Quantitative Asset Manager | CFA | Designing Investment Solutions
10+ years designing, developing, and deploying quantitative solutions across buy-side, sell-side, and fintech. I bridge the gap between quantitative research and production systems β from alpha generation to automated execution.
Co-creator of BeGlobal, Poland's first robo-advisor.
Quantitative Research β Strategy Development β Production Systems β Automated Execution
I build end-to-end quantitative infrastructure: backtesting frameworks, forecasting models, portfolio optimization, and automated trading pipelines.
Most of my quant work lives in private repos β no free alpha! π
Feel free to explore my public stuff. Some utilities, experiments, and tools I've open-sourced along the way. More coming soon.
Core Quant Development
- Python, NumPy, Polars, SciPy, Statsmodels, Scikit-learn, XGBoost
Data & Infrastructure
- SQL, PostgreSQL, Jupyter, REST & WebSocket APIs
Custom Research Infrastructure
- Proprietary backtesting frameworks, simulation engines, signal pipelines
Production & Automation
- Git, Docker, CI/CD, Luigi, MLflow
Visualization & Reporting
- Plotly, Dash, Streamlit, automated HTML reporting
AI-Assisted Development
- LangChain, Claude API, agentic workflows, LLM-driven research automation
- Quantitative Solutions Architect @ BeGlobal / Rockbridge TFI
- Portfolio Manager @ Rockbridge TFI β systematic fund strategies
- Risk Manager @ ING Bank ΕlΔ ski
- Valuations @ Nomura, London β structured credit & exotic products
...and some other stops along the way :)
