Michael Kovarik

About

Employment

Software Developer (Oct 2019 - Present)
Quantitative Researcher (Nov 2017 - Oct 2019)
Tutor / Instructor (Feb 2013 - Oct 2017)

Education

Master of Mathematics (Mathematical Finance, May 2017)
Bachelor of Arts, Mathematics (May 2016)

Skills

Finance

Experienced with equity micro-structure models, with applications in post-trade analysis and portfolio valuation. Had some academic exposure to fixed income / credit derivatives. Worked with data delivered directly from third-party vendors.

Programming

Experience working with polyglot codebases. This includes Python, R, C++, Q, Typescript/Javascript, Bash, C++ and Perl. I am also a Julia hobbyist. I am experienced with a number of database systems (KDB+ and various flavors of SQL). Worked with both legacy codebases as well as greenfield projects.

Mathematics / Statistics

Received an applied mathematics education (computational mathematics, stochastic calculus, statistics/econometrics, …).


Created 2019-07-02. Last updated 2020-06-22. View source.