Co-Founder, Head Quant & Head of Development
Co-founded with former LMRKTS colleagues to bring portfolio-style, sessions-based matching to market risk transfer. Participants describe what they want the way they'd brief a colleague; the engine finds the best trade set for everyone at once, confidentially and with a clear audit trail.
- Designed and built the matching and optimization engine using a modern algebraic modeling language, matching complex orders at fill rates orders of magnitude higher than mid-market matching while adhering to participants' risk limits.
- Built the backend of the trading platform: complex order types, curves and parameters, with sessions completing in minutes.
- Lead a 3-person backend team; hired and mentored two junior developers.
- Built a benchmark framework to measure and audit pipeline performance, then optimized core functionality by 50%.
- Automated CI/CD and deployments to testing, staging and production with GitHub Actions and NSSM; productionized database migrations with Flyway.
- Created nightly end-to-end cron tests of the full pipeline, from parsing data to database reports, logging outputs to MongoDB.
- Built Claude skills that benchmark new pull requests, automate code review and integrate with Shortcut via MCP.