Balazs Kemenes, Developer in London, United Kingdom
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Balazs Kemenes

Verified Expert  in Engineering

Software Developer

Location
London, United Kingdom
Toptal Member Since
May 1, 2017

Balazs has built software for Tier 1 investment banks as a lead developer and architect during his entire career. Some of the companies that are using his solutions in their daily operations are J.P. Morgan, Morgan Stanley, Credit Suisse, UBS, Citigroup, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more.

Portfolio

Julius Baer
Java, Spring, Python, React, JavaScript
Falcon Capital
JavaScript, C++, Natural Language Toolkit (NLTK), Scikit-learn, NumPy, Pandas...
Partners Capital
JavaScript, C#, Java, Flask, NumPy, Pandas, Python

Experience

Availability

Part-time

Preferred Environment

IntelliJ IDEA, PyCharm, CLion, Unix

The most amazing...

...projects I've worked on was a structured notes booking sheet calculating module at Citigroup and an algorithm that detects fraud documents at Credit Suisse.

Work Experience

Senior Software Engineer

2019 - 2020
Julius Baer
  • Facilitated the streaming solution for multiple financial instruments such as FX forward, bond future, commodity future, and more.
  • Delivered price aggregation algorithms to provide Julius Baer's reference price to traders using a weighted average algorithm and asymmetric prioritized algorithm.
  • Introduced the ladder option prices, with the different ladder processing techniques such as the top of the book and best price.
  • Implemented a solution to precompile the various StreamBase modules to increase startup time by 50%.
  • Designed the new message-bus-based architecture to increase scalability on a continuously changing cluster of nodes.
Technologies: Java, Spring, Python, React, JavaScript

Head of Quant Research

2018 - 2019
Falcon Capital
  • Designed the high-frequency algorithmic trading strategies from drafts to live trades.
  • Implemented the complete trading system along with a high-frequency tick data stream.
  • Set up the infrastructure for the entirely automated data feed, intraday trading, and risk management.
Technologies: JavaScript, C++, Natural Language Toolkit (NLTK), Scikit-learn, NumPy, Pandas, Python, Java

Lead Quantitative Developer

2017 - 2018
Partners Capital
  • Designed and implemented the portfolio optimization models and algorithm to optimally allocate the $24 billion AUM.
  • Delivered the designs of my initiation of a project for systematic macro research and investment opportunity detection.
  • Designed the new architecture and selected the new technology stack for the complete redesign of the company’s software infrastructure, and implemented the core modules.
Technologies: JavaScript, C#, Java, Flask, NumPy, Pandas, Python

Software Engineer

2015 - 2016
Credit Suisse
  • Designed, as a lead developer, the complete architecture and wrote the code base of the application—which solves one of the current major challenges of the investment bank by applying machine learning where it could learn from previous outcomes.
  • Delivered my own idea—a job scheduling framework which automates a whole team’s work, and structures and loads huge financial datasets to the correctly named new tables in the appropriate databases.
  • Implemented a very efficient algorithm to calculate the probability of entity matches in large datasets, replacing the bank’s existing, long-used solution.
  • Introduced a loose coupling between the different components of the system by building a dependency injection framework library.
Technologies: Microsoft SQL Server, Entity Framework Core, ASP.NET MVC, Java, C#, Machine Learning, C++

Software Engineer

2015 - 2015
Duco
  • Increased the value of the trade data reconciliation service by enriching the aggregate calculation feature set of the high-performance C++ matching engine.
  • Built new Java matching rules to allow rich data manipulation during the reconciliation process.
  • Made possible for the employees of a Tier 1 investment bank to sign-in to the Duco Cube web application with their bank credentials by introducing the SAML-based single sign-on authentication.
  • Maintained the complex code base of a reconciliation job scheduling and queuing system in Java, Akka, and Play.
Technologies: Redis, MySQL, Ruby on Rails (RoR), Ruby, Akka, Java, C++

Software Engineer

2013 - 2015
Citigroup
  • Designed and implemented a booking sheet calculation component which completely automates the previously manual process of the booking teams.
  • Increased the performance of the structured note retiring application by optimizing the Entity Framework queries in the repository layer.
  • Made the code base more maintainable, readable, and reusable by applying design patterns and best practices during development. Used Singleton, Factory, Strategy, SOLID principles, DRY, KISS, and SoC.
  • Enhanced the system’s stability by covering most of the new features with unit tests.
  • Improved the speed and reliability of the treasury’s structured product identifier workflow system (ISIN, CUSIP, and more) by building a separate component in the ID Workflow MVC web application to replace the legacy solution.
  • Created custom reports of structured note trade information by retrieving the data from a Hadoop big data warehouse via Hive and filtering/enriching it in Clojure.
Technologies: Hadoop, Oracle SQL, Oracle Database, Unity (IoC Container), Apache Hive, Clojure, Entity Framework Core, Windows Communication Framework (WCF), jQuery, JavaScript, ASP.NET MVC, C#

