Dirk Prange

Global Head Credit Quantitative Analysis Emerging Markets

London, England, United Kingdom
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Summary

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Dirk Prange is a seasoned quantitative credit specialist with over two decades of experience in credit derivatives, model validation and fixed income analytics, currently leading Global Credit Quantitative Analysis for Emerging Markets at Citi from London. He combines a theoretical physics PhD with hands-on model scrutiny and implementation, bridging deep mathematical rigour with practical risk-management in emerging market credit portfolios. His background includes senior leadership at Dresdner Kleinwort where he directed model validation for complex credit products, giving him a rare blend of front-office insight and independent validation expertise. Outside finance he contributes to open-source robotics software—helping improve performance and reliability on the popular DonkeyCar platform—illustrating a continual appetite for systems-level engineering and data-driven problem solving. Colleagues value him for translating complex models into auditable, production-ready frameworks that support trading and risk decisions across diverse markets.
code7 years of coding experience
job7 years of employment as a software developer
bookPhD, Theoretical Physics, PhD, Theoretical Physics at University of Hamburg
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Github Skills (8)

cart10
robotics10
python10
opencv8
keras8
tensorflow7
testing7
pytest7

Programming languages (4)

TypeScriptC++Jupyter NotebookPython

Github contributions (5)

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autorope/donkeycar

Jul 2019 - Jan 2023

Open source hardware and software platform to build a small scale self driving car.
Role in this project:
userSoftware Engineer (likely focused on robotics software)
Contributions:13 releases, 461 reviews, 360 commits in 3 years 7 months
Contributions summary:Dirk primarily contributed to the `donkeycar` project by addressing bugs and improving the performance of the software, especially related to vehicle control and data profiling. Their work includes fixing issues related to the `PartProfiler` class to handle `KeyboardInterrupts` and enhance the accuracy of the timing data. They also implemented improvements to the `MakeMovie` command by using indexes from the tub, picture frame size and removing unused code to improve performance. In addition the user has also cleaned up code and removed deprecated messages from the testing framework.
pythondonkeycartensorflowopen-source-hardwareraspberry-pi
autorope/donkey_datasets

May 2021 - Oct 2021

Datasets for Donkey Car
Contributions:1 review, 13 commits, 2 PRs in 5 months
donkey-cardatasetdatasetsdonkeycar
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Dirk Prange - Global Head Credit Quantitative Analysis Emerging Markets