Bartosz Marcin Wróblewski
Mathematician • Quantitative Analyst • Software Engineer
Quantitative software developer and mathematician with experience spanning academic research, financial modeling, and software engineering. Combines a strong theoretical foundation with hands-on delivery of production risk systems and valuation software for global financial institutions.
Professional Experience
Software development and quantitative analysis roles in financial services and enterprise software.
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 directly 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 high-throughput portfolio repricing.
- Developed an internal P&L valuation framework to reprice lending portfolios under simulated market shocks.
- Designed the CI/CD testing framework and agent harness to automate model validation 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.
- Liaised directly with Axioma model specialists and engineers to resolve analytics discrepancies 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 specifications and business requirements for the engineering team.
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.
- Designed a reconciliation methodology for 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, matching native C++ throughput.
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 expanded the bank-wide in-house valuation library across distributed trading systems.
- Engineered credit curve market object builders and extended the Structured Notes pricing engine.
- Refitted credit curve models from IBOR discounting to OIS in preparation for the 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
Teaching and research appointments in mathematics and computer science.
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).
- Taught Python core language mechanics, OOP, data structures, virtual environments, closures, decorators, and structured logging.
- 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
Academic degrees and postgraduate qualifications in mathematics and finance.
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