Christoph Baumgarten
Executive Director at UBS
Horgen, Zurich, Switzerland
Summary
🤩
Rockstar🎓
Top SchoolChristoph Baumgarten is an Executive Director in Model Risk Management with eight years of hands-on experience building and validating algorithmic trading, capital and anti-financial-crime models for major banks, currently based in Horgen, Zurich. He blends deep academic training (Dr. rer. nat. in probability theory) with practical risk practice across principal trading, stress testing and trade surveillance, and has led teams delivering regulatory-grade stress frameworks. A seasoned data scientist, he applies Monte Carlo, time-series and machine learning methods for modeling and outlier detection, and contributes to SciPy—adding distributions and improving statistical accuracy in a flagship scientific Python library. His background in market microstructure research and production implementation gives him a rare ability to translate sophisticated quantitative theory into robust, auditable systems used in live trading and compliance.
8 years of coding experience
3 years of employment as a software developer
Dr. rer. nat., Probability Theory, Dr. rer. nat., Probability Theory at Technische Universität Berlin
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (10)
algorithms10
scipy-stats10
probability-distribution10
python10
distributions10
scientific-computing10
numpy10
modeling9
data-analysis9
mathematical9
Programming languages (4)
Github contributions (5)
scipy/scipy
Nov 2017 - Jan 2023
SciPy library main repository
Role in this project:
Back-end Developer & Data Scientist
Back-end Developer & Data ScientistContributions:434 reviews, 109 commits, 98 PRs in 5 years 3 months
Contributions summary:Christoph primarily focused on enhancing the `scipy/scipy` repository by implementing and refining statistical distributions. Their work included adding the normal inverse Gaussian distribution to `scipy.stats`, improving its random variate generation, and fixing related bugs. The user also corrected errors in the existing distributions and added tests to validate the implemented changes. They also modified the documentation and improved the accuracy of the p-value calculation.
scipypythonscientific-computing
chrisb83/scipy
Nov 2017 - Nov 2024
Scipy library main repository
Contributions:2 PRs, 220 pushes, 77 branches in 7 years 1 month
scipypython
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.