J

Jernej M.

CTO

Slovenia8 yrs 7 mos experience
Highly Stable

Key Highlights

  • Led high-performance trading system design for FinTech.
  • Implemented scalable ML infrastructure for financial data.
  • Achieved significant automation in QA processes.
Stackforce AI infers this person is a Fintech expert with a strong focus on quantitative trading and automation.

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Skills

Core Skills

C++PythonMachine LearningRustDjango

Other Skills

AWSAlgorithmsBashBig Data AnalyticsCClickHouseClient RelationsClient ServicesComputer VisionContinuous IntegrationCross-functional Team LeadershipData ScienceDatabasesDistributed Team ManagementDocker

About

Software Engineer and IT professional, focusing on FinTech startups, experienced as a CTO, lead work on crypto exchanges, built real time data pipelines, automated QA for a Google project, designed CEP systems for crypto hedge funds and analyzed time series with ML.

Experience

Nda

Lead Architect

Jan 2020Present · 6 yrs 2 mos · Remote

  • Leading a greenfield quantitative development and algotrading HFT project (crypto futures, crypto spot, FX, equities, futures)
  • c++: abseil, c++20, CLI11, cmake, Google benchmark, Clickhouse-cpp, fast float, fmt, folly, frozen, Google test, magic enum, speed log, zstd
  • Python: datashader, Django, hvplot, JupyterLab, MLFinLab, pytest, PyCaret,Polars, Pandas, ray.io
  • Rust: async Rust (criterion, error-stack, fastwebsockets, gjson, glommio, hyper, prost, tikv-jemallocator, tokio, tonic, tracing)
  • Infra: Apache Arrow, AWS, cloud monitoring, Clickhouse, Docker, Docker-compose, fabric2, FIX, gRPC, Jenkins (CI & CD), REST, WebSockets
  • data infrastructure - designed and implemented high performance ETL pipelines
  • ◦ reverse engineered and parsed binary data blobs
  • ◦ multiple protocols (FIX, WebSockets, gRPC etc.)
  • ◦ recording multiple venues, all financial instruments (~1TB of quote and tick data/Week)
  • scalable research (ML) infrastructure
  • ◦ set up infra for analyzing TB’s of L1 and L2 data on a local cluster (ray.io, non root Docker containers with multi stage builds, supporting ML on distributed GPUs)
  • ◦ set up infra to compare the performance of +15 ML models (PyCaret, PyTorch, Tensorflow, HuggingFace, CatBoost, XGBoost, LightGBM) on TBs of data
  • ◦ feature engineering
  • ◦ strategy research focus on (HFT) market neutral strategies (latency-arb, stat-arb, market making) using metalabeling
  • execution infrastructure
  • ◦ designed and implemented low latency execution and simulation system
  • ▪ first iteration using c++20 and FastFlow task based approach for inter thread communication
  • ▪ second iteration in Rust
  • reading only required frames from the wire without concatenating all the frames
  • reading only required fields from JSON without parsing the whole JSON document
C++PythonQuantitative FinanceQuantitative InvestingBig Data AnalyticsMachine Learning+1

