Slavomir Matasovsky

AI Architect & Researcher at Tachyum

AI research/architecture role focusing on LLaMA, DeepSeek, Qwen; self-supervised training, supervised and reinforcement fine-tuning, quantization and sparsification using HF transformers, vLLM; vision transformers and diffusion-related work; build and eval quantized models with 4-8 bit precision.

Deep Trader Technology – Quant Developer / AI/Data Science at Deep Trader Technology

Python-based quant/ML stack: Numpy, Pandas, Pandas Datareader, Ray, Flask, Scikit-Learn, CVXPY, Zipline, Pyfolio, AlphaLens, TensorFlow Estimators, PyMC3, TensorFlow Probability; DRL and ML workflow automation, research and production tooling.

Management Analytics - Quant Developer at Addfin

Pricing, long-term portfolio Monte Carlo, VaR/ES, risk decomposition, marginal contributions; optimization and risk budgeting; Python/Numpy/Pandas for risk analytics and reporting.

Quant Developer at Visual Advice

Market risk analytics, pricing and hedging for fixed income/derivatives; long-term portfolio Monte Carlo; VaR/ES; implementation and testing of risk models.

Market Risk Analytics - Quant Developer at Whitestein/Expersoft

Pricing, risk analytics (VaR/ES), risk decomposition, portfolio analytics; SAR/MR connections; Spark+R for large-scale risk analyses.

Murex v3 – Fixed Income, IR/Credit/Equity Derivatives integration at Credit Agricole

Integration project for IRS, CDS and CDS index products; P&L and VaR estimation; risk attribution.

VP, Quant Developer - Volatility Analytics and Trading Platform at Goldman Sachs

Front-office volatility modelling: IV calibration (SVI, Heston, quadratic), variance swaps, volatility surface construction, P&L tooling for options strategies.

Quant Developer - Pricing & Risk at CMC Markets

Pricing & risk calculations for CFDs/FX futures; portfolio VaR and spread analytics; component-based risk engines and backtesting.

Volatility Analytics and Trading Platform at JPMorgan Chase

Implied vol calibration, vol surface construction, dispersion trading, P&L backtester and attribution for listed options.

Quant Developer - MUNI bonds Front Office at Barclays Capital

Quant reporting for curves, term structure, slope, duration, beta; PCA-based risk metrics and hedges.

Volatility Analytics and Trading Platform at Merrill Lynch/Bank of America

Front-office volatility analytics; IV model calibration (HVOL, SVI, quadratic), volatility surface construction, P&L and hedging tools.

Lead Application Developer - COPER at Merrill Lynch (GMI-EDS)

COPER client data management system; services, business objects, persistence, messaging; AML screening and workflow.

Customer Profitability system at CHASE Bank

CORBA-based multi-tier system; data access/BO framework; mainframe data access interfaces.

Software Developer / Client-Server Specialist at ALYA Slovak Software House

OO design, C++, Windows/UNIX development; data processing and information systems with MFC, Win32 API, and database integration.

Software Engineer at GFAI Swiss Software House

Object-oriented development, CORBA, client-server apps; focus on data processing and workflow.

Information System Developer at Lufthansa Systems Airlines

MOSAIC View for MS Windows; client/server information system; early C++/MFC components.

AI Architect & Researcher at Tachyum

Leading AI architecture and research for LLMs and CV models; self-supervised and supervised fine-tuning, quantization, sparsification, and deployment of multi-model AI systems.

AI/ML Architect & Researcher at Deep Trader Technology

Developed quantitative trading AI systems; Python data pipelines (NumPy, Pandas), backtesting, reinforcement learning for trading, LLM-driven agents, and distributed training with Ray and HF transformers.

Management Analytics & Risk Quant Developer at Addfin

Performance attribution, VaR/ES, risk decomposition; portfolio optimization; long-term Monte Carlo simulations for FRTB; Python stack (NumPy, Pandas, Flask); QuantLib/ORE integration.

Quant Developer - Market Risk Analytics at Visual Advice

Pricing, sensitivities, and long-term Monte Carlo portfolio simulation for FRTB; QuantLib, ORE, Python; Flask; PnL attribution and backtesting.

Quant Developer - Market Risk Analytics at Whitestein/Expersoft

Pricing, risk attribution, VaR/ES, factor analysis; portfolio optimization; Spark, R; long-term Monte Carlo for risk.

Quant Developer - Fixed Income/Derivatives at Credit Agricole

Murex v3 integration for IRS/derivatives; risk, P&L, VaR; hedging; T-Locks; trading desk support.

VP, Quant Developer - Volatility Analytics at Goldman Sachs

Volatility analytics for equity derivatives; IV calibration (SVI, Heston, quadratic); dispersion trading desk; P&L backtester.

Quant Developer - Pricing & Risk Market Making at CMC Markets

Pricing and risk for CFDs, FX futures; Streambase CEP; VaR, spread calculations.

Quant Developer - Volatility Analytics at Merrill Lynch/Bank Of America

Volatility analytics for equity derivatives; IV model calibration (SVI, Heston, quadratic); P&L backtester; dispersion trading desk.

VP, COPER - Client Data Management / AML at Merrill Lynch (GMI-EDS)

Global client data management; AML screening; re-architecting with BPM and rules engine; leadership & mentorship.

AVP - Customer Profitability / Mainframe Data Access at CHASE Bank

Multi-tier distributed application; CORBA-based data access; business objects; mainframe data integration.

Software Developer at ALYA Slovak Software House

Benefits Online; COM/MFC Windows development; mainframe interfaces; data access components.

Software Architect & Developer at GFAI Swiss Software House

C++/CORBA distributed systems; OO design; Windows/Solaris; CORBA middleware.