defipirate
Cto, Co Founder, De Fi Engineer
DIGITAL ASSETS: 12 years expertise in Digital Assets, Decentralized Finance (DeFi), L1/L2 protocols, zkEVM, DEXs, AMMs, Perpetual Futures, privacy, smart contract security, RareSkills, Ethernaut, tokenomics, analytics, trading, yield farming, mining.
RISK MANAGEMENT: 12 years at prominent hedge funds, executed risk management function, PM advisory and oversight, hedging across all asset classes, risk capital allocation, Investor and Counterparty relations, and infrastructure automation.
QUANTITATIVE RESEARCH: 5 years in researching, developing and executing systematic strategies incorporating risk concepts (risk parity, adaptive asset allocation, and predictive returns), reverse-engineer strategies in research papers.
Experience: 5 years
Yearly salary: $0
Hourly rate: $0
Nationality: 🇺🇸 United States
Residency: 🇵🇷 Puerto Rico
Experience
Decentralized Protocols Engineer, CRO/CIO
CONSULTING 2022 - 2023
Researched and prototyped Automated Market Maker (AMM) for yield-bearing tokens at PRISM and NFTs at SOUQ.qq. Designed, modeled and assessed performance for various AMM designs at DELPHI LABS, e.g. 1Inch, Lyra (options), MARS. CRO/CIO, researched and managed complex cross-chain book of digital assets, targeting DeFi yields and LP rewards.
Core Contributor, Decentralized Protocols Engineer
SYNTHETIX 2021 - 2023
Codified skew and funding rate simulations for Perpetual Futures DEX product, wrote SC tests, built Debt Pool analytics.
Entrepreneur in Residence, Chief Risk Officer
CONSENSYS 2017 - 2021
Evaluated Ethereum emerging protocols and projects, DEXs, AMMs, DeFi, whitepapers, smart contract security, and advisory on token economics. Supported research for Token Foundry, Venture Capital fund, and internal acquisitions. Advised 16 internal spokes on product architecture, features, market fit, token economics. Build automated liquidity management software for Liquality’s atomic swaps wallet. Developed crypto trading risk/treasury management platform.
Consultant
CASTLETON COMMODITIES INTERNATIONAL 2016 - 2017
Quantitative predictive economic signals research; Commodity futures curves modeling using PCA and MC methods.
Vice President, Sr. Risk Manager. Liquid Markets - Global Macro Fund, Convex Asia Fund
FORTRESS INVESTMENT GROUP 2014 - 2015
Guided CIOs, PMs and traders on position sizes, tail risks, illiquid credit, short options, concentrations, hedges, historical scenarios. Built tools in R that allowed PMs to quantity potential drawdown magnitude and retracement levels. Back-tested risk parity and adaptive asset allocations algorithmic strategies. Scrutinized quantitative strategies research papers.
Sr. Risk Manager
WOODBINE CAPITAL ADVISORS LP 2008 - 2014
Firm managed a discretionary global macro fund with $3.6B assets on behalf of a diversified institutional client base. Built and executed risk management function and later performed as an acting CRO. Led the team and development of complex models and analyses of risk across interest rates, FX, commodities, equities and credit derivatives with emphasis on market risk, beta, volatility adjusted exposures, stress testing, scenario analysis, PCA/MC risk factor reduction, portfolio optimization, VaR, correlations, concentration, counterparty, OTC liquidity, and regulatory reporting. Led the team in risk infrastructure build-out.
Market Risk Manager
SAC CAPITAL ADVISORS LP 2007 - 2008
Managed risks across commodities, interest rates, fixed income, equity, credit, and electricity derivatives trading. Scope included PM assistance in managing complex natural gas options book, option expirations, assignments, new quantitative tools for Volatility Surface generation, daily Greeks’ validation, PnL, drawdown and VaR attributions, and automation.
Vice President, Market Risk Management, Interest Rate Derivatives (IRD)
J.P. MORGAN 2004 - 2007
Oversaw Interest Rates Options, Exotics, Bermudan Swaptions, Swaps, MBS and Treasury trading desks. Scope included representation in global IRD risk and strategy meetings, stress testing, new IR Exotic products, valuation models review, etc.
Engineering Staff, Maritime Systems & Sensors
LOCKHEED MARTIN 1998 - 2004
Performed systems engineering on modern naval radars and B-2 Stealth Bomber Electronics Support Measures system. Implemented digital signal processing algorithms, statistical and parametric antenna models, designed GaAs integrated semiconductor devices for radar transmitters. Held U.S. Government Top Secret level clearance.
Skills
defi
python
quantitative
quantitative-developer
quantitative-trader
security
smart-contract
solidity
web3-py
english
polish