Skip to content
View Execorn's full-sized avatar
🎯
creating things i could only imagine yesterday
🎯
creating things i could only imagine yesterday
4 followers · 2 following

Achievements

Achievement: QuickdrawAchievement: Pull SharkAchievement: YOLO

Achievements

Achievement: QuickdrawAchievement: Pull SharkAchievement: YOLO

Highlights

  • Pro

Block or report Execorn

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
Execorn/README.md
Execorn Hacker Avatar

Nikita Biryukov

Middle Quant Developer @ Sberbank CIB (Global Markets) · MIPT ФПМИ (Quant Finance)

Low-latency systems engineering and mathematical finance.

Telegram Email GitHub Arch Linux

⚡ The Snapshot

I spend my working hours cutting latency out of derivatives valuation engines and training neural surrogates on GPUs for rough stochastic volatility. On weekends, I write zero-allocation Wayland engines in C23 and hack on Linux desktop tools.

  • 🏛️ Quant Dev @ Sberbank CIB (Global Markets / ДГР): Moving derivatives pricing and risk calculations (Rates, FX, Equity) out of legacy Murex stacks into an in-house low-latency calculation core. Built zero-copy C++ FLEX API adapters, market data feeds (yield curves, vol surfaces), Greeks injection, and XVA (CVA, PFE) Monte Carlo scenario processing.
  • 🎓 MIPT ФПМИ: Bachelor's in CS ('25) → Master's in Corporate Strategy & Quantitative Finance ('26) with machine learning coursework from Yandex School of Data Analysis (ШАД).
  • 🐧 Environment: Arch Linux, Wayland/Hyprland, pure CLI, Neovim. If an engine churns heap memory in the hot path or drops frames on a 165Hz VRR panel, it gets rewritten.

🔬 Selected Projects & Code

DeepVol: Neural Volatility Engine

Master's Thesis · MIPT ФПМИ (2026)

Real-time calibration of the Rough Heston stochastic volatility model on GPUs using Fourier Neural Operators (FiLM-FNO).

  • < 1 ms surface evaluation, replacing multi-second numerical PDE solvers.
  • R² = 0.9991, MAE = 5.8 bp across deep out-of-the-money options.
  • Compiled to TensorRT FP16 + custom CUDA C++ kernels; 1000+ tests and an interactive Streamlit risk dashboard.

WayWal: C23 Wayland Engine

Hardware-Limit Linux Graphics Architecture

Zero-allocation Wayland wallpaper daemon (wwald) and CLI client in modern C (C23).

  • 0.0% GPU 3D Load using direct hardware scanout (zwp_linux_dmabuf_v1 + GBM overlay planes).
  • < 0.5% CPU @ 4K 60fps with VA-API hardware decoding straight into DRM PRIME buffers.
  • Sub-50 µs VBlank phase jitter on VRR displays (FreeSync/G-Sync) with an alpha-beta Phase-Locked Loop (PLL).
  • Fixed 2MB linear memory arena: zero runtime heap allocations in the event loop. Linux io_uring async kernel ring.

AVX2 SIMD Hash Table

Vectorized Closed-Addressing Hash Structure

Low-latency hash table aligned to hardware cache boundaries.

  • Vectorized lookup comparing 32 keys simultaneously per cycle using Intel AVX2 intrinsics (_mm256_cmpeq_epi8).
  • Hardware-accelerated CRC32 hash calculation (_mm_crc32_u64).
  • Explicit cache-line memory alignment to prevent splits and false sharing.

Aurora Greeter

Hardware-Adaptive SDDM Login Theme

SDDM login theme for Arch Linux, published on the Arch User Repository (AUR).

  • Live in-greeter configuration drawer (Alt+S) without touching raw config files.
  • Runtime performance profiles with automatic 4K → 2K URL downscaling on smaller displays.
  • Multi-monitor synchronized state machine and CLI companion (sddm-aurora-ctl).

HyprGlyph

Hyprland AST Keybinding Engine

Automated parser and cheatsheet generator for the Hyprland compositor.

  • Reads keybindings directly from config files, resolving variables, submaps, and dispatchers.
  • Outputs structured JSON schema ready to feed desktop UI drawers (QML, AGS, Eww).
  • Tested with a full suite of 67 passed unit tests.

Execore Compiler

Domain-Specific Language Built from Scratch

A compiled language demonstrating compiler frontend and runtime mechanics in C.

  • Recursive descent parser built on strict EBNF grammar rules.
  • Custom Abstract Syntax Tree (AST) construction, memory handling, and execution runtime.

🛠️ Technical Arsenal

Low-Latency & Systems     :: Modern C++ (17/20), Modern C (C23), x86-64 NASM Assembly, SIMD (AVX2/SSE4.2)
Linux Kernel & Plumbing   :: io_uring, zwp_linux_dmabuf_v1, DRM PRIME, GBM overlays, Wayland Protocols, POSIX
Quant & Scientific ML     :: Stochastic Volatility (Rough Heston), Greeks (Δ, Γ, ν), XVA (CVA, PFE), FiLM-FNO
Compute Acceleration      :: PyTorch, CUDA, TensorRT, Zero-Copy Memory Arenas, Cache Optimization
Financial Ecosystem       :: Murex FLEX API (MX.3), Yield Curves, Volatility Surfaces, Monte Carlo Netting
Platform & Tooling        :: Arch Linux, Meson, CMake, Git, Docker, Go, Python, Qt6/QML
Avento Pixel Art
"Premature optimization is the root of all evil — unless you are running out of clock cycles before the market moves or dropping frames on a refresh boundary."

Let's connect: Telegram: @execorn · n.biryukov.04@gmail.com · Moscow, Russia

Pinned Loading

  1. derivatives derivatives Public

    Real-time Rough Heston stochastic volatility calibration via FiLM-FNO neural operators (<1ms inference, MAE 5.8 bp, 1000+ tests).

    Python

  2. wwal wwal Public

    Zero-allocation Wayland wallpaper daemon in C23 with io_uring, direct DMA-BUF hardware scanout, and sub-50µs VBlank PLL.

    C

  3. Fast-hash-table Fast-hash-table Public

    Closed-addressing hash table vectorized with Intel AVX2 SIMD intrinsics, hardware CRC32, and cache-line aligned memory.

    C

  4. aurora-greeter aurora-greeter Public

    A login screen so gorgeous you'll actually want to log out. Cinematic backgrounds, custom playlists, and live tuning at the press of a key.

    QML

  5. HyprGlyph HyprGlyph Public

    Keybinding parser and cheatsheet generator for the Hyprland compositor with AST resolution and structured JSON export.

    Python

  6. Execore_Language Execore_Language Public

    Compiled programming language written in C: recursive descent parser, EBNF grammar, AST compiler, and custom runtime.

    C