Roy Zywina - Senior Manager Financial Modelling at TD

Roy Zywina

Senior Manager Financial Modelling at TD

Old Toronto, Ontario, Canada

Join Prog.AI to see contacts

Summary

👤

Senior

🎓

Top School

Roy Zywina is a Senior Manager in Financial Modelling with eight years leading C++ pricing and risk engines for a major bank and a broader two-decade background building high-stakes engineering systems. He combines expert-level C++ and deep applied mathematics—PDEs, FFTs, PCA, automatic differentiation—and a specialty in interest-rate securities, swaptions, mortgages and complex fixed-income options. At TD he architected valuation and hedging frameworks, developed proprietary Quasi-Monte Carlo methods that dramatically reduce Monte-Carlo samples for CMOs, and adapted trees and models for modern OIS discounting and IRRBB compliance. An active contributor to QuantLib-SWIG, he has extended core QuantLib classes (BrownianBridge, SobolRsg) to broaden multi-language use, reflecting both practical production delivery and open-source research. Based in Old Toronto, he pairs an MBA in Finance and Innovation with hands-on research sensibilities, making him equally at home in model development, research, and production-grade systems.

8 years of coding experience

8 years of employment as a software developer

BSc, Honours Computer Science, BSc, Honours Computer Science at McMaster University

MBA, Finance and Innovation, MBA, Finance and Innovation at DeGroote School of Business

English, French

Github Skills (6)

c-language10

cprogramming-language10

swig10

quantitative-finance10

stl5

boost4

Programming languages (3)

C++SWIGPython

Github contributions (5)

lballabio/QuantLib-SWIG

Dec 2017 - Mar 2018

QuantLib wrappers to other languages

Role in this project:

Back-end Developer

Contributions:6 commits, 2 PRs, 7 comments in 2 months

Contributions summary:Roy primarily focused on enhancing the QuantLib-SWIG project by wrapping and extending existing QuantLib classes for use in other languages. They added new methods and functionality to classes like `BrownianBridge` and `SobolRsg`, and implemented normal conversion templates. Their work involved modifying SWIG interface files (.i) to facilitate these integrations, including adjustments to data types and interface definitions for improved usability. The user also refactored and cleaned up code within the `SobolRsg` class, and added support for the `MakeSchedule` helper class.

pythonquantliblanguagesquantitative-financewrappers

zywina/cfftpack

Nov 2017 - May 2018

Contributions:51 commits, 23 pushes, 1 branch in 5 months

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.

Request Free Trial