Quant developer / trading systems
Other
Available for hire
Years of
experience
5+ years
Experience
level
Senior
Available
for
Full-time, Contract, Freelance
Available from
08 Jul 2026
Quant developer with 5+ years of experience building and operating trading systems in production environments. Strong background in data processing, event-driven architectures, and complete data/execution pipelines (Python & C++).
Led development, deployment and operation of mid-frequency trading strategies. Owned and supported infrastructure managing multi-million USD capital, including backtesting engines, data/execution frameworks, and monitoring systems. Experienced in bridging research and production, ensuring consistency across simulation, strategy validation, and live trading environments.
[Apr/2026: Recently completed a final-stage process with a top-tier quant firm]
Skills
Languages
Employment History
Lead quantitative developer at
OTS Trading DMCC
2024
-
2025
◊ Led quant development team, owning complete trading infrastructure, monitoring & control systems, data & execution pipelines, and account & risk management for a multi-strategy portfolio (~ 4.5M USD AUM, 36% CAGR).
◊ Designed and created a multi-venue trade manager with ~100µs latency, to control such portfolio. Audited and approved by BDO’s APT standard.
◊ Deployed >30 MFT strategies into production, provided by research team. Creator & coordinator of agile know-how process to achieve consistency across 3 stages of strategy conciliation: (1) vectorized, (2) event-driven backtesting and (3) real-time.
◊ Researched and implemented 6 strategies that consumed alternative-data. Some based on prop-firm orderflows. Others used proxies for web-scraping, source code inspection and message-parsing.
◊ Designed a low-latency cross-environment trading engine from scratch, based on distributed architecture (data-streaming, strategy framework and order manager) and coded on PyBind 11 (Back-end in C++, strategies in Python):
◊ Built upon it; an event-driven backtesting module from scratch, supporting L2 order book emulation. Merge-sort tree algorithm able to process 200M symbol-parallel ticks in < 3 minutes.
◊ Strategy framework promoted identical code reuse across backtest, validation & production, drastically improving deployment speed and out-of-sample reliability.
◊ Contributed to its data-stream module including OnixS-based FIX connector (LMAX, OneZero) and WebSockets (forex & crypto exchanges).
◊ Created some account control plugins with MetaTrader 5 proprietary SDK (MSVC++).
Quantitative developer at
Profluent Trading INC
2022
-
2023
◊ Designed and deployed several HFT-monitoring systems into production, used daily by operation team and investors, including • live delay & slippage profiling of full order lifecycle (exchange tick emission → … → order ack message), • PNL and fee/rebate analysis, • and reporting/alerting in various formats (Telegram/Slack).
◊ Created async connectors based on WebSockets, replacing poll-based functionality (REST) by real-time streams (balance, positions, margin, PNL, K-Lines, L2 order book) across 7 crypto exchanges (see “integrations” below).
◊ Built unified authentication and credential storage with secure encryption (Vault), improving isolation and security of multi-venue account operations.
◊ Conducted large-scale data analysis on trading and execution datasets, including latency/slippage correlation, execution inefficiencies, order rejection impact, and anomaly detection in price feeds.
Quantitative developer at
Vitrex SA
2019
-
2022
◊ Created a Python framework for coding event-driven (tick) trading strategies, including a ZMQ-based set of multi-account connectors linking Python with MetaTrader. Later extended to IBKR TWS and IQ Option.
◊ Created an external controller of MetaTrader 4's "Strategy Tester" utility, via bash subprocesses and multi-processing pools. Backtesting of 3rd party alt-signal sources (Telegram, Discord) with real tick data from various CFD brokers.
◊ Conducted quant analysis and execution for options trading, consisting of put-shorting & rollover strategies. 140+ trades, 32% net return, Sharpe 1.6 over a 5-month period.
◊ Implemented price structure analysis tools (support/resistance, trend detection) using clustering algorithms (Gaussian Kernel Estimators, DBSCAN).
Embedded system developer at
ITBA
2016
-
2018
◊ Provided prototyping, private consultancy and research for different robotics' projects. mostly for universities and startup initiatives. Mostly related to: datalogging, simulation, autotronics, domestic security, and mobile robotics.
◊ Mockup of a 14-kW Antminer-S9 Bitcoin mining installation in Rocha, Uruguay. With solar panel assemblies and liquid cooling pipes by natural convection.
◊ Worked in the creation and testing of solar-tracker robot with aiming algorithm based on LQG control programmed in HC08 controllers. Energy efficiency increase of ~6% in photovoltaic automation applications.
CFD engineering intern at
Candoit Engineering & Technology
2015
-
2016
◊ QA & Testing of software for Fluid Dynamics’ simulation on Oil wells
Education
Executive Program in Algorithmic Trading at
Quantitative Learning PVT LTD
2020
-
2021
Mechatronic engineering at
Instituto Tecnologico de Buenos Aires
2014
-
2017
Mechanical engineering at
Instituto Tecnologico de Buenos Aires
2009
-
2015