Julian Wergieluk
CEO & Machine Learning Engineer
Experience
Jan 2022 - Present
2 years 6 months Germany
CEO & Machine Learning Engineer
LOLML GmbH
- Consulting on Monte Carlo scenario analysis for exotic swaps portfolios, implemented in C++ with bash and gnuplot.
- Managed diverse projects including industrial process optimization, EDI automation, LLM explainability, portfolio optimization, and time-series analysis.
Nov 2019 - Dec 2022
3 years 2 months Germany
Machine Learning Engineer
DataRobot
- Contributed to the Model Management and Monitoring (MLOps) team by developing online learning models for drift detection and feature distribution monitoring.
- Developed ContagionNET, a probabilistic individual infection risk model, collaborating directly with the CEO Jeremy Achin.
- Worked on Covid Machine to optimize vaccine trials for Moderna through compartmental epidemic modeling.
- Implemented a prediction intervals model for regression problems using conformal inference as part of the Trusted AI initiative.
Sep 2015 - Oct 2019
4 years 2 months Munich, Germany
Quantitative Analyst
risklab (Allianz Global Investors)
- Designed, implemented, and managed a portfolio optimization framework:
- Backend developed with C# employing various LP and QP optimizers from the NAG library.
- Middleware utilized RabbitMQ and exposed a WebAPI.
- An async C# VSTO Excel frontend.
- Automated risk reporting and data validation processes using Python, Jupyter, bash, and Cygwin.
- Tested and validated derivatives pricing frameworks for inflation-indexed swaps using MATLAB, Python, and C#.
Apr 2015 - Dec 2019
3 years 9 months Germany
Research Associate
University of Freiburg
- Focused on research topics such as financial mathematics, statistics, stochastic analysis, and energy markets.
- Taught 8 courses including mathematics for engineers, mathematical statistics, and stochastic analysis.
- Published a problem book in probability and statistics.
Feb 2011 - Mar 2015
4 years 2 monthsResearch Associate
Chemnitz University of Technology
- Focused on research topics such as financial mathematics, statistics, stochastic analysis, and energy markets.
- Taught 8 courses including mathematics for engineers, mathematical statistics, and stochastic analysis.
- Published a problem book in probability and statistics.
Jan 2008 - Jan 2011
3 years 1 month Vienna, Austria
HybridQuantitative Analyst
Raiffeisen Bank International AG
- Developed an internal VaR model for market risk.
- Created a market scenario generator using a hybrid Monte Carlo approach, employing a 500-dimensional discretization of the Heath-Jarrow-Morton SPDE. (Implemented in C++ using STL, boost, blitz++, and GSL).
- Conducted statistical analysis and calibration of default probability term structure models for CDS spreads.
- Published research titled "A dynamic approach for scenario generation in risk management" on arXiv.
Languages
Polish
Native
English
Advanced
German
Advanced
Japanese
Elementary
Education
Vienna University of Technology
Diplom, focus on abstract algebra, topology, symbolic computation and computer science · mathematics · Vienna, Austria
Certifications & licenses
Deep Reinforcement Learning Nanodegree
Udacity
Deep Learning Specialization
deeplearning.ai
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