Filip Hanzely

Slovak mathematician and quantitative researcher. IMO 2013 participant for Slovakia; PhD in Optimization/Machine Learning at KAUST under Peter Richtarik; later Research Assistant Professor at TTIC; Machine Learning research internships at Google, Microsoft Research and Amazon; quantitative researcher at Wincent and Citadel Securities.

Notes7

• QUANT EMPLOYMENT VERIFICATION: CONFIRMED. Indexed LinkedIn data (person index) and alphaXiv (which mirrors LinkedIn) both show him as Quantitative Researcher at Citadel Securities and previously Quantitative Researcher at Wincent. Wincent is verifiably a quantitative/HFT firm: its own site describes a high-frequency trading firm focused on digital assets, a top-10 global crypto market maker doing $5bn+ notional/day with $750M capital and a GFSC-authorised fund in Gibraltar. Citadel Securities is a market maker. Identity is corroborated across the KAUST profile (same person: KAUST PhD, Richtarik group), the IMO 2013 Slovakia record and the exact LinkedIn handle. Caveat: role dates and the Citadel role rest on index-only LinkedIn data, not an independent primary source.2025
• Joined Toyota Technological Institute at Chicago (TTIC) as a Research Assistant Professor in December 2020, right after the KAUST PhD.Dec 2020
• PhD in Applied Mathematics and Computational Science at KAUST, in Peter Richtarik's optimization-and-machine-learning group; the profile was written while he was a 'recent PhD graduate' joining TTIC.2020
• MSc in Mathematics and Statistics, University of Edinburgh (2017); MSc thesis 'Extending the Reach of Big Data Optimization - Randomized Algorithms for Minimizing Relatively Smooth Functions' under Peter Richtarik.2017
• Held machine-learning research roles between the PhD and TTIC: Research Intern at Google, Visiting PhD Student at Microsoft Research, and Applied Science Intern (ML) at Amazon (per indexed profile); these are research, not quantitative-finance, placements.
• Wincent is headquartered in Gibraltar and has operated since 2017; leaders listed are Samuel Hapak (CEO) and Matus Kopf and Michal Kopf (co-founders/CIOs) - a Slovak-founded crypto high-frequency trading firm, consistent with his Slovakia base.2025
• Competed for Slovakia at IMO 2013 (Santa Marta); scored 21/42 and received a bronze medal, tied rank 163.Jul 2013
• Bachelor's degree with honors in Economics and Financial Mathematics, Comenius University in Bratislava, Slovakia.
• Co-authored 'A field guide to federated optimization' and many optimization/ML papers spanning federated learning, variance reduction and coordinate descent; alphaXiv lists him under Citadel Securities with prior TTIC.
• Won 1st place in the Slovak national round of the Mathematical Olympiad (per AMiner biography) and holds an IMO Honourable Mention in another year, per the KAUST profile ('Bronze Medal and Honourable Mention - IMO').2013
• Worked as a research assistant at the Slovak Academy of Sciences and as a part-time C# developer at FinViz before/while studying (indexed profile data only).
• Received a NIPS Travel Award ($1,500), recorded by PhD advisor Peter Richtarik.2019