Marcin Gorzynski Email & Phone Number

London, United Kingdom

Developer/Architect • Responsible for transitioning into micro service oriented architecture based on python and c# services with REST and Rabbit MQ for reliable messaging.• Build scalable streaming/aggregation engine with c#, akka.net actor model and Rete based rule engine. It evaluates ~500K trade portfolio using ~15M Greeks sensitivities and calculates RRR (Ring Fencing requirement) for FX, IR, IL and Credit Product (Standardized Risk based on EAPO 2013 regulation) in a matter of minutes. Performance monitored by Grafana/InfluxDB• Designed risk reporting database which holds terabytes of data. I was responsible for indexing/archiving and partitioning strategy • Created modular lightweight framework including event broadcasting (WCF), permissioning, configuration & auditing used as a base building blocks for other components written in .NET, PowerShell, VBA • Developed Stress Scenario Generation tool in c#, WPF, MVVM, EF and Sql Server which allows users efficiently model, visualize and maintain various economic scenario events. Users appreciated the solution that hides complexity behind easy to use and ergonomic UI design. • Responsible for maintenance and enhancements of historical VAR engine for banking and non-banking book as well as data enrichment process used by Regulatory VAR engine

London, England, United Kingdom

One app to manage all your regular spendings and helps find forgotten subscriptions from your bank accounts. This solution designed according to PSD2 and based on Open Banking API.Utilising latest technology including Kubernetes , Docker , Java & Spring , Python, Dash/Plotly , Microservices , Kafka and Cassandra to provide very scalable solution utilising Open Banking for financial overview and reporting

London

Worked on continues event processing engine for post trade limit risk platform and real time order flow monitoring.• Front-end c# 3.5, Sockets, MVP, Win Forms, Infagistics • Back-end Java 1.6, Oracle, Hibernate, • Messaging with Google Protobuf, Sockets and TIBCO.

Foreign ExchangeImplemented Foreign Exchange Integration Hub which provided STP into downstream position keeping and confirmation matching systems.• Supported Spot, Swap, Forward, NDF, FX Options• Implemented Central multi entity FX Treasury Model over 360T which provided company with netting/cost saving opportunities• Integrated FIDESSA which was major improvement to front-end risk management capabilities• Designed pricing engine with streaming and RFQ capabilities used on the Central desk. Prices were sourced using Reuters Market Data, forwards points were calculated using FX curves sourced via Bloomberg API interpolated/extrapolated when necessary• Daily position marking. Technology: C# 4.0, MQ, XSLT, Win Forms, WCF, Quick Fix, Windsor Castle, SQL Server, Quartz, Retlang, Dev Express, Power Pivot, Excel, log4netCash Management Implemented in .Net Multi entity integration project to globally replace existing Cash Management solutions tailored to the specific needs of every entity.• Designed integration framework promoting concepts like common reusable tasks, workflows, middleware messaging, alerting, service discovery and health/dependency monitoring.Technology: C# 4.0, MQ, MSMQ, XSLT, Win Forms, WCF, TPL, Elmah, NHibernate, Asp.Net MVC, log4netRisk Liquidity• Participated in design of the reporting system to satisfy FSA liquidity requirements including Repo, Reverse Repo, STBL, FX, Stock, Bonds, Derivatives enabling unencumbered positions and time bucketing categorization. Ms Access was used for data enrichment, business rule repository, population of various excel templates that were supplied to FSA and Balsa for further liquidity risk position management.

Responsible for development of a line-of-business application servicing core business functionality (relocation and moving services).Agile development, Net 3.5, Workflow, WPF, WCF, Entity Framework, MS SQL, ASP.NET

Projects undertaken:Financial Services Authority auditing systemCustomer Identification Check to enforce rules relating to the prevention of money laundering

Responsible for design and development Web based Reservation & Apartment Management System.Technology used: ASP.NET 1.1, C#, SQL Sever 2000

Web developerTechnology: Asp, Sql Server 2000

Post Graduate, Information Technology

Master, Engineering