A highly motivated, self-starter and enthusiastic quant engineer with 14 years of experience in quantitative and trading application development for the financial industry. I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
Building a next generation, high performance distributed trading engine for the OG crypto derivatives exchange, handling > 60k orders/sec with ~3ms round trip latency.
Multi-asset margining, liquidation, ADL and insurance fund management keeping the company safe while allowing up to 250x client leverage.
Proof of concept of spread markets including implied orders and portfolio margining.
