CV · last updated November 2026
CV
Software Engineer at Erste Digital · MSc Mathematics student, University of Vienna · applied AI and quantitative development.
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§ 1
Experience
Erste Digital
Erste Group’s technology subsidiary · Vienna, Austria
Sep 2024 – PresentCurrentSoftware 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).
- Orchestrate Copilot CLI, Bash, a deterministic code transpiler, MCP, agents and reusable skills in CI/CD, with quality gates from static analysis, generated tests, code-vs-documentation checks and mandatory human review.
- Maintain customer-data services, the OSB–Natural integration layer and data-delivery endpoints; introduced Kafka lifecycle events (mainframe to Kafka) for traceability and monitoring; own production incidents in a regulated banking environment.
Feb 2024 – Aug 2024Intern, Mainframe (Natural) Developer
- Customer-database business logic in Natural/Adabas and internal analysis tooling, 25 h/week alongside the BSc.
- Side project · built in my free time
Private multi-exchange crypto market-data platform (privately owned)
Feb 2026 – Sep 2026Co-developer, two-person team (side project in my free time)
- Co-developed, in a two-person team with the platform's owner, a private production crypto market-data and signal platform with order books from 31 venues: Rust collectors → NATS → Go gateway and market engine → ClickHouse, PostgreSQL and Redis, with a Node control plane and a React/TypeScript UI.
- Implemented 19 of the platform's 33 Rust exchange integrations (order books, trades, candles, open interest) and the shared instrument/trade normalization framework; opened about 130 pull requests (101 merged).
- Hardened real-time data integrity: per-market order-book sequencing by epoch, sequence number and timestamp, which removed phantom liquidity walls, and live-verified delta-continuity checks (2,634 Bybit deltas, zero gaps).
- The platform measured about 5,000 normalized events/s with 1 ms consumer lag in a 30-second production window, and about 500k WebSocket messages and an HTTP p99 of about 61 ms with zero errors in a one-minute, 25-client load test (measured by the co-developer in Jul 2026, before my 19-venue batch).
- Student society
WUTIS, Algorithmic Trading division (Vienna student investment society)
Vienna, Austria
Oct 2024 – Summer 2026Senior 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).
- Ran an internal coding workshop for the division (Mar 2025) and two workshops in Mar 2026: “Introduction to Advanced Coding” and “Docker and Google Cloud”.
- Recruiting: ran applicant coffee chats (Sep 2025 – Feb 2026) and authored the summer-2026 fellowship assignment and a Superday case study.
- Earlier
- Jun 2022DHL IT Services, Prague, Czech Republic: Java/Selenium UI test automation for myDHLi.
- RegMik (R&D manufacturer of sensors and measuring devices), Chernihiv, Ukraine: iOS prototype in Swift (SwiftUI, MapKit location view).
§ 2
Education
Education
| Year | Degree |
|---|---|
| 2027expected autumn | MSc Mathematics (in progress)University of Vienna · Mar 2026 – expected autumn 2027English-taught programme, 120 ECTS; MSc-level courses since summer semester 2026.Research direction: martingale optimal transport and model calibration (Bass-type).Summer 2026 research project with Prof. Julio Backhoff-Veraguas: implemented the Bass local-volatility model on SPX options.Grade 1 in the MSc-level proseminars Mathematical Finance (Continuous Time), Advanced Probability Theory and Advanced Numerical Analysis (summer 2026, recorded on the BSc transcript).Courses in winter semester 2026/27: Stochastic Processes, SPDEs, Stochastic Methods in Optimal Transport, Mathematics of Scientific ML, Advanced Measure Theory, and the Mathematical Finance and Probability seminar. |
| 2026 | BSc MathematicsUniversity of Vienna · Oct 2023 – Jun 2026Completed in the standard six semesters (most courses in five) while working.Grade 1, the best grade in the Austrian system, in Mathematical Finance (lecture and proseminar), Applied Machine Learning (lecture and proseminar), the Analysis 1 and Analysis 2 lectures, and the Bachelor seminar, which includes the thesis.Thesis (within the Bachelor seminar): “Quantum Neural Networks: Theory and Application for Financial Time Series Forecasting”, supervised by Priv.-Doz. Dr. Lukas Exl. |
§ 3
Research
| Year | Title |
|---|---|
| 2026 | Alpha search in crypto perpetual futuresWorking paper, short public edition (10 pages, not peer-reviewed) |
| 2026 | Quantum Neural Networks: Theory and Application for Financial Time Series ForecastingBSc thesis, University of Vienna (written within the Bachelor seminar, graded 1) |
| 2026 | Bass local-volatility model on SPX options: a replication of Conze and Henry-Labordère (2021)Paper replication, MSc summer research project |
§ 4
Awards
Awards
| Year | Award |
|---|---|
| 2026 | IMC 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). |
| 2024–2025 | Vienna Integration Bee: live phase (2024), qualified (2025)Reached the live phase in spring 2024; qualified in autumn 2025. |
| 2023 | Jugend forscht 2023: Saxony-Anhalt state final 2nd prize and Carl Zeiss “Sonderpreis Digitalisierung”Mathematics/computer science, team of two, entered from Deutsche Schule Prag, with the project “Chatbot als Schülergehilfe”, a fine-tuned German GPT-2 study chatbot with a Spring Boot API and a SwiftUI client. Regional round: 1st place and the c't Magazin special prize. |
| 2023 | Gold Medal, school-leaving certificateLyceum No. 15, Chernihiv, Ukraine (Jun 2023). |
| 2022 | Final-stage participant, XXI All-Ukrainian Internet Physics Olympiad2021/22 edition; final stage in Jan 2022 (Kherson). |
| 2018–2021 | 10 olympiad prizes in mathematics and physics, 6 of them first prizesChernihiv city and oblast level: 6 city-round prizes and 4 oblast-level prizes, including 2 oblast-level first prizes. Physics: oblast round 1st (2020); city round 2nd (2018), 1st (2019), 1st (2021). Mathematics: oblast round 3rd (2019) and 2nd (2020); 1st prize at the oblast mathematics olympiad of NU “Chernihiv Polytechnic” (2021); city round 2nd (2018), 1st (2019), 1st (2021). |
§ 5
Credentials
| Year | Credential |
|---|---|
| 2025 | IBM “Basics of Quantum Information” badge (Credly)Sep 2025. |
| 2024 | Data-science training programme, Authentic Data ScienceOct–Dec 2024; capstone completed. |
| 2024 | Completed all 7 courses of the IBM Mainframe Developer Professional Certificate (Coursera)All courses completed by Aug 2024. |
| 2022 | Goethe-Zertifikat C1 (German)Exam in Prague, Oct 2022. |
§ 6
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
- ML and scientific Python
- pandas
- NumPy
- scikit-learn
- PyTorch
- TensorFlow/Keras
- statsmodels
- LightGBM
- Optuna
- Qiskit
- sentence-transformers
- Data, streaming and storage
- Kafka
- NATS
- Redis (Streams, Bull)
- ClickHouse
- PostgreSQL
- MongoDB
- Parquet
- Backend, web and mobile
- FastAPI
- REST
- Node.js
- React/TypeScript
- Java/Spring Boot 3
- Swift (UIKit/SwiftUI)
- 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
- Banking and mainframe (production at Erste Digital)
- Natural
- Adabas
- z/OS/TSO
- Oracle Service Bus (OSB)
- Java
- Kafka
- SQL
- REST
- Jira/Confluence
- Scrum/Kanban
- Quant research methods and tools
- Pre-registration and hash-chained trial ledgers
- Walk-forward testing and purged CPCV with embargo
- HAC t-statistics, deflated Sharpe ratio, PBO
- Placebo and label-permutation controls
- Backtesting (backtrader, hftbacktest)
- Alpaca API
- Mathematics
- Probability and stochastic calculus
- Martingales and martingale optimal transport
- SDEs and SPDEs
- Measure theory
- Black–Scholes, Heston, local and stochastic volatility
- Bass calibration
- Statistics and time series
- Numerical analysis
- Optimization
- Machine learning
- Writing and documentation
- LaTeX
§ 7
Languages
- Ukrainian
- Native
- English
- C1
- German
- C1 (Goethe-Zertifikat)