Summary
Overview
Work history
Education
Skills
Timeline
Generic

Virginia Kormendi

London,United Kingdom

Summary

Python software engineer with 6 years of experience building large-scale data processing and analytics platforms at Morgan Stanley. Experienced in designing and developing Python-based data pipelines and model execution frameworks supporting quantitative analytics and regulatory workflows. Strong background in scalable systems, data integration, and performance optimisation for production-grade analytical applications.

Overview

6
6
years of professional experience
4039
4039
years of post-secondary education

Work history

Software Engineer (Quantitative Systems)

Morgan Stanley
London
2020.01 - 2026.03
  • Developed and maintained Python-based data processing and model execution pipelines within the Risk Analytics, supporting large-scale quantitative analytics and model validation workflows
  • Designed and implemented a Python-based risk model validation framework to support regulatory backtesting requirements, automating manual Excel-driven processes and building data integration pipelines to source PnL data from multiple trading systems, improving reliability and scalability of analytics workflows
  • Led migration of legacy quantitative risk model codebase from R to Python as part of firm-wide technology modernisation, ensuring continued production deployment and alignment with internal infrastructure standards
  • Developed and enhanced analytical components for risk metrics, including Expected Shortfall calculations, and integrated them into production data pipelines supporting risk reporting workflows
  • Collaborated with risk analytics and firm risk management teams and model validation stakeholders to deliver production enhancements, resolve system issues, and support regulatory validation processes
  • Awarded 3rd place in the firm-wide Risk Management Hackathon (2024)

Education

Master of Science - Computer Science

University of Birmingham
United Kingdom

Bachelor of Science - Mathematics

Budapest University of Technology and Economics
Hungary

Skills

  • Programming Languages
    Python, R, SQL, Java
  • Data & Systems Engineering
    Data Processing Pipelines, Analytics Platforms, Data Integration, Performance Optimisation
  • Software Engineering
    System Design, Code Refactoring, Testing & Debugging
  • Tools & Technologies
    Git, Linux
  • Development Practices
    Agile Development

Timeline

Software Engineer (Quantitative Systems)

Morgan Stanley
2020.01 - 2026.03

Master of Science - Computer Science

University of Birmingham

Bachelor of Science - Mathematics

Budapest University of Technology and Economics
Virginia Kormendi