Software Engineer

2011 - 2013
Dealogic
  • Facilitated a native-like user experience of the client portal single-page web application for investment bank investors and presenters (Morgan Stanley, J.P. Morgan, Credit Suisse, UBS, Deutsche Bank, Wells Fargo, Macquarie, Nomura, and more) by implementing the client-side infrastructure for async data retrieval and visualization.
  • Built an iOS app (Dealogic Connect in the App Store) which enables the investors of Tier 1 investment banks to receive push notifications of relevant changes in their conference meeting schedules and to quickly respond to them by opening the web app inside the native app.
  • Ensured that the common code base of the app was shared between multiple platforms by rewriting the whole project in Xamarin.
  • Implemented a solution which allows the iOS app to use the existing MVC website as a REST API.
Technologies: iOS SDK, Xamarin, C#, Objective-C, CSS3, HTML5, Ajax, jQuery, JavaScript, Microsoft SQL Server, Windows Communication Framework (WCF), ASP.NET MVC 3

Software Engineer

2010 - 2011
Alstom
  • Enhanced the usability of the ICONIS application by creating most of the XAML user interfaces.
  • Improved the performance of the ICONIS solution by rewriting multiple legacy WinForms components in Silverlight.
  • Made the code base more maintainable, readable, and cleaner by performing regular peer code reviews.
Technologies: XAML, MS Silverlight, C#

Credit Suisse Client Portal

https://credit-suisse.dealogic.com/conferences/Conferences/Conference
As I built the software for Tier 1 investment banks (their products are not public, except a few) which provides public information for investors and ventures.

This website is used by Credit Suisse and I was one of the main developers of it at Dealogic. It gives access for the Credit Suisse conferences.

Languages

C++, C#, Python, Java, R, Objective-C, Clojure, CSS3, CoffeeScript, HTML5, TypeScript, UML, Ruby, JavaScript, XAML

Frameworks

Windows Communication Framework (WCF), Akka, Entity, Concordion, Google Mock (GMock), Google Test, NUnit, Unity, ASP.NET MVC, Hadoop, Flask, AngularJS, Ruby on Rails (RoR), Hibernate, JUnit, Play, Boost, Redux, Django, Spring Boot, .NET Core, Entity Framework Core, ASP.NET MVC 3, iOS SDK, Spring

Libraries/APIs

React, Proxygen, Log4Net, Moq, LINQ, Web API, SQLAlchemy, jQuery, Backbone.js, Marionette.js, Pandas, NumPy, Scikit-learn, Natural Language Toolkit (NLTK), Node.js, TensorFlow

Tools

MATLAB, Subversion (SVN), TFS, Git, RSpec, Apache Maven, Apache Airflow, CLion, PyCharm, IntelliJ IDEA, MS Silverlight

Paradigms

Distributed Computing, Parallel Computing, Test-driven Development (TDD), Functional Programming, Agile, REST, Microservices

Platforms

Unix, Amazon Web Services (AWS), Oracle Database, Xamarin

Storage

RocksDB, Redis, MySQL, Oracle SQL, Apache Hive, Microsoft SQL Server, Google Cloud, Elasticsearch

Other

SOLID Principles, Classification Algorithms, Image Analytics, Clustering Algorithms, Video Analysis, Sentiment Analysis, Deep Neural Networks, Big Data, Ajax, Data Mining, Machine Learning, Natural Language Processing (NLP), GPT, Generative Pre-trained Transformers (GPT), Unity (IoC Container), Computer Science, Programming, Web Applications, Microsoft Azure

2016 - 2017

Master's Degree in Computer Science

University of Warwick - Coventry, UK

2015 - 2015

Certificate (C++, Master Level, Score: 4.28) in C++

Brainbench - London, UK

2014 - 2014

MCSD 70-487 Certification in Developing Microsoft Azure and Web Services

Microsoft - London, UK

2014 - 2014

MCSD 70-486 Certification in Developing ASP.NET MVC Web Applications

Microsoft - London, UK

2014 - 2014

MCSD 70-480 Certification in Programming in HTML5 with JavaScript and CSS3

Microsoft - London, UK

2005 - 2011

Bachelor's Degree in Computer Science

Eötvös Loránd University - Budapest, Hungary

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