Matthias Groncki is a seasoned professional with over a decade of experience in the financial industry, currently serving as a Senior Quantitative Developer at Acadia - An LSEG Business. In this pivotal role, Matthias is an integral part of the Quant Dev Team, where he...
Matthias Groncki is a seasoned professional with over a decade of experience in the financial industry, currently serving as a Senior Quantitative Developer at Acadia - An LSEG Business. In this pivotal role, Matthias is an integral part of the Quant Dev Team, where he leverages his extensive expertise in quantitative finance to enhance derivatives pricing and risk management software solutions. His work not only involves implementing new exotic derivatives and pricing models across multiple asset classes in C++, but also contributes significantly to the development of the Open Source Risk Engine, a project that underscores Acadia’s commitment to innovation and transparency in risk management.
Matthias's diverse background encompasses leadership roles in both large and medium-sized international banks and fintech companies, where he successfully led cross-functional risk teams composed of quantitative analysts, data scientists, and risk managers. His strategic thinking and project management skills have been instrumental in driving initiatives that optimize risk assessment and enhance decision-making processes. With a strong foundation in Continuous Integration and Continuous Delivery (CI/CD) practices, Matthias ensures that the software solutions are not only robust but also adaptable to the ever-evolving financial landscape.
In addition to his technical acumen, Matthias is passionate about fostering a collaborative team environment, focusing on team building and management to cultivate talent and drive innovation. His proficiency in machine learning and database management further enhances his ability to develop sophisticated models that meet the complex demands of modern banking. As a thought leader in the industry, Matthias continues to push the boundaries of quantitative finance, making significant contributions to the field and positioning Acadia as a leader in risk management solutions.