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Denys Shkola

Software engineer leading an internal AI accelerator team at Erste Digital, and building market-data and quant-research systems in my own time.

AI / forward-deployed engineeringAgentic modernization of legacy banking code, with automated quality gates and human review

Target roles
  • AI / Forward-Deployed Engineering
Location
Vienna, Austria · authorized to work in Austria · open to EU relocation
Availability
Full-time roles from autumn 2027; internships and part-time roles before then

Start hereErste AI modernization

At Erste Digital I lead an internal AI accelerator team. Our pipeline turns legacy Natural/Adabas code into as-is documentation, generated Java/OSB connectors and review-ready pull requests, gated by static analysis, generated tests, code-vs-documentation checks and mandatory human review. It has delivered 5 use cases and 10+ connectors and cut typical cycle time by over 80%. In my own time I have built LLM systems: contract matching across about 255k prediction markets and local-model agents on a Raspberry Pi.

§ 1

Selected work

  • public, opens
  • private code
  • competition

01AI engineering · Quant

  • Employer work, confidential

AI-assisted legacy modernization at Erste Digital

An AI pipeline that turns legacy Natural/Adabas banking code into as-is docs and review-ready Java/OSB integration code: 5 use cases, 10+ connectors delivered.

Natural / Adabas · Java · Oracle Service Bus · GitHub Copilot CLI

02AI engineering · Quant

  • Private code

Prediction-market matching and arbitrage

An LLM contract-matching pipeline over ≈ 255k Kalshi and Polymarket markets, feeding a fee-aware arbitrage scanner. Built solo, with 529 automated tests.

Python 3.12 · Polars · scikit-learn · sentence-transformers

03Quant

  • Private code

Multi-exchange crypto market-data platform

Production crypto market-data platform, co-developed in a team of two: I implemented 19 of its 33 Rust exchange integrations and the shared normalization layer.

Rust · NATS · Go · ClickHouse

04AI engineering · Quant

  • Private code

Pulse

A counted search of 1,871 trials, pre-registered in a hash-chained ledger from 12 Oct. The one surviving market-neutral book scored Sharpe 3.45 on the 2026 holdout (backtest, after costs), and my own adversarial review then downgraded it: the paper reports the result and the downgrade.

Rust · Redis Streams · Python, on one Raspberry Pi 5

05AI engineering

Math-notes agent skills

A fail-closed gate between LLM extraction and the build refuses missing items, dangling edges, cycles and broken LaTeX; the live demo maps all 18 results of my BSc thesis.

JavaScript · Python · MathJax · LaTeX

06AI engineering

n8n agents on a Pi

Agent output is grounded and fail-closed: the scout may pick only numbered candidates, and nothing reaches Notion unless validation passes.

n8n · Ollama · Qdrant · SearXNG

§ 2

Experience

  1. Erste Digital

    Erste Group’s technology subsidiary · Vienna, Austria

    Sep 2024 – PresentCurrent

    Software Engineer

    • Lead an internal AI accelerator team and built an AI modernization pipeline for legacy Natural/Adabas mainframe code: call-chain mapping → source ingestion → AI analysis and as-is documentation (screens, business rules) → generated Java/OSB integration connectors → review-ready pull requests.
    • Delivered 5 complete use cases and 10+ connectors; typical use-case cycle time fell by over 80%, from more than three monthly release cycles to under one work week and a single release (n = 5).
    Feb 2024 – Aug 2024

    Intern, Mainframe (Natural) Developer

    • Customer-database business logic in Natural/Adabas and internal analysis tooling, 25 h/week alongside the BSc.
  2. Student society

    WUTIS, Algorithmic Trading division (Vienna student investment society)

    Vienna, Austria

    Oct 2024 – Summer 2026

    Senior Associate, Workshop Leader and Recruiter

    • Progression: Fellow Analyst (winter 2024/25) → Analyst / Project Lead (summer 2025) → Associate / Project Lead (winter 2025/26) → Senior Associate, Workshop Leader and Recruiter (summer 2026).
    • Led a 3-person CRNN volatility-forecasting team (summer 2025) and a 5-person quantum-ML portfolio team (winter 2025/26).

Full CV

§ 3

Education & awards

Education

Education
YearDegree
2027expected autumnMSc Mathematics (in progress)University of Vienna · Mar 2026 – expected autumn 2027Research direction: martingale optimal transport and model calibration (Bass-type).
2026BSc MathematicsUniversity of Vienna · Oct 2023 – Jun 2026Thesis (within the Bachelor seminar): “Quantum Neural Networks: Theory and Application for Financial Time Series Forecasting”, supervised by Priv.-Doz. Dr. Lukas Exl.Thesis code and results

Awards

Awards
YearAward
2026IMC Prosperity 4: team reached Phase 2Team entry in IMC's Prosperity 4 algorithmic-trading competition (Apr 2026); Phase 2 required at least 200,000 XIRECs over rounds 1–2. I built fair-value models and quoting logic and iterated round-1 hidden-run PnL about 2.6x across 8 versions (1,817 to 4,789 XIRECs in competition test runs).
2023Jugend forscht 2023: Saxony-Anhalt state final 2nd prize and Carl Zeiss “Sonderpreis Digitalisierung”
2018–202110 olympiad prizes in mathematics and physics, 6 of them first prizes

§ 4

Skills

AI engineering
  • Agentic pipelines with Copilot CLI, MCP, agents and reusable skills
  • LLM APIs
  • Hybrid retrieval (TF-IDF + dense, reciprocal-rank fusion)
  • Evaluation harnesses
  • Self-hosted local-model stacks: n8n, Ollama, Qdrant, SearXNG
Programming languages
  • Python
  • Rust
  • Go
  • TypeScript
  • Java
  • SQL
  • Bash
  • Natural (Adabas)
  • Swift
Backend, web and mobile
  • FastAPI
  • REST
  • Node.js
  • React/TypeScript
  • Java/Spring Boot 3
  • Swift (UIKit/SwiftUI)
Data, streaming and storage
  • Kafka
  • NATS
  • Redis (Streams, Bull)
  • ClickHouse
  • PostgreSQL
  • MongoDB
  • Parquet
Infrastructure and delivery
  • Docker
  • Linux/systemd
  • WireGuard
  • Raspberry Pi operations
  • Git, SVN, Bitbucket
  • CI/CD
  • Static analysis and code review
  • Production incident response
  • Selenium UI test automation

§ 5

Contact

Open to roles in

  • AI / Forward-Deployed Engineering

Vienna, Austria · authorized to work in Austria · open to EU relocation

Full-time roles from autumn 2027; internships and part-time roles before then