Quantitative developer specializing in derivatives trading logic, risk engines, margining, and exchange workflows. 14+ years building mission-critical trading systems in FX, fixed income, crypto and AMM/CLOB exchanges.
Delivered trading-logic components that must operate under peak loads of ~60,000 orders/sec with ~3ms round-trip latency and deterministic behavior under extreme market volatility and peak volumes of USD ~3B/day.
Contributed to the design and implementation of cross-asset margining across two base currencies, enabling clients to margin positions more flexibly across heterogeneous products.
Rewrote the exchange auto-deleveraging (ADL), insurance fund management and liquidation logic to clarify edge cases and improve risk management capabilities.
Designed and implemented a position-transfer workflow allowing users to isolate individual positions for margin purposes, enabling more granular collateral allocation and clearer liquidation boundaries.
Contributed to the design of spread markets, ensuring correct implied-order construction and consistent risk/margin handling.
