I’m a quantitative analyst in Qminers a high-frequency market making firm operating from the hearth of Prague, Czech Republic, where I lead our crypto currency trading desk. My work involves designing new trading strategies, creating mathematical models of the price movements, and fitting machine learning models to market data. I also deal with trading ops: optimising our setups, tuning strategy parameters and live trading supervision.
I obtained my PhD degree in mathematics at the Swiss Federal Institute of Technology in Lausanne, Switzerland, (Ecole polytechnique fédérale de Lausanne, EPFL), a leading Swiss technical university. My PhD thesis introduces a novel statistical method to analyse time series data and spatial-temporal data. The novelty lies in removal of some assumptions of the existing methods, adaptability to a large number of missing values, and reduction of the prediction error up to 60 %. During the development of the method I was responsible for the design of the methodology, its implementation in Matlab, and its theoretical and simulation based justifications. I’ve successfully applied my methodology for meteorological data and in yield curve modelling.
I graduated with distinction in Master’s degree programme Probability theory, mathematical statistics, and econometrics with a specialisation in stochastic analysis from Charles University in Prague, the Czech Republic. I wrote my Master’s thesis on Stochastic Evolution Systems and Their application. The thesis was awarded as the second best Master’s thesis in probability theory & statistics at Charles University in Prague in the academic year 2015-2016.
During my Master’s I had the opportunity to spend six months as an exchange student at Humboldt University of Berlin, Germany. This experience helped me to get to know people from all over the world and master my German language skills.
I graduated in Bachelor’s degree programme General mathematics. My Bachelor’s thesis on Fractional Brownian motion was awarded as the best Bachelor’s thesis in mathematics at Charles University in Prague in the academic year 2012-2013.
My greatest passion are the mountains. I enjoy hiking, treking, rock-climbing, skiing, mountaineering,
During my years at EPFL I organised, as a committee member of the student organisation Club Montagne, rock climbing events for the students.
Besides the mountain sports I enjoy travelling, learning about new cultures, reading about history and psychology, and tasting craft beer and good coffee.
I’m interested in languages and thanks to my path through Prague, Berlin, and Lausanne had opportunity to learn some. I regularly take part in language exchange events.
- English: full professional proficiency, C1-C2.
- German: advanced proficiency, C1,
- French: intermediate, B1,
- Polish: fairly good understanding, bad in speaking.
- Czech: native tongue.