Julian Wergieluk-CEO & ML Engineer
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Experience
CEO & ML Engineer
LOLML GmbH
- Consulting: Monte-Carlo scenario analysis of an exotic swaps portfolio (C++, bash, gnuplot)
- Project selection: Industrial Process Optimization, EDI-Automation, LLM Explainability, Portfolio Optimization, Time-Series
Machine Learning Engineer
DataRobot
- Developed an internal VaR model for market risk
- Teams:
- Market scenario generator: hybrid Monte Carlo approach employing a 500-dimensional discretization of the Heath-Jarrow-Morton SPDE (C++ with STL, boost, blitz++, GSL)
- Model Management and Monitoring (MLOps): online learning models for drift detection and feature distribution monitoring
- Probabilistic credit market model: statistical analysis and calibration of a default probability term structure model for CDS spreads
- ContagionNET: probabilistic individual infection risk model, working directly with the CEO
- Covid Machine: vaccine trial optimization (Moderna), compartmental epidemic modeling
- Trusted AI: implementation of a prediction intervals model for regression problems (conformal inference)
Quantitative Analyst
Allianz Global Investors (risklab)
- Designed, implemented, and managed a portfolio optimization framework consisting of:
- A C# backend employing various LP and QP optimizers from the NAG library
- Middleware exposing a WebAPI and utilizing RabbitMQ
- An async C# VSTO Excel frontend
- Automated risk reporting and data validation processes (Python, Jupyter, bash, Cygwin)
- Tested and validated a derivatives pricing framework covering inflation-indexed swaps (MATLAB, Python, C#)
Research Associate
University of Freiburg
- Python ML stack: numpy, pandas, matplotlib, PyTorch, scikit-learn, scipy, streamlit
- Models: Deep Learning, NLP, Large Language Models, Time-series, Computer Vision, Reinforcement Learning
- Research topics: financial mathematics, statistics, stochastic analysis, energy markets
- Linux: standard UNIX tools (bash, vim, git, etc.); Arch Linux + i3
- Teaching: mathematics for engineers, mathematical statistics, and stochastic analysis (8 courses)
- Others: PyCharm, LaTeX
- Published a problem book in probability and statistics
Research Associate
Chemnitz University of Technology
- Python ML stack: numpy, pandas, matplotlib, PyTorch, scikit-learn, scipy, streamlit
- Models: Deep Learning, NLP, Large Language Models, Time-series, Computer Vision, Reinforcement Learning
- Research topics: financial mathematics, statistics, stochastic analysis, energy markets
- Linux: standard UNIX tools (bash, vim, git, etc.); Arch Linux + i3
- Teaching: mathematics for engineers, mathematical statistics, and stochastic analysis (8 courses)
- Others: PyCharm, LaTeX
- Published a problem book in probability and statistics
Quantitative Analyst
Raiffeisen Bank International AG
Industry Experience
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Experienced in Banking and Finance, Education, Information Technology, Manufacturing, Energy, and Pharmaceutical.
Business Area Experience
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Experienced in Research and Development, Finance, Investments and M&A, Information Technology, Operations, and Product Development.
Summary
A versatile engineer with in-depth mathematics, machine learning, and software development skills.
Skills
Python Ml Stack: Numpy, Pandas, Matplotlib, Pytorch, Scikit-learn, Scipy, Streamlit
Models: Deep Learning, Nlp, Large Language Models, Time-series, Computer Vision, Reinforcement Learning
Linux: Standard Unix Tools (Bash, Vim, Git, Etc.); Arch Linux+i3
Others: Pycharm, Latex
Languages
Education
Vienna University of Technology
Dipl.-Ing. degree in mathematics, focus on abstract algebra (group theory, homology theory), topology, symbolic computation and · Mathematics · Vienna, Austria
Certifications & licenses
Deep Reinforcement Learning, a Nanodegree
risklab (Allianz Global Investors)
Deep Learning, a 5-course Specialization
deeplearning.ai on Coursera
Statistics
Experience
Global Experience
Expertise
Qualifications
Profile
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