Blocktrade.com

Consulting CTO

Feb 2018Sep 2018 · 7 mos · Ljubljana, Slovenia · Remote

  • c++: c++20, cmake, Google benchmar, folly, speed log
  • Python: pyramid, pytest, Selenium
  • Infra: AWS, cloud monitoring, Docker, Docker-compose, Docker Swarm, Kafka, Jenkins (CI & CD), FIX, PostgreSQL, REST, Timescale, WebSockets
  • defined and executed technical vision, tech. roadmap
  • designed a high performance crypto asset exchange
  • lead technical compliance efforts in order to get MTF licence
  • lead and implemented PCI DSS compliance
  • designed and documented architecture that was audited and complied to ESMA guidelines and MiFID 2
  • presented work on international conferences
  • identified common compliance problems and improved KYC&AML processes
  • worked with compliance department to define compliance vision and (internal) tools
  • defined and implemented Continuous Testing, Integration, Delivery and Deployment processes
  • lead and mentored teams
  • introduced processes for remote work
  • worked with leadership to define thread analysis
  • defined security protocols and worked with partners on penetration testing
  • introduced interdepartmental processes to lower time in meetings
  • introduced demo days for the whole company to get feedback and reality check
  • structured development processes using Google’s study key findings about high-performance teams (psychological safety, dependability, structure and clarity, meaning, impact)
  • defined development workflows
  • introduced Weekly tech talks for the tech department
C++PythonAWSDockerJenkins (CI & CD)

Bitstamp

2 roles

Consulting Engineer

Oct 2017Feb 2018 · 4 mos

  • Javascript: Vue.js
  • Python: Django, pytest, Selenium
  • Infra: AWS, cloud monitoring, Docker, Docker-compose, FIX, Jenkins (CI & CD), MySQL, MariaDB, PostgreSQL, REST, WebSockets
  • defined interim technical vision and lead the implementation
  • lead and mentored the team
  • worked with leadership to define 1 on 1 monthly meetings and OKR processes for the tech department
  • presented and helped implement Google’s key findings about high-performance teams
  • introduced Weekly bug analysis reports reflecting what kind of knowledge the team would benefit from
  • introduced Docker and containerized the project
  • introduced, designed and implemented CI & CD pipelines
  • lead the transition from a legacy project
  • introduced QA test automation (pytest, Selenium)
  • introduced +10k parameterized tests
  • optimized CI pipeline to finish +10k tests under 10min
  • full stack development
PythonDjangoJenkins (CI & CD)Docker

Consulting Engineer

Apr 2017Oct 2017 · 6 mos

  • Tech: Python, pytest, Selenium, tox, detox, Django, Vue.js, JS, Jenkins, CI, CD
  • full stack development
  • introduced, designed and implemented CI & CD pipelines
  • introduced QA test automation (pytest, Selenium)
  • introduced +10k parameterized tests
  • optimized CI pipeline to finish +10k tests under 10min
PythonDjangoJenkins (CI & CD)

Bochsler finance

Consulting Engineer

May 2017Sep 2017 · 4 mos

  • Tech: pytest, Python, tox, detox, Docker, Docker-compose, Jenkins
  • lead and implemented the transition from a legacy financial project
  • test automation
  • containerized the project (with Docker)
  • designed and implemented CI & CD pipelines
  • parameterized tests
  • lead transition from Python2 to Python3
PythonDockerJenkins

Civitas learning

Consulting Engineer

Nov 2015Mar 2016 · 4 mos · Remote

  • Tech: Python, React, Jenkins,, NodeJS, JS, Jenkins, Docker, Docker-compose, CI
  • solved performance issues
  • solved stability and performance issues
  • new feature development
PythonJenkinsDocker

Reciprocity, inc

Consulting Engineer

Oct 2015Jun 2016 · 8 mos · Ljubljana, Slovenia

  • Tech: Selenium, Selenium WebDriver, CI, Jenkins, Docker, Docker-compose, Python, Flask, MySQL,
  • flake8, pylint
  • project lead and main maintainer of Google's GRC-test repository
  • automated QA (from 10 days that the QA team needed to 12min parallel execution for fast developer feedback)
  • working tight with existing QA team and automating their tests
  • redesigned the test suite from grounds up with horizontal and vertical scaling in mind
  • wrote Selenium tests that can run in parallel and on multiple nodes
  • set up the infrastructure for running tests on distributed servers with Selenium-grid
  • integrated tests with company's CI, enabling developers to test their code on every pull request
  • all the source code now complies with Google standards
PythonSeleniumJenkins

