Lead Backend Developer and Co-founder at Nexly

Co-founded Nexly, an AI-driven platform automating financial statement reviews for auditors and accountants using Python, FastAPI, and secure cloud infrastructure. Designed and implemented a hybrid algorithmic–AI validation system to extract, interpret, and verify financial data from PDFs against hundreds of accounting rules. Built and deployed LLM-powered and multimodal models for document understanding and anomaly detection in a Microsoft Azure + GCP hybrid environment, ensuring regulatory compliance and data security. Integrated back-end systems with Google Firebase and a custom front-end to enable real-time interactive audit validation. Conducted architecture reviews, performance tuning, and reliability testing for AI pipelines and asynchronous data workflows. Collaborated with a frontend engineer and investors to refine product roadmap.

Assistant Vice President – Global Credit Portfolio Management, Data Strategy & Group Analytics at Credit Suisse

Jointly responsible for credit concentration analysis on the global portfolio with bank-specific metrics based on Monte Carlo simulation. Preparation of materials for senior committees related to client concentration, single-name risk, industry, and country risk. Ad-hoc code development primarily in R and Python. Creation of a senior report in RMarkdown, along with IT infrastructure to ensure the reports' timely creation. Maintenance of existing code-base in R and Python. Creating GIT versioning on-top of it to ensure security and accountability. Pre-emptive identification of credit risk concentration within industries, countries, and other cuts of the global credit portfolio.

Associate, Data Science (Treasury-Liquidity Modelling & Platforms) at Standard Chartered Bank

IBOR-transition project workstream-lead which aims to implement a risk measurement calculator for Risk-Free Rate (RFR) products. IRRBB embedded option model - pricing embedded options in banking-book products (loans, term-deposits). Developed and replicated the valuation process of Bermudan swaptions and interest rate cap/floor using Python (QuantLib) with Hull-White calibrated parameters. IRRBB stable balance & economic life model – participation in model redevelopment, validation and attestation. Financial & Quantitative Modeling: Credit risk analytics, stochastic simulation, algorithmic validation. Cross-functional Leadership: Collaboration with data, infra, and product teams; investor & stakeholder communication. Innovation & Rapid Prototyping: Agile experimentation, ablation analysis, MVP delivery under uncertainty.

Specialist, Market Risk Management Department at PKO Bank Polski

Valuation of derivatives (vanilla and exotic options, ARF, CIRS, IRS, IR floors/caps, FX forwards, FX swaps, commodity swaps & commodity options), bonds, and equity products. Development of in-house tools for the valuation process. Project manager for the Bank in a project where AVA calculation tools were developed. Participation in the Implementation of FRTB Market Risk solutions. Controlling market risk limit utilization & cyclical market risk reporting to upper Management & Shareholders.