Quantitative Engineer
I build the systems that decide — and the logic they decide with.
Portfolio optimization, rebalancing, and trading logic, written as code that runs in production rather than as a notebook that proves a point. As co-founder and CTO of a digital asset-management company, I have spent three years building its portfolio management platform — Go services over Postgres, eight exchange venues, robust statistics feeding the optimizer — and the methods behind it are published: a peer-reviewed paper on the investment process, including a rebalancing engine that measurably cuts transaction costs.
- Digital asset platform in production for
- 1.5+ yrs
- National research funding acquired
- FFG
- Peer-reviewed paper published
- Dec 2025
Sections
- 01 — About How I work Decision logic first, and the engineering that carries it into production.
- 02 — Work Decision logic, and the systems that run it Cost-optimal rebalancing, a portfolio management system, venue integrations, performance analytics, a co-authored paper, robust optimization, a funded proposal, trading automation, and a C++ desktop app.
- 03 — Contact Get in touch Open to engineering roles where correctness and operability both matter.