Global acceleration partners

Consulting Engineer

Oct 2015Mar 2016 · 5 mos · Remote

  • Tech: Python, Bash, AWS, Digital Ocean, Jenkins, CI, Docker, Docker-compose
  • designed and implemented plans for product stability
  • pushed for and implemented monitoring
  • migrated the app from Digital Ocean to AWS
  • prepared backup and consistency plans
  • integrated acquired product with the existing infrastructure (logging, CI, etc.)
PythonDockerJenkins

Defact.to/katapult

Owner

Nov 2013Oct 2020 · 6 yrs 11 mos

  • IT consultation services with focus on Fintech and Crypto
  • Tech: Rust, Python, C++, OnixS low latency FIX engine, Clickhouse, Pandas, Datashader, Dask
  • designed and implemented HFT framework for low latency trading and simulation
  • designed and implemented data exploration framework for visualizing and exploring HFT data/features (+10B points under 10sec)
RustPythonC++Pandas (Software)Big Data AnalyticsQuantitative Research+1

Profitsee, inc

Senior Backend Developer

Jan 2013Nov 2015 · 2 yrs 10 mos · Graz, Austria

  • Tech: Python, MariaDB, ZeroMQ, Celery, Docker, Django, Flask, Python multiprocessing, MySQL, Galera cluster, SOAP, REST
  • developed an ETL solution from the ground up that scales horizontally and vertically
  • supporting DevOps and helping developing a scaling architecture for a multinational from the ground up based on Docker (infrastructure planning, testing and optimization), MariaDB Galera Cluster
  • designed load balancing and burn in tests for the cluster, making sure there are no concurrency issues in the project, processing cluster and the DB cluster
  • syncing data between multiple clouds
  • developing standards and abstractions for data models that fit all the clouds
  • coordinating and planing deployments with other cloud providers
  • web apps with SOAP, REST interfaces and handling all the peculiarities of the cloud APIs and their limits
  • active part in defining standards, processes and culture in the group (git flow, weekly meetings etc.)
  • optimizing DB queries and solving locking issues on long running transactions without compromising customer data integrity
  • designing backend solutions for UX
PythonDockerJenkins

Freelance

Consulting Engineer

Jan 2011Jan 2013 · 2 yrs

  • Tech: Apache Kafka, Storm, Trident, pyTables, R, ZeroMQ, Python, Blockchain
  • built responsive complex event processing platform
  • applied machine learning algorithms to streams for responsive analytics and decision support
  • worked with fast out of memory databases (e.g. pyTables), multiprocessing and distributed processing in python and R
  • analyzed large databases with machine learning algorithms
  • administrated server and network infrastructure (Trident, Kafka)
PythonMariaDBDocker

Suplea

cofounder, CTO

Jun 2010Apr 2011 · 10 mos · Ljubljana

  • Tech: OpenCV, FPGA, OpenCl, OpenMP, IMKL, C++, Python
  • acquired funding from the Slovenian enterprise Fund (“Slovenski podjetniški sklad”) for the A (P2A) and the B round (P2B)
  • presented our work at FRI (Faculty of Computer and Information studies), University of Ljubljana
  • customer development
  • collaborated with research groups
  • presented ideas to investors
  • implemented research code for enterprise systems
  • implemented production grade state of the art machine vision algorithms
PythonR

Mikelis

Consulting Engineer

Jan 2009Dec 2009 · 11 mos

  • Tech: linux-kernel, SELinux, FreeRadius
  • implemented a solution for monitoring and responding to anomalous/unwanted network patterns such as file sharing
  • constructed workable and maintainable distribution bottom up with tight constraints
  • managed boot sequence and runlevel
  • built custom kernel
  • prepared software to work with/in
  • ◦ an unknown network topology
  • ◦ multi OS environment
  • ◦ unknown hardware configuration
  • maintained and supported of software for many companies/clients
  • managed remote support without compromising client's infrastructure
  • wrote usage, maintenance manuals and documentation for non technical users
C++Python

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