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Scientific Software Architect & Research Engineer

High-Performance Computing Specialist

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

Executive Profile

Scientific Architect with a Physics background and elite tenure at Tier-1 financial institutions (Qontigo, SimCorp, Mercado Libre). I specialize in High-Performance Computing, Neural Stochastic Differential Equations (NeuralSDEs), and Domain-Specific Languages. I help firms bridge the gap between “Research” and “Production” by engineering systems that are mathematically rigorous and computationally efficient.

My Physics degree (Licenciatura, University of Buenos Aires) taught me to model complex problems by finding the right level of abstraction. Combined with production experience across tier-1 financial institutions, I deliver solutions that are both theoretically sound and operationally robust.

Core expertise: High-Performance Computing • Neural Stochastic Differential Equations • Multi-asset pricing systems • Risk analytics • DSL development • Numerical optimization • Python/C#/Julia • System Architecture

Engagement Focus: Performance Optimization Sprints, Deterministic AI Architecture, DSL Design, Architectural Design Sprints, Specialized Corporate Training.

Consulting Services

High-Performance Computing (HPC) Optimization

• Performance audit and optimization for numerical bottlenecks
• Vectorization, caching, and parallelism strategies
• 300% performance gains achieved in production systems
• Real-time computational finance optimization
• Multi-asset class pricing and valuation frameworks

Deterministic AI & Scientific Machine Learning

• Neural Stochastic Differential Equations (NeuralSDEs) implementation
• Math-aware RAG systems for financial documentation
• Integration of deep learning with physical laws and constraints
• Safe AI architecture for financial applications
• Model calibration and validation using RSE principles

Domain-Specific Language (DSL) Architecture

• Custom language design for complex pricing models
• Interactive UI development for quantitative libraries
• Democratizing access to sophisticated mathematical models
• Research Software Engineering (RSE) enablement: Standardizing analytical workflows from Jupyter to production

Training & Knowledge Transfer

• High-Performance Numerical Computing with Julia workshops
• Scientific and numeric software development training
• Corporate workshops on quantitative finance and computational methods
• Technical mentorship for quant and engineering teams
• Interactive educational materials using Jupyter notebooks

Education

Licentiate degree in Physics, University of Buenos Aires (2011-2017)

Thesis: Statistic Analysis and Numerical Modeling of Single Particle Trajectories: Diffusion and Confinement Mechanisms

Signature Case Studies

1. The Performance Optimization Sprint (Qontigo)

The Challenge: Critical risk calculations were too slow for real-time reporting due to unoptimized convertible bond pricing engines.

The Solution: Led a forensic performance audit and implemented cache optimization strategies in the core C# numerical library.

Outcome: Achieved a 300% performance gain, enabling real-time production risk reporting and significantly reducing Azure compute spend.

2. The Scientific AI Implementation (Research/SimCorp)

The Challenge: Traditional Monte Carlo simulations for European Option Pricing were computationally expensive; standard AI lacked mathematical constraints.

The Solution: Managed research into Neural Stochastic Differential Equations (NeuralSDEs) using Julia, combining deep learning with physical laws. Parallelly developed an LLM-based RAG system for querying complex financial documentation.

Outcome: Demonstrated superior convergence speeds over traditional solvers and established a framework for “Safe AI” in financial contexts.

3. The “Quant Experience” Architecture (SimCorp)

The Challenge: Quants struggled to interact with complex underlying pricing models, leading to errors and slow iteration.

The Solution: Designed and developed a Proof-of-Concept Domain-Specific Language (DSL) and integrated interactive Jupyter-based UIs (Voila/ipywidgets).

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

Professional Experience

Independent Consultant

Quantitative Software & Scientific Computing January 2026 - Present | Buenos Aires, Argentina

Providing specialized consulting services to financial institutions and technology companies:

• Quantitative finance system architecture and development
• Scientific computing and numerical software optimization
• Technical leadership and team mentorship
• Developer experience and tooling for analytical platforms

Focus areas: Multi-asset pricing libraries, risk analytics systems, DSL development, performance optimization, Python/C#/Julia consulting.

