Michael Nowotny
Los Angeles, California, United States
Summary
👤
Senior🎓
Top SchoolMichael Nowotny is a founder and quantitative finance expert who has translated a decade of academic and research experience into blockchain-native market structure innovation. A former Boston University mathematical finance professor and UCLA PhD, he has built probabilistic programming libraries and simulation frameworks for continuous-time jump-diffusions and dynamic asset allocation. As co-founder and CEO of Krypton Labs he operationalized Fisher Black’s “fully continuous exchange” concept to dramatically lower trading and market-making costs and to mitigate MEV, front-running, and adverse selection. His work blends deep theoretical tools—Malliavin derivatives, adaptive characteristic-function methods—and hands-on protocol design, raising institutional capital and shipping production-grade crypto infrastructure. Now based in Los Angeles, he’s currently iterating on a new stealth fintech venture that continues his theme of rigorous, physics-like approaches to economically efficient exchange design. An uncommon strength is his ability to span symbolic mathematical research, GPU-accelerated Monte Carlo software, and real-world decentralized protocol engineering.
10 years of coding experience
11 years of employment as a software developer
Ph.D. Finance, Ph.D. Finance at UCLA Anderson School of ManagementDiplom Economics, Diplom Economics at University of Mannheim
German, English
Github Skills (57)
iid10
exploratory10
python10
resampling10
pure-python10
bayesian10
science10
algebra9
computer-algebra9
computer-algebra-system9
math9
curve-fitting9
api9
bayesian-inference9
cudnn9
Programming languages (4)
Github contributions (5)
michaelnowotny/state_space
Feb 2020 - Apr 2021
Symbolic Linear State Space Models
Contributions:27 commits, 8 pushes in 1 year 2 months
state-space-modelsstate-spacesymboliclinear
michaelnowotny/cocos
Mar 2019 - Sep 2021
Numeric and scientific computing on GPUs for Python with a NumPy-like API
Contributions:168 commits, 162 pushes, 2 branches in 2 years 6 months
cudaapigpu-programmingpythongpu-acceleration
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