Software Architect & Quant at Leonteq Securities AG
Zurich, Zurich, Switzerland
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Summary
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Senior
🎓
Top School
Gérard Basler is a software architect and quantitative engineer with 15+ years of experience building high-performance pricing libraries and tooling for structured products, currently leading architecture and quality engineering at Leonteq in Zurich. He designed and implemented a Scala-based options pricing library from scratch, driving testing, CI, performance tuning and GPU (CUDA) acceleration while blending practical engineering with formal verification instincts from his PhD research. His research background in model checking, SAT/QBF and predicate abstraction informs a rigorous approach to correctness—evident in his use of randomized unit and regression tests and work on reducing nondeterminism in compiler analyses. An active contributor to the Scala compiler, he has improved pattern-matching exhaustivity and memory-efficient CNF conversion, signaling deep compiler and language-level expertise beyond typical quant roles.
15 years of coding experience
1 year of employment as a software developer
AKSA
Doctor of Philosophy (PhD), Computer Science, Doctor of Philosophy (PhD), Computer Science at ETH Zürich
Scala 2 compiler and standard library. Scala 2 bugs at https://github.com/scala/bug; Scala 3 at https://github.com/scala/scala3
Role in this project:
Back-end Developer
Contributions:13 commits, 4 PRs, 13 comments in 1 year 3 months
Contributions summary:Gérard contributed to the Scala compiler and standard library, specifically focusing on pattern matching and exhaustivity checks within the compiler. They fixed non-determinism issues in the DPLL algorithm, implemented a more efficient CNF conversion using the Plaisted transformation, and improved the reasoning about mutual exclusion in pattern matching. These changes aimed to reduce memory usage and improve the performance of the exhaustivity analysis.
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