Matthias Groncki

Senior Quantitative Developer at Acadia

Matthias Groncki began their work experience in 2010 as a student employee at itelligence, where they focused on software development with SAP Netweaver PI. Matthias then moved on to IKB Deutsche Industriebank AG in 2011, starting as a student employee and later becoming a Quantitative Analyst. At IKB, Matthias worked on credit risk and operational risk models, as well as pricing and market risk models. Matthias was involved in model validation, development, and implementation, along with various project experiences. In 2018, Matthias joined SCB – Siam Commercial Bank as a Vice President, leading the market risk and model risk team. Matthias implemented new risk management frameworks, automated reporting processes, and explored machine learning techniques for improving options hedging strategies. Matthias also provided quantitative analytics for other departments and played a role in non-financial risk management. In 2021, Matthias briefly worked at Bankhaus Metzler as the Head of Risk before transitioning to Acadia as a Senior Quantitative Analyst.

Matthias Groncki's education history is as follows:

Matthias Groncki attended Bielefeld University from 2008 to 2012, where they obtained a Bachelor of Science (B.Sc.) degree in Mathematics.

In 2012, Matthias Groncki briefly attended TU Dortmund University, though the degree obtained during this time is unspecified in the provided information.

Prior to that, from 2007 to 2008, Matthias Groncki was enrolled at Bielefeld University, studying Computer Science.

Matthias Groncki also studied Medicine at The University of Bonn from 2005 to 2007.

Additionally, Matthias Groncki has obtained several certifications, including:

- Cybersecurity Compliance Framework & System Administration (September 2021) from Coursera.

- Cybersecurity Roles, Processes & Operating System Security (September 2021) from Coursera.

- Introduction to Cybersecurity Tools & Cyber Attacks (September 2021) from Coursera.

- Network Security & Database Vulnerabilities (September 2021) from Coursera.

- Penetration Testing, Incident Response and Forensics (September 2021) from Coursera.

- Scalable Machine Learning on Big Data using Apache Spark (June 2020) from Coursera.

- Art and Science of Machine Learning (September 2018) from Coursera.

- Feature Engineering (September 2018) from Coursera.

- Intro to TensorFlow (September 2018) from Coursera.

- Launching into Machine Learning (September 2018) from Coursera.

- Machine Learning with TensorFlow on Google Cloud Platform Specialization (September 2018) from Coursera.

- Forensic Accounting and Fraud Examination (August 2018) from Coursera.

- How Google does Machine Learning (August 2018) from Coursera.

- Introduction to Big Data (September 2017) from Coursera.

- Machine Learning Specialization (September 2017) from Coursera.

- Machine Learning: Clustering & Retrieval (September 2017) from Coursera.

- Machine Learning: Classification (August 2017) from Coursera.

- Hadoop Platform and Application Framework (August 2016) from Coursera Course Certificates.

- Machine Learning: Regression (August 2016) from Coursera Course Certificates.

- Machine Learning Foundations: A Case Study Approach (July 2016) from Coursera Course Certificates.

Links

Previous companies

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Timeline

  • Senior Quantitative Developer

    June, 2021 - present