markosvos

  | GRVT Research Ltd (Hong Kong & Korea) Head of Quant -        Re-wired Quant team’s analytical and algorithm design workflows to use LLMs and Agentic AI.  Used AI agents to: update algos (Unwind, Risk Monitoring, proprietary trading) logic and parameters, author test suites, and draft specs for new exchange features. -        Designed and managed margin policy, account monitoring, liquidations, and position unwind