Quant Developer: Systematic Trading & Risk Ownership

CV: GASTON SOLARI LOUDET

CONTACT

WhatsApp : +971-********* Calls ️: +549**-****-**** E-mail: ********@****.***.**. PROFILES

GitHub: https://github.com/gsolaril LinkedIn: https://linkedin.com/in/gsolaril Telegram: @gsolaril ABOUT ME

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.

EXPERIENCE

Jan/2024 – Jul/2025: Lead quant developer @ OTS Trading DMCC (Dubai, UAE)

First engineer in fund’s history. Team leader of development area, and collaborator to research department. Also 2nd- in-command in account management and strategy control, for the company’s portfolio (~4.5M USD AUM, 36% CAGR).

Designed and owned the vast majority of the trading engine. Including:

[1] Data pipeline (multi-venue / exchange connectors, feed handlers, databases, etc), [2] Execution modules (order routing, OMS, RMS), [3] Strategy framework (event-driven), [4] Monitoring subsystems, and [5] User interfaces.

Wire-to-wire latency (P95) in the order of 0.2-milliseconds.

Execution infrastructure audited and approved by BDO’s APT global standard.

Deployed >30 MFT strategies into production. 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.

Including: detrended mean reversions (e.g.: CMMA pairs, oscillator coupling), DSP (e.g.: ZLEMAs, Kalman, Ehlers filters), price-action pattern recognition (e.g: breakout, accumulation), order flow imbalances (from prop firm feeds).

Some models used alternative data sources (web-scraping, web sourcecode inspection, message parsing)

Later redesigned the trading engine into a low-latency trading ecosystem (based on distributed architecture), for HFT. Coded with PyBind 11 (Back-end in C++, strategies in Python)

Contributed to its data-stream module including OnixS-based FIX connector (LMAX, OneZero) and WebSockets

(forex & crypto exchanges).

Built upon it; an event-driven backtesting module from scratch, supporting L2 order book emulation and order matching. Merge-sort tree algorithm able to execute backtests of 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.

Apr/2022 – Sep/2023: Quant developer @ Profluent Trading INC (remote)

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. Mar/2019 – Mar/2022: Quant developer @ Vitrex SA (Buenos Aires, AR)

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", 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).

Oct/2016 – Jul/2018: Embedded Engineer intern @ ITBA (Buenos Aires, AR)

Prototyping, 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.

Some tech used: Raspberry, Arduino/ESP, PLC, PCB design, CNC/G-code, Serial comm (I2C, CAM, RS232), CATIA V5, Industrial electronics

Sep/2015 – Jan/2016: CFD intern @ Candoit (Buenos Aires, Argentina)

QA & Testing of software for Fluid Dynamics’ simulation on Oil wells CURRENT PROJECTS

Aug/2025 – now: High-performance HFT engine & event-driven framework in C++/Boost Including: data, execution and account connectors, strategy design environment, data pipeline (brokerage + buffering + storage): OHLCs, L3 order books & alternative data hi-speed market replay simulator (backtester) and monitoring interfaces (system performance, accounts, etc). Strategies being researched: optimal inventory-based (Stoikov), order distribution-based (diffusion-advection models) EDUCATION

January 2020 – March 2021: EPAT @ Quantitative Learning PVT LTD (remote) Thesis project: Event-oriented backtesting procedure for multi-currency trading strategies in Jupyter Notebook. Awarded “Project of the year” prize.

March 2014 – November 2017: Degree in Mechatronics @ ITBA (Buenos Aires, AR) Thesis project: Complete prototyping of modular locker systems controlled with SQLite user database, Tkinter GUI and fingerprint recognition firmware in Raspberry and Arduino. Done at structural, electric and hardware level. March 2009 – November 2017: Mechanical Engineering @ ITBA (Buenos Aires, AR) OTHER TRAINING

Feb-Aug 2020: Deep Learning program @ UBA Engineering Graduate Center Aug-Oct 2018: Startup Founding course @ Founder Institute, Buenos Aires Jan/2018: Strategic thinking summer program @ SUNY Albany, New York LANGUAGES

Spanish (native) English (fluent) Portuguese (basic) Arabic (basic) SKILLS

Mainly focused on:

Distributed systems & microservices Low-latency / high-throughput / event-driven Cloud computing Programming:

Python: 8 years

C++: 1.5 years

Matlab: 3 years

Flutter (Dart): 1 year

Databases:

PostgreSQL: 3 years

InfluxDB: 1 year

Redis: 2 years

Python:

Constructs: DS&A, Collections, Generators, Decorators, Iterators, ABCs, Dataclasses, Metaclasses.

Data: Numpy, Pandas, Matplotlib, Seaborn, SkLearn, SkFEM, Scipy, Keras, PySpark.

Web: FastAPI, Flask, Dash, Beautiful-Soup, Chromium.

Parallelization: Asyncio/Aiohttp, Concurrent/Futures, ApScheduler.

OS control: Subprocess, UI Automator 2 (Android), PyAutoGUI (Windows)

JiT / AoT: PyBind 11, Cython, Numba.

Comm: ZMQ, RabbitMQ, FIX, gRPC, Websockets.

Other: Loguru, Regex, Tkinter, CCXT, UnitTest

C++ (17):

Standard libraries: STL, Async, Templates, Concurrency, Atomic.

Boost: Beast, Asio, Websockets, HTTP, Redis.

Frameworks: CMake/Ninja, Xeus-Cling, PyBind 11

MetaTrader / MQL (4&5)

MT4 & 5 Client: EA development & testing, CLI-based automation, APIs, integration to external trading engines.

MT5 Manager: API & interface, MSVC SDK for plugin design, brokerage management. Integrations:

Other trading platforms: NinjaTrader, Interactive Brokers, ThinkOrSwim, TradingView, IQ Option, Polymarket

Crypto exchanges (CEX): Binance, Bybit, Crypto.com, Deribit, GateIO, Huobi, OKX.

Workflow: Click-Up, Telegram, Slack, LLM APIs (ChatGPT, Claude, ElevenLabs). Ubuntu:

WSL, Unix CMDs, SSH, TMux, PM2, Docker, Bash, System-CTL, Git(Hub) Markup:

HTML, CSS, LaTeX, Markdown

Dev applications:

Jupyter, Grafana, Loki, Vault

LLMs (Purpose-specific):

Cursor, Julius, GPAI, Agents, Context engineering

Cloud platforms:

AWS Compute, Oracle OCI, Heroku, Google Cloud, IONOS Trading:

General: Price action, Indicators, Option greeks, Strategy design & validation, Account management / PAMM Research & Backtesting: Lopez De Prado’s “factory method”, walk-forward backtesting, overfitting avoidance

(CSCV, OOS-validation, forced perturbations, parameter sensitivity analysis) Numerical methods:

Finite elements, stochastic calculus, LQG/optimal control, Montecarlo, filter design, Deep Learning/CNN/RNN.

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