Michael Pichowsky Email & Phone Number

Chicago, Illinois, United States

My team builds containerized, pythonic restful microservices that deliver high-quality quantitative financial tools for the analysis, pricing, forecasting and understanding of the risks and rewards of investing in derivative products like structured notes, fixed income and structured ETFs. We have introduced a groundbreaking extensible framework that revolutionizes the categorization of complex financial instruments and significantly enhances accessibility by providing a flexible and uniform description of the products thereby streamlining the sales process and fostering better understanding of these products among a wider audience.

Chicago

Scrum team spear-heading python-based automated generation of term sheets and pricing supplements for Structured Notes business. Implemented cutting-edge system to seamlessly integrate back-end workflows and cloud-based collaboration among treasury, trading and legal teams. Coordinated with global marketing, trader, and legal teams to ensure the utmost quality and efficient delivery of pre- and post-trade documents for structured products.

Chicago

Design and implementation of custom applications for daily trading and back-office operations in C#, Python, Matlab and Perl. Email processing using MS Exchange API. Business continuity planning. Centralized logging, application managing system created using ASP MVC.

Chicago

Ultraviolet Algorithms: Created deep neural networks incorporating state-of-the-art regularization techniques leveraging Theano on CUDA GPUs to implement recurrent and convolutional neural networks for Markov Decision Processes in multi-player games with imperfect information. Odin Research: Developed market-making system in C# featuring portfolio pricing & management based on utility theory with innovative multi-threaded, multi-legged auto-spreaders that collaboratively hedged partial fills for Eurodollar strategies.Edge Financial Technologies: created custom trading application for Eurodollar strips, packs and bundles using Trading Technologies API and C#.Misty Publications: Proprietary Web-zine framework using ASP.NET MVC, secure admin management CRUD with full role authentication using Entity Framework.

Greater Chicago Area

Algorithmic trading models and platform development. Created "VIOLET", a C#-based multi-threaded multi-user black-box statistical arbitrage trading system with data collection for prices and economic news. Python back testing framework including news events and execution models. Supervised and unsupervised learning models used in market data modeling. Designed back-office reconciliation tools for market-making groups.

Chicago

Designed fully automated object-oriented, multi-threaded algorithmic trading platforms in C# including sophisticated trader visualization interfaces, multiple non-local users, robust data collection. Developed novel algorithmic trading strategies for futures, equities, and fixed income products. Created integrated machine learning systems for back-testing, model validation and post-trade analysis. Managed teams of traders, financial engineers, mathematicians and developers.

Chicago

Developed large-scale multi-threaded object-oriented applications for back-testing and optimization of statistical arbitrage for equities trading team. Managed semi-automated Eurodollar and Euribor market making desk.

Taught graduate/undergraduate physics courses including Modern Physics and Nuclear Physics. Researched bound states of quarks in non-perturbative quantum field theory, and quark confinement arising from the analytic properties of quark propagators. The analytic continuation of Lattice-QCD simulations close to the pi-meson singularity.

Strong interaction theoretical physics of bound states in quantum field theory. Exotic mesons. Pion-kaon coupled channel scattering in Bakamjian-Thomas relativistic quantum mechanics with exact unitarity up to three-body cuts.

Researched electromagnetic form factors and magnetic moments of strongly interacting bounds states, such as the vector mesons, protons and neutrons, using quantum field theoretic models within a Dyson-Schwinger framework. Also explored controversial pion-loop versus dynamic quark interactions that lead to the mass splitting of the rho and omega mesons.

Ph.D., Theoretical Physics

Activities and Societies: Sigma Xi Research Honor SocietyDepartment of Energy Fellowship at Argonne National Laboratory Thesis.

Master Of Science - Ms, Financial Engineering

Master Of Science (Ms), Theoretical Physics

B.S., Physics, Mathematics