Robert Maksymiuk

Senior Quant Developer @LPA

London, GB

EMAILS

[email protected]

MOBILE NUMBERS

+91 *********19

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WORK HISTORY

Jan 2026 — Present

Senior Quant Developer @LPA

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Frankfurt Rhine-Main, DE

EDUCATION

N/A

University of Warsaw

Master’s Degree, Financial Mathematics

SKILLS

RiskwatchVbaFinancial EngineeringInterest Rate DerivativesMarket RiskC++Business AnalysisIr DerivativesFx DerivativesTradingFinancial RiskQuantitative FinanceCredit RiskFinanceRisk++MurexVarStochastic CalculusSophisVisual C++QuantitativeDerivativesRisk ManagementAlgorithmicsQuantitative AnalyticsQuantitative Business Analyst

ABOUT ROBERT MAKSYMIUK

Strong knowledge of derivatives pricing methods• Co-author of the book: D. Gatarek, P. Bachert, R. Maksymiuk ‘The Libor Market Model in Practice’ - Wiley Finance 2006• Author of innovatory numerical algorithm of IR derivatives pricing with Libor Market Model• Strong knowledge of Algorithmics risk management software.• Hand on experience with: MUREX, SOPHIS, KAMAKURA• Strong programming skills (C++,VB,S Python, SQL)• Strong knowledge of risk analytics (sensitivities, VaR, CVaR, CCR)• Business Analyst experience

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