Accomplished scientist with an extensive computing knowledge enjoying employing his programming skills and creativity in a financial world.
Specialties: Competence in quantitative analysis, particularly data-driven methods, ability to think out of the box in research coupled with high level of technical ability with various programming skills in C++, Python and Fortran, easiness of learning new technologies.
Quantitative Researcher @ Developing new trading signals, designing and testing new algorithmic trading strategies as well as optimising already established ones (mainly within the short term interest rate futures sector), improving in-house market simulation, providing daily backtest for running strategies performance, liaising between trading and quant desks. As a short term project, built the computer cluster to boost available computing power by ~400% without additional cost imposed on the company. From February 2013 to Present (2 years 11 months) London, United KingdomScientist @ Continuing the project started as a DESY Fellow, providing an expertise help to a Oxford-based group involved in PDF research. From September 2012 to February 2013 (6 months) Oxford, United KingdomResearch Fellow @ Main work task consists of being a core developer for a program used for tuning model of the proton, HERAFitter, globally recognized and used by Particle Physics community. In addition, working on implementation of innovative Neural-Network based approach to Parton Density Funtions, co-leading working group (approx. 30 scientists) performing hadronic final states measurements as well as coordination of cross/collaboration (approx. 15 scientists from different collaborations) efforts. Represented H1 and ZEUS collaborations on multiple conferences and workshops. From January 2010 to September 2012 (2 years 9 months) Hamburg Area, GermanyPhD @ For a purpose of a PhD. dissertation developed a set of multi-variate methods to build a highly-discriminative variable between photon- and pion-originating signals. Tested a variety of discriminants and obtained proficiency in development and usage of multi-variate approaches such as Artificial Neural-Network, Range Search, Boosted Decision Tree, etc. Built a highly sophisticated and fully innovatory unfolding method to obtain results proved to minimise Monte Carlo model bias. In addition, got involved in university teaching activities and maintenance of the essential part of the detector. From July 2005 to December 2009 (4 years 6 months) Zürich Area, Switzerland
PhD, High Energy Physics @ Universität Zürich From 2005 to 2008 M.Sc., Physics @ Jagiellonian University From 2000 to 2005 M.Sc., Computer engineering @ Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie From 1999 to 2004 Krzysztof Nowak is skilled in: Quantitative Research, Futures Trading, C++, Python, Market Making, Statistics, Monte Carlo Simulation, Fortran, Linux, LaTeX, Physics, Scientific Computing, Matlab, Particle Physics, Experimental Physics