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Professional Experience

DXC Luxoft Sep 2024 – Present

Senior Software Developer

Risk Engine Engineer role in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group of a G-SIB institution.

Collaborated with Market Risk Quants on an internal benchmark aimed at replacing the vendor solution for fixed income products.
Drove the implementation of an internal P&L valuation framework for repricing a lending portfolio under market shocks.
Co-developed enhancements to the open-source C++ library needed to cover the portfolio’s trade characteristics.

Syberry Sep 2023 – Sep 2024

Financial Software Engineer

Development of a financial platform for a hedge fund client.

Quantitative developer bridging the gap between hedge fund risk managers and software engineers.
Developing risk management platform that pipes and transforms trading data.
Responsible for integration of vendor risk management system into the platform, efficient orchestration of asynchronous API calls and resources.
Working directly with client’s risk manager and CRO on specifying the business needs and requirements.

Technologies: Python, Dagster, FastAPI, Pytest, Pandas, NumPy, SQLAlchemy, PostgreSQL, DuckDB, AWS, Terraform, Docker.

Bank of New York Mellon Jul 2022 – Sep 2023

Senior Specialist, Model Development

Independent specialist at Risk and Compliance department (MO). Market Risk team responsible for modeling of VaR and SVaR, comprehensive test scenarios and portfolio sensitivity exposures.

Developing and maintaining market risk models (VaR, SVaR) and stress testing frameworks implemented in C++.
Calibrating and benchmarking vendor pricing models (Murex).
Responsible for Market Risk RWA projections submission for CCAR 2023.
Developed a method for directly comparing interest rate sensitivities between FO and MO systems using different conventions and curves setups.
Re-implemented legacy C++ volatility surface builder in Python without performance loss.

Technologies: C++, Murex, MS SQL, Python, Quantlib, VBA.

Credit Suisse Nov 2018 – Jun 2022

Quantitative Analyst

Junior analyst at Credit Derivatives division, part of global front office QuantStrats department.

Development and maintenance of an in-house valuation framework used across bank’s systems (COM C++ and .Net).
Providing direct support to traders and Middle Office in ad hoc investigations on valuation, risks and technical issues.
Updated credit curve models and utilities to be compatible with OIS discounting in preparation to LIBOR cessation (F#).
Extended trading pricing sheets with logic needed to price instruments with compounding rates financing (Excel, COM-addins, .Net).
Collaborated with quantitative developers from in-house risk management system project on addition of new market data builders (C#).

Technologies: F#, C++, C#, COM, Excel, VBA, Perforce, TeamCity.

Academic Experience

Wrocław University of Science and Technology 2024 – 2025

Teaching Assistant

Teaching computer science for Mathematics students. Courses: Introduction to Programming, Programming.

University of Wrocław 2016 – 2019

PhD Candidate & Junior Researcher

Researched evolution equations involving non-local unbounded operators (Fractional Laplacian). Participated in NCN research grant “Nonlocal parabolic problems”.

University of Warsaw 2016 – 2017

Research Intern

Collaboration on fractional Euler alignment system research. Published in Mathematical Models and Methods in Applied Sciences.

Education

Warsaw School of Economics 2024 – 2025

Postgraduate Degree in Investment Banking

University of Wrocław 2014 – 2016

MSc in Theoretical Mathematics

Wrocław University of Science and Technology 2011 – 2014

BSc in Theoretical Mathematics

Bartosz Wróblewski

Professional Experience

Academic Experience

Education