Thomas Wiecki
Founder at PyMC
Estonia
Summary
🤩
Rockstar🎓
Top SchoolThomas Wiecki is a founder and core developer with 15 years of experience specializing in Bayesian modeling, probabilistic programming, and applied data science. He started and has led the open-source PyMC project since his PhD at Brown, growing it into a widely used library relied on by companies for transparent, domain-informed statistical modeling. His work spans deep technical contributions to PyMC, PyTensor/Aesara and Theano, performance-sensitive linear algebra integrations (including JAX), and financial analytics libraries like pyfolio and empyrical. As founder of PyMC Labs he now helps organizations translate domain expertise into rigorous Bayesian solutions, combining academic rigor from computational cognitive neuroscience with practical quant and production experience from roles at Quantopian. An oft-overlooked strength is his blend of release engineering and testing discipline—he’s regularly improved build, deployment, and test frameworks across major numerical libraries.
15 years of coding experience
13 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Computational Cognitive Neuroscience, Doctor of Philosophy (Ph.D.), Computational Cognitive Neuroscience at Brown UniversityDiploma, Computer Science (Bioinformatics), Diploma, Computer Science (Bioinformatics) at Eberhard-Karls-Universität Tübingen
German, English
Github Skills (58)
theano10
bayesian-statistics10
debugging10
linear-algebra10
debug10
scipy10
probabilistic-programming10
py10
python10
trading10
computational-science10
model-driven10
testing10
versioninfo10
finance10
Programming languages (16)
Github contributions (5)
quantopian/pyfolio
Jun 2015 - Feb 2020
Portfolio and risk analytics in Python
Role in this project:
Back-end Developer & Data Scientist
Back-end Developer & Data ScientistContributions:7 releases, 1 review, 549 commits in 4 years 9 months
Contributions summary:Thomas contributed to the development of core functionality for portfolio and risk analytics in Python, specifically within the `pyfolio` library. The commits include implementations of several time-series and performance analysis functions, such as those calculating drawdowns, Sharpe ratios, and various aggregation methods. The user also implemented statistical and financial analysis functionalities, which demonstrates skills in both software development and data science within the project's domain.
riskanalyticspython
twiecki/WhileMyMCMCGentlySamples
Aug 2013 - May 2022
my blog
Role in this project:Data Scientist
Data ScientistContributions:138 commits, 4 PRs, 74 pushes in 8 years 10 months
Contributions summary:Thomas added new blog posts related to Bayesian logistic regression and Bayesian methods. They modified the code to fix a link to a previous post and updated styles. The user also created a new blog post for a presentation on MCMC and a new blog post explaining Copulas.
my-blog
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