Mercado Libre

Software Technical Lead, IT Staff / Financial Planning & Analytics June 2025 - Present

Leading technology strategy and managing 14 engineers across Financial Planning & Analytics for Latin America’s largest e-commerce ecosystem.

Key Focus: Strategy, Standardization & AI Workflows

• Architecting scalable financial planning and analytics platforms
• Championing AI-assisted development workflows and clean architecture standards
• Transforming ad-hoc Jupyter analyses into CI/CD-managed production systems

Impact: 90% reduction in forecasting pipeline errors through RSE principles; 15% velocity increase across engineering team

Technologies: Go, TypeScript, Python, BigQuery, Jupyter, CI/CD, distributed systems

SimCorp

Lead Software Engineer, Core Analytics March 2024 - May 2025 | 1 year 3 months

Key Focus: Core Analytics & Quant UI

• Developed Domain-Specific Language (DSL) POC for pricing model interaction
• Created LLM-based RAG system for financial documentation Q&A
• Integrated Quant UI with Axioma Risk UI for institutional investors
• Redesigned libraries for Automatic Differentiation (AD) support

Qontigo (Axioma Risk)

Associate Principal, Core Analytics September 2020 - March 2024 | 3 years 7 months

@akielbowicz-qontigo

Key Focus: Core Quant Libraries & High-Performance Computing

• Designed and developed core Quant Monorepo (C#) for Analytical Libraries
• Managed NeuralSDE research internship for European Option Pricing using Julia
• Built Axioma Pricing Library (APL) from ground up with 100% accuracy
• Developed comprehensive curve construction library (rates, yields, discounts, spreads)
• Led development of interactive UI (ipywidgets/voila) for Quant library access

Impact: 300% performance gain on Convertible Bond Pricing Engine enabling real-time production calculations; “Exceptional Performance” rating (2023)

J.P. Morgan

Technology Analyst, Rates CIB July 2018 - August 2020 | 2 years 2 months

• Built production-grade financial reporting systems with zero-downtime requirements for Rates CIB
• Provided critical support to Rates Quant team, enhancing analytical capabilities
• Delivered infrastructure for mission-critical reporting services ensuring compliance and reliability

Open Source Contributor & Content Creator

Scientific Software & Educational Tools February 2016 - Present | 9+ years

• Creator of SCA314, an educational YouTube channel focused on software craftsmanship, scientific computing with Julia, and automated testing practices in Spanish
• Development of interactive educational materials based on Jupyter notebooks
• Contributions to scientific computing and data visualization projects
• Educational content bridging academic knowledge and industry best practices

Teaching Experience

University of Buenos Aires

• Professor of Calculus and Linear Algebra, CBC Engineering (December 2020 - July 2022)
• Teaching Assistant on Summer Course of Optics and Thermodynamics for Biology and Geology (February 2015 - March 2015)
• Science Communicator at Physics Department (March 2013 - December 2014)

Southern International School

• High School teacher of Physics, Mathematics and Information Technologies (2016)

Publications

• Shared Memory Semi-Implicit Solver for Hydrodynamical Instability Processes (2023)

• Photon Counting Module based on Avalanche Photo-Diodes (2017)

Speaking & Community

Active participant in technology conferences and meetups as speaker and collaborator:

• SciPy Latinoamérica 2022 (Argentina): Workshop presenter
• Regular speaker at Python and Julia user groups in Buenos Aires
• Represented Qontigo at ECI UBA (School of Information Sciences, University of Buenos Aires)

All talks available at: talks.saxa.xyz

Technical Skills

Programming Languages Production: Python, C#, Julia Functional/Niche Languages: F#, Clojure

Leadership & Consulting: Technical Mentorship, Solution Design, Requirements Elicitation, Corporate Training

Quantitative Finance: Multi-asset pricing, risk analytics, derivatives valuation, curve construction, model calibration

Scientific Computing: Numerical methods, automatic differentiation, stochastic differential equations, optimization

Architecture: Microservices, DSL design, API design, monorepo infrastructure, Azure deployment

Tools: Jupyter, Git, Docker, Azure, Visual Studio, GitHub Actions

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

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