About#
Results-oriented quantitative developer and software architect with a strong engineering background, building cutting-edge tools and insightful analysis to deliver best-in-class liquidity and execution services on institutional electronic markets.
- Strong ability to initiate and lead large-scale greenfield projects on financial infrastructure
- Proven expertise in mission-critical/high-performance trading infrastructure development, data science and portfolio optimization across eFX and commodities markets.
Experience in OTC Electronic trading, Liquidity management, Portfolio optimization & Event-driven trading infrastructure
Skills#
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- C/C++, Python, Rust
- Shell scripts, Automation, Schedulers
- Full stack dev (React, Svelte, PHP)
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- AWS, Cloudflare, Hetzner
- Q/KDB+, ClickHouse, Redis, Neo4J
- Docker, Ansible, GitHub Actions
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- FIX engine (QF, FIX8), Feedhandlers
- Event-driven infrastructure (Kafka, Solace, ZeroMQ, Aeron)
- Bloomberg (Anywhere/FXGO/DOR)
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- Exchange connectivity, TCP/UDP routing
- Latency optimization,
pcapanalysis - API design, Market access, IPC
- Colocated environments (NY, LD, TY)
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- OMS/Matching Engine architecture, Multithreaded environments
- Quant dev, Low-latency systems, Tick data, High-perf APIs design, UNIX OS internals
Socials#
- LinkedIn: in/lcsrodriguez
- GitHub: gh/lcsrodriguez
- Portfolio: lucasrodriguez.net
Tags#
Quant Quant developer Quantitative trading Electronic trading Software engineer