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.
The quantitative development team is a product-aligned team responsible for the research, design, and delivery of Bullish's hybrid CLOB/AMM trading engine.
Co-designed and delivered a new spot margin trading system, compatible with AMM liquidity amplification, including risk, liquidation, peer to peer lending and auto-borrowing.
Co-designed and delivered perpetual futures product from scratch, including execution logic, settlement, funding, risk, liquidation, ADL, and integration with the AMM.
Developed a randomized testing framework simulating tens of thousands of execution scenarios to validate trading-system and AMM invariants, ensuring correctness of margining, funding, liquidation, ADL, and hybrid CLOB/AMM execution.
Led a cross-functional team (8pax) to enable multi-pool liquidity routing, enabling execution of crosses against AMM liquidity.
