Hello, I’m Matthias Groncki. With over a decade of experience in quantitative finance across financial institutions and FinTechs, my expertise encompasses quantitative risk management and data analytics, with a focus on developing and validating financial models for derivatives pricing and risk management. I am proficient in Python and C++, allowing for the implementation of accurate and robust models.

In addition to my professional endeavors, I contribute to prominent open-source projects such as QuantLib and the Open Source Risk Engine, collaborating with industry leaders to refine tools that support the quantitative finance community globally.

This blog serves as a platform to share insights into option pricing, risk modeling, and the integration of machine learning in finance. It aims to equip professionals in quantitative finance and data science with valuable knowledge and tools, through comprehensive tutorials, analyses, and practical examples.