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Pavel Miska

Senior Software Developer · IT Architect · Financial Trading Systems

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Profile

Senior Software Developer and IT Architect with 25+ years of experience designing and building complex software systems — trading infrastructure, financial risk platforms, cloud-native microservices, and enterprise applications. Equally comfortable at the architecture level and deep in implementation. Strong background in Python, C#, C++, and Java across a wide range of domains: capital markets, energy trading, fund management, document management, and early e-commerce.

Core Skills

Languages

Python 3.11C#C++ JavaF#R MatlabVBA

Frameworks

FastAPISQLAlchemyPydantic ReactVue.jsAngularJS WPFBloomberg APIQuantLib

Databases

PostgreSQLTimescaleDBRedis OracleMSSQLCassandra

Trading Systems

Sophis Risque/ValueENDUR FrontArenaMUREX EUREX APIEURONEXT API

Infra / DevOps

DockerKubernetesGitHub Actions JenkinsRESTWebSocketsCI/CD

Professional Experience

iTechFinance

Senior Software Developer Architect

Market-data engine · Pricing microservices · Risk pipelines · Trading dashboards

2026 – Present

Tech: Python 3.11, FastAPI, SQLAlchemy async, Pydantic v2, React, Vue.js, PostgreSQL, TimescaleDB, Redis, Docker, Kubernetes, GitHub Actions

  • Designed and built a cloud-native market-data engine
  • Developed pricing microservices for multi-asset products
  • Implemented asynchronous risk-calculation pipelines
  • Built trading dashboards and web-based risk UI
  • Introduced CI/CD automation and containerised deployment workflows

XAIA AG

Senior Software Engineer

Credit pricing · NAV calculation · Exposure management · Market-data pipelines

2014 – 2024

Tech: Sophis Value, C#, WPF, WCF, NHibernate, Matlab, R, Oracle, MSSQL, Cassandra, Git, Jenkins

  • Built pricing and exposure tools for credit portfolios
  • Developed NAV-calculation modules and workflow automation
  • Implemented market-data pipelines and time-series storage on Cassandra
  • Optimised Sophis Value integrations

Aquantum AG

Senior Developer

Commodity fund workflows · Risk reporting · Bloomberg integration · NAV

2020 – 2021

Tech: C#, REST, Oracle, MSSQL, MySQL, Bloomberg API, HTML/CSS/JS, Git

  • Developed risk-reporting components for commodity funds
  • Integrated Bloomberg market-data feeds
  • Improved data-quality and reconciliation processes

RWE Supply Trading

Senior Developer

Risk calculations · Market-data ingestion · ENDUR workflows · Reporting

2012 – 2014

Tech: C#, Oracle, MSSQL, ENDUR, AngularJS, Git, CI/CD

  • Developed risk-calculation modules for energy trading desks
  • Built market-data ingestion and transformation pipelines
  • Integrated ENDUR workflows into FO/MO/BO processes
  • Automated reporting and improved data-quality controls

ING Brussels / Amsterdam

Quant / IT Developer

Commodity curve building · Vol surfaces · PL Explain · Trader support

2009 – 2011

Tech: Sophis Risque, SophisAPI, C++, F#, PLT Scheme, Excel/VBA, Bloomberg API

  • Built multi-commodity forward-curve engines
  • Developed volatility-surface models for commodity options
  • Delivered P&L Explain and sensitivity analytics
  • Supported traders with daily pricing and scenario workflows

DetraCo AG

Software Engineer

Automated trading · Order routing · Real-time monitoring · EUREX / EURONEXT

2008 – 2010

Tech: C++, EUREX API, EURONEXT API, Multithreading, WPF

  • Built low-latency trading components for EUREX / EURONEXT
  • Implemented order-routing logic and monitoring dashboards

Assenagon AG

Developer

Fund-management workflows · Data integration · Reporting

2006

Tech: Sophis Value, Oracle, MSSQL

  • Extended Sophis Value workflows and improved data integration

HVB / UniCredit AG

Quant / IT Developer

Pricing (FX, IR, Credit, Exotics) · Risk analytics · Market-data pipelines · Model validation

2001 – 2009

Tech: QuantLib, C++, Java, F#, C#, Sophis Risque, FrontArena, MUREX, Oracle, MSSQL

  • Developed pricing models for FX, IR, credit and exotic products
  • Built market-data pipelines and risk-calculation components
  • Integrated Sophis Risque and FrontArena
  • Implemented model-validation tools and regression-test frameworks

Sizar Group / Infotechnique SA

Software Engineer

OCR digitisation · Document management · EU institutions (EC, EP, CJEU)

1998 – 2001

Tech: Java, C++, Visual Basic, OCR, DMS, XML, Oracle, MSSQL

  • Developed OCR and DMS solutions for EU institutions
  • Built workflow automation for document-processing systems

HT-Computers GmbH

Developer

Groupware · Enterprise communication · E-commerce

1996 – 1998

Tech: C++, Java, Lotus Notes/Domino, HTML/CSS/JS, MSSQL

  • Built groupware, messaging components and early e-commerce frameworks

Login AG

Developer

Groupware processes · Workflow automation

1995 – 1996

Tech: Java, C++, Visual Basic, Lotus Notes, MSSQL

  • Developed workflow automation tools and groupware extensions

Technical University Zvolen

Research Assistant

Statistics · GIS modelling · Scientific data analysis

1993 – 1995

Tech: SPSS, GIS, C/C++

  • Statistical modelling and GIS research
  • Data-analysis tools for scientific computing

Education

TU Bratislava — Electronics Computer Science, 1993–1996
J.P. Murgas College — Electronics, Telecom, CS, 1986–1991

Languages

EnglishFluent
DeutschFluent
SlovenčinaNative
ČeštinaAdvanced
РусскийIntermediate

Publication

Dirty Quart Dozen

Functional Programming Approaches for Trading Risk Systems

Pavel Miska, Dr. Mike Sperber, Dr. Heribert Schütz