Quantitative Researcher & Systematic Trader
Own strategies end to end, from research and validation through execution, monitoring, and risk.
- Developed an LSTM forecasting engine with phase-space features and a managed MLflow lifecycle, then deployed it as a live short-horizon taker strategy.
- Built a dual-engine backtesting stack—a vectorized research engine and an L2 order-queue tick model—for fast parameter sweeps and higher-fidelity fill analysis.
- Designed and validated grid market-making models with inventory, queue-position, fee, and adverse-selection controls.
- Architected TWAP, VWAP, and implementation-shortfall execution research across three major exchanges.
- Engineered more than 200 multi-frequency OHLCV, order-book, derivatives, and cross-sectional factors with automated decay analysis.
- Led a two-person research pod, reviewing methodology and production code and mentoring junior researchers before live deployment.
PythonPyTorchMLflowPolarsNumPyREST/WebSocket APIsLinux