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 in 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 Electronic trading, Liquidity management, Portfolio optimization & Event-driven trading infrastructure

Skills#

- C/C++, Python
- Bash scripts
- Full stack dev (Svelte, PHP)
- AWS, Cloudflare, Hetzner
- Q/KDB+, ClickHouse, Redis
- Docker, Ansible, GitHub Actions

- FIX engine (QF, Fix8), Feedhandlers
- Event-driven infrastructure
- Bloomberg (Anywhere/FXGO/DOR)
- Extensive pcap analysis (Wireshark)
- TCP/UDP routing, latency optimization
- API design, Market access

- Kafka, Monitoring (Grafana, Prometheus)
- 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 electronic trading software engineer