytical calculations in MSCI Beon (e.g risk metrices like expected shortfall, equity delta etc.). Experience with products like RiskMetrics, BarraOne, RiskServer, BPM, Optimizer and with MSCI indices (MSCI World, MSCI China etc.).Keywords: Software development and testing: unit/integration/smoke/live/regression/mocked tests, automatic XML parsing, Software architecture, Test framework design, Version control systems, Financial instruments and their pricings, Scala development, Python development, Azure, Azure DevOps, TeamCity, Jira, BitBucket, Scrum master
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  • Msci Inc.
    Quantitative Model Validation Intern
    Msci Inc. Apr 2019 - Oct 2019
    Budapest
    Keywords: Software engineering, Git, Financial instruments, Python, Scala, Performance attribution, automatization, agile workflow
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  • Morgan Stanley
    Risk Management Intern In Credit Rating Analytics
    Morgan Stanley Nov 2017 - Jun 2018
    Budapest
    Keywords: Econometrics, Probability of default, Natural Language Processing, Python, R, internationally diverse team
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  • Morgan Stanley
    Risk Management Intern In Model Risk Management (Global Wealth Management Unit)
    Morgan Stanley Jun 2017 - Nov 2017
    Budapest
    Keywords: Spline modelling, Financial risk, Python, R, internationally diverse team
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  • Gem Student Organization
    Student Organization Leader
    Gem Student Organization May 2016 - Jun 2017
    Budapest, Hungary
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Marcell Kujbus Skills

Mathematics Trading Strategies Presentation Skills Atlassian R Scikit Learn Git Vim Data Science Linux Asking The Good Questions Gephi Matlab Ielts Financial Modeling Data Analysis Jira Investments Scala Agile Methodologies Credit Risk Finance Scrum Text Mining Time Series Analysis Statistical Data Analysis Natural Language Processing Putty Microsoft Office Latex Risk Management Big Data Mathematical Modeling Ggplot Visual Basic For Applications Financial Analysis Market Risk Quantitative Finance Sql Python Scripting Teamwork Neovim Econometric Modeling Econometrics Machine Learning Statistics Data Visualization

Marcell Kujbus Education Details

Frequently Asked Questions about Marcell Kujbus

What company does Marcell Kujbus work for?

Marcell Kujbus works for Trafulla Trading

What is Marcell Kujbus's role at the current company?

Marcell Kujbus's current role is Algorithmic Trader and Co-Founder at Trafulla Trading.

What schools did Marcell Kujbus attend?

Marcell Kujbus attended Central European University, Corvinus University Of Budapest, Corvinus University Of Budapest.

What skills is Marcell Kujbus known for?

Marcell Kujbus has skills like Mathematics, Trading Strategies, Presentation Skills, Atlassian, R, Scikit Learn, Git, Vim, Data Science, Linux, Asking The Good Questions, Gephi.

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