Bartosz Marcin Wróblewski
Mathematician • Quantitative Analyst • Software Engineer
Quantitative software developer and mathematician with 10+ years of experience spanning academic research, financial modeling, and software engineering. Brings a strong theoretical background combined with practical experience building production risk systems and valuation software for global financial institutions.
Professional Experience
DXC Luxoft
Senior Software Developer Sep 2024 – Present
Senior engineering consultant in a G-SIB bank’s Risk & Compliance group, supporting a Market Risk system migration.
- Partnered 1-on-1 with a senior quant to build an internal benchmark pricing model for callable bonds, replacing legacy vendor software.
- Optimized and deployed C++/Python valuation engines for fast portfolio repricing.
- Built an internal P&L valuation framework to reprice lending portfolios under simulated market shocks.
- Built the CI/CD testing framework and agent harness to automate model testing and deployment.
- Acted as de facto tech lead, establishing a cross-functional team of quants and software engineers.
Technologies: Python, C++, QuantLib, ORE, SWIG, Pydantic, Polars, Pandera, GitLab, Devin.
Syberry
Financial Software Engineer Sep 2023 – Sep 2024
Software engineering consultant for a multi-strategy hedge fund, building market risk infrastructure for a new financial platform.
- Integrated the Axioma risk system into the platform to compute cross-asset exposures, VaR, stress testing, and equity factor risk models.
- Handled technical communications with Axioma representatives to address analytics questions and platform integration issues.
- Built Dagster data pipelines to ingest and transform cross-asset portfolio trading data into PostgreSQL.
- Worked directly with the fund’s CRO and risk managers to define technical specs and business requirements for software engineers.
Technologies: Python, Axioma, Dagster, Pytest, Pandas, NumPy, SQLAlchemy, PostgreSQL, AWS.
Bank of New York Mellon
Senior Specialist, Model Development Jul 2022 – Sep 2023
Model development specialist in Middle Office Market Risk. Focused on VaR/SVaR modeling, stress testing frameworks, and portfolio sensitivity analytics.
- Developed and maintained C++ market risk models (VaR, SVaR) and stress testing frameworks.
- Updated stress testing models and executed Market Risk RWA projection runs for the CCAR 2023 submission.
- Developed a method to reconcile OIS and LIBOR interest rate sensitivities for bonds and derivatives between Front Office and Middle Office systems.
- Calibrated and benchmarked Murex vendor pricing models against internal pricing frameworks.
- Re-implemented a legacy C++ volatility surface builder in Python without loss of performance.
Technologies: C++, Murex, MS SQL, Python, QuantLib, Excel, VBA.
Credit Suisse
Quantitative Analyst Nov 2018 – Jun 2022
Front-office quantitative analyst in the global QuantStrats department, supporting Credit Derivatives and Longevity trading desks (CDS, Structured Notes, Longevity Swaps).
- Maintained and updated the in-house valuation framework across bank systems.
- Maintained the Structured Notes valuation engine and built credit curve market object builders.
- Updated credit curve fitting models to switch IBOR legs to OIS legs in preparation for LIBOR transition.
- Extended trader pricing sheets with logic to price instruments with compounding rate financing.
- Migrated legacy longevity-based derivatives tools to 64-bit execution environments.
- Provided direct front-office support to traders and Middle Office on ad hoc pricing, risk, and valuation investigations.
Technologies: F#, C++, C#, COM, Excel, VBA, Perforce, TeamCity.
Academic Experience
Wrocław University of Science and Technology
Teaching Assistant 2024 – 2025
Taught computer science and software development courses for undergraduate Mathematics students (Introduction to Programming, Programming).
- Covered Python fundamentals, OOP, data structures, virtual environments, decorators, closures, logging, etc.
- Taught essential development tools and workflows, including Bash, Git, and LaTeX.
University of Wrocław
PhD Candidate & Junior Researcher 2016 – 2019
Researched non-local evolution equations within the Institute of Mathematics (doctoral program incomplete).
- Investigated evolution equations involving non-local unbounded operators (Fractional Laplacian).
- Contributed to NCN research grant Nonlocal Parabolic Problems.
- Taught undergraduate math courses, including Differential Equations, Honors ODEs, and Functional Analysis (Teaching details).
University of Warsaw
Research Intern & Teaching Assistant 2016 – 2017
Research internship and teaching assistantship at the Faculty of Mathematics, Informatics and Mechanics (MIMUW).
- Conducted research on fractional Euler alignment systems during the Simons Semester (CrossFields PDEs).
- Co-authored Regular solutions to the fractional Euler alignment system in the Besov spaces framework published in Mathematical Models and Methods in Applied Sciences.
- Taught remedial analysis classes for undergraduate Mathematics students (Analysis 1.1, Analysis 1.2).
Education
Warsaw School of Economics
Postgraduate Degree in Investment Banking 2024 – 2025
University of Wrocław
MSc in Theoretical Mathematics 2014 – 2016
Thesis: The anomalous diffusion and fractional Laplacian on the half-line
Wrocław University of Science and Technology
BSc in Theoretical Mathematics 2011 – 2014