Sasha (Augusto) Kielbowicz

Scientific Software Architect & Research Engineer

I architect high-performance engines for Quantitative Finance and Scientific Computing.

The Challenge: Most research code is mathematically brilliant but operationally fragile.

My Solution: I bridge the gap between research and production. I transform heavy computational models into robust, 3x faster production systems using Julia, C#, and Stochastic AI.

What I Do

High-Performance Computing (HPC) Sprints

Your Python models are too slow. I optimize numerical bottlenecks using Vectorization, Caching, and Parallelism.

Proven results: 300% performance gains at Axioma/Qontigo, enabling real-time risk calculations in production.

Deterministic AI Architecture

Integration of Neural Stochastic Differential Equations (NeuralSDEs) and Math-Aware RAG systems. I build the “guardrails” that allow Large Language Models to handle financial data without hallucination.

Key work: Research into NeuralSDEs using Julia, combining deep learning with physical laws for superior convergence.

Domain-Specific Language (DSL) Design

I design custom languages that allow Quants to define complex pricing models safely and intuitively, abstracting away the code complexity.

Outcome: Democratize access to complex models, allowing non-engineers to safely construct and test pricing logic.

Trust Markers

• Architected Core Libraries for Qontigo & SimCorp
• Tech Lead at Mercado Libre
• Published Research in Hydrodynamical Instability Processes
• 7+ years at tier-1 financial institutions (JP Morgan, Qontigo, SimCorp)

Resume / CV

• English
• Español

Contact

Email: augusto [dot] kiel [at] gmail [dot] com

GitHub: github.com/akielbowicz

LinkedIn: linkedin.com/in/augusto-kiel

Personal blog: saxa.xyz

Currently Software Technical Lead at Mercado Libre (Financial Planning & Analytics).

Available for consulting engagements globally (remote) and in Buenos Aires.