Architect of multi-asset systematic trading infrastructure spanning equities, ETFs, and volatility surfaces. Deep expertise in order book dynamics, optimal execution algorithms, and latency-sensitive signal extraction.

Core competencies include delta-neutral portfolio construction, cointegration-based mean reversion strategies, cross-sectional momentum factor models, and real-time Greeks hedging across listed derivatives.

Extensive experience deploying low-latency execution frameworks, FPGA-optimized order routing, and adaptive market-making engines with inventory risk controls in fragmented liquidity environments.

Track record engineering first-mover HFT infrastructure in frontier equity markets, including colocation architecture, tick-data pipelines, and microsecond-level fill optimization.