Bridging financial requirements and technical implementation

Berlin-based · freelancer since 2007 · PhD physics (Freiburg) · MSc math finance (Oxford)

Open to new engagements — Berlin or remote.

~25 years bridging finance and engineering across the European financial sector — plus what's on my desk:

• AI-native lately: multi-agent orchestration is now my default way of building software — claude code, opencode, oh-my-openagent. Recently a Heston model for equity derivatives, implemented agent-first.

• Interest rate balance hedging: algorithm to hedge interest-rate balance with swaps and deposits

• Day job: development and extension of internal quantitative libraries and applications

• quantlib_for_maven — Java bindings for QuantLib, on Maven Central as io.github.ralfkonrad.quantlib_for_maven:quantlib. Issues tagged help wanted are a good place to jump in.

• 50+ merged PRs to QuantLib and QuantLib-SWIG since 2019 — new features (Java/C# API extensions, Ziggurat RNGs) and bug fixes (e.g. callable-bond and swaption-tree mispricing).

• Agentic AI: claude code · opencode · oh-my-openagent

• Quantitative finance consulting: Pricing · Risk Controlling · Market Data · Auditing

• Engineering: QuantLib · Java · C++ · C# / .NET · SQL · SWIG · Docker · GitHub Actions · a bit of Rust for fun