Roland Bachl
Senior Consultant at TSBC GmbH
Munich, Bavaria, Germany
Summary
👤
Senior🎓
Top SchoolRoland Bachl is a Senior Consultant and PhD-trained financial mathematician based in Munich with seven years of experience bridging quantitative research and applied engineering. He combines deep expertise in stochastic calculus and systemic risk with hands-on implementation skills, contributing to the widely used finmath-lib by refactoring model and product factories for interest-rate derivatives. His background spans academia—leading tutorials and assisting numerical finance courses at LMU—and strategy consulting roles at Bain and BearingPoint, enabling him to translate complex models into practical business solutions. Comfortable in both Java-based quant libraries and consultancy environments, he excels at improving code structure and model maintainability to support production-grade pricing tools. An exchange stint in Japan and leadership at the German Data Science Society hint at a global perspective and commitment to community and education.
7 years of coding experience
2 years of employment as a software developer
Ludwig Maximilian University of MunichJTW exchange student diploma, Various studies, including social, language, politics and economic studies, JTW exchange student diploma, Various studies, including social, language, politics and economic studies at Kyushu UniversityAbitur - High school diploma, General education, Abitur - High school diploma, General education at Carl-Orff-GymnasiumHigh School Diploma - Foreign exchange student, General Studies, High School Diploma - Foreign exchange student, General Studies at Royall High School
German, English, Japanese
Github Skills (10)
finance10
javas10
refactoring10
statistical-models10
back-end-development10
modeling10
java10
api-design9
api9
apim9
Programming languages (1)
Github contributions (5)
finmath/finmath-lib
Jul 2018 - Jul 2020
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Role in this project:
Back-end Developer
Back-end DeveloperContributions:82 commits, 1 PR, 36 pushes in 2 years
Contributions summary:Roland primarily focused on organizing and refactoring code, specifically around the creation of model and product factories. Their contributions involved restructuring packages and introducing new classes related to financial modeling, including swap legs and swaptions. The changes suggest a focus on improving the structure and maintainability of the underlying financial modeling library by introducing specialized factories for different model types and derivative products.
mathematical-financesimulationsecmathematical-modellingmathematical
quantlab-tutorium/tutorium-2021-1
Mar 2021 - Jul 2021
Contributions:16 pushes, 1 branch in 3 months
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