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Michal Rolínek

Quant researcher with a strong research background in ML/AI and mathematics
Second Foundation · Prague, Czechia · engineer
Head Of Quantitative Research At Second Foundation, A Prague Electricity-market Trading And Market-making FirmFormer Quantitative Researcher At G-Research (London); Moved To London To Join G-Research Per His Personal SitePhD In Combinatorial Optimization From IST Austria Under Vladimir Kolmogorov; Postdoc At MPI For Intelligent SystemsIMO 2007 Bronze Medalist And Czech Mathematical Olympiad Absolute WinnerUnverified LinkedIn-index Lead: Past Title 'Lead Analyst' At Second Foundation 2022-10 To 2026-02

Michal Rolinek is a Czech mathematician and machine-learning researcher working in quantitative finance. He earned a master's degree in mathematical analysis from Charles University in Prague (2012) and a PhD in discrete/combinatorial optimization from IST Austria (2017), then was a postdoctoral researcher in the Autonomous Learning group at the Max Planck Institute for Intelligent Systems in Tuebingen. His research spans differentiation of blackbox combinatorial solvers, deep graph matching, loss-based optimization, and applying ML to combinatorial problems; he was a CVPR 2018 best-paper honourable mention and a CVPR 2020 best-paper nominee. He represented the Czech Republic at IMO 2007 (bronze medal) and was the Czech Republic Mathematical Olympiad absolute winner in 2007. He moved to London to work as a quantitative researcher at G-Research, and is now Head of Quantitative Research at Second Foundation, a Prague-based electricity-market trading and market-making house.

Details
LocationPrague, Czechia
PythonC++LinuxGitscientific computingPyTorchTensorFlowLaTeXdiscrete/combinatorial optimizationmachine learningmathematical analysis
Notes
  • Quant employment verification: CONFIRMED. Two actual quant/trading roles are documented. (1) G-Research: his own site states 'Moved to London to work as a researcher at a trading firm G-Research' - a London quantitative research/technology firm operating in quantitative finance. (2) Second Foundation (second-foundation.eu), a Prague technology/trading house whose own site describes it as 'one of the largest market makers in European spot' power markets, running a self-developed low-latency trading platform; LinkedIn enrichment lists him as Head of Quantitative Research there (and previously Lead Analyst 2022-10 to 2026-02, index-only). Identity is supported: IMO 2007 Czech contestant, personal site mrolinek.github.io, and LinkedIn all describe the same mathematician/ML researcher; the ISTA and MPI academic pages match his background. Distinguishing non-work: IMO/olympiad medals, the Google PhD internship (an internship, 2016), AwesomeMath instruction and math-circle teaching are not quant-finance roles.
  • Second Foundation describes itself as a technology company and trading house specialising in energy markets (market making in European spot power, smart power plant control, grid balancing) - i.e. a genuine quantitative trading/market-making employer, not merely a company with 'quant' in the name.
  • Personal site lists the G-Research move first under News and frames his research mission around 'Black magic for extracting signal from financial markets', i.e. he had moved into financial-ML research by the time the site was updated (circa 2020-2021); the site predates his Second Foundation tenure.
  • CV documents a PhD in discrete optimization from IST Austria (2017) under Vladimir Kolmogorov and a master's in functional analysis from Charles University Prague (2012) under Jiri Spurny - a theoretical-optimization pedigree that runs through his ML and later quant work.2017
  • Work experience on his CV: postdoc in the Autonomous Learning group at MPI for Intelligent Systems, Tuebingen (2017-), research engineer at cryptographic startup Wickr (2017), and a summer 2016 PhD internship at Google in gTech doing data analysis of DoubleClick customer revenue - so the only internship is Google gTech (not a quant firm).2016
  • IMO 2007 (Vietnam): Michal Rolinek competed for the Czech team, scoring 14 points (56.7%), earning a bronze medal - consistent with his CV's 'International Mathematical Olympiad bronze medal (2007)' and 'Czech Republic Mathematical Olympiad absolute winner (2007)'.2007
  • CVPR 2020 best-paper nomination among ~25 nominees out of ~1400 papers and a CVPR 2018 best-paper honourable mention place him at the top of applied-ML research before he moved into trading.
  • IST Austria alumni profile (2020) confirms his path: PhD student in the Kolmogorov group at IST Austria, then postdoc at MPI for Intelligent Systems; he returned to campus as a speaker at Science Industry Day 2018.Jun 7, 2020
  • Authored/co-authored ML-for-combinatorial-optimization work including 'Differentiation of Blackbox Combinatorial Solvers' and 'Learning Lagrangian Multipliers for the Travelling Salesman Problem' (CP 2024), a research line at the ML/optimization boundary.
  • Also known as a maths-competition educator: listed as an instructor on the AwesomeMath staff page and co-author of '106 Geometry Problems from the AwesomeMath Summer Program'; does occasional problem-solving teaching in Africa - teaching/outreach, not employment in quantitative finance.
  • Second Foundation publishes an 'Analytics Team' org unit and a Prague office on The Org, an aggregator - index-only context, not independent primary-source confirmation of his title.
  • GitHub account github.com/mrolinek (created 2016-07-18, 8 followers, 7 public repos) is consistent with his personal site hosted at mrolinek.github.io, but the GitHub profile itself carries no company/bio cross-link, so treat it as a probable rather than confirmed match.

Competition record

Czech Republic · IMO

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