jlitven(1)

Joshua Litven: Quantitative & Optimization Developer, Co-Founder of Liquidity Lock

HOW AN OPTIMIZER THINKS

This is what I do for a living, shrunk to two variables. Find the point in the green region that goes furthest in the direction of the arrow. Pick an algorithm and press optimize to watch it search. Rotate the objective, drag a constraint line, or draw your own.

Interactive linear program: feasible region, constraints and the algorithm's path 

          

            
objective by step

            
            
          

        

      


      

        

          
          

            
objective

            

            
drag the dial (or the arrow on the plot)

          

        

        

          
constraints · drag a line on the plot to move it

          
    
          
    
            
            
            
            
            
          
    
        
    
      
    
      
    
    

    
    
      
    WHOAMI
    
      
    
        I'm a quantitative & optimization developer with 9+ years building
        optimization and trading systems in fintech, and the co-founder and Head Quant of
        Liquidity Lock, a sessions-based portfolio trading
        platform for market makers and institutional investors. I designed its matching and
        optimization engine and lead backend development.
      
    
      
    
        I like problems where mathematics, engineering and business meet: turn a
        messy market into a model, solve it exactly, then ship it
        with tests, CI/CD and monitoring so people can rely on it. Lately I'm also building
        AI-augmented workflows with Claude agents, skills and MCP.
      
    
    
    

    
    
      
    IMPACT
    
      
    
        
    $4T+
    gross FX notional exposure eliminated by the compression algorithm I worked on at LMRKTS (2017–2020)
    
        
    ≫10×
    fill rates orders of magnitude above mid-market matching, from the Liquidity Lock engine I designed, while respecting every participant's risk limits
    
        
    50%
    faster core backend functionality after building a benchmark framework and optimizing what it found
    
        
    5
    live clients on Bonsai, the optimization service I built to cut their CCAR largest-counterparty exposure
    
        
    3
    engineers on the Liquidity Lock backend team I lead; I hired and mentored the two juniors
    
      
    
    
    

    
    
      
    EXPLORE
    
      
    
        
          ./lab
          Trade compression, solved live. Watch an optimizer strip gross notional out of a market of banks without moving anyone's net position.
          [ open the lab → ]
        
        
          ./projects
          An AI Portuguese tutor, a Spotify hotkey tool and a West Coast Swing practice app, each with a live demo.
          [ see projects → ]
        
        
          ./bookshelf
          Books I've read, from Clean Code to Sapiens. Hover a cover to see the takeaway and notes I wrote down.
          [ browse books → ]
        
        
          ./experience
          Liquidity Lock, LMRKTS, UBC and Waterloo: where I've worked and studied, plus the stories behind it.
          [ read more → ]
        
      
    
    
    

    
    
      
    CONTACT
    
      
    
        Want to talk optimization, trading systems or West Coast Swing? The fastest way to reach me is
        ,
        or LinkedIn.
      
    
      
    Tip: press / on any page to open a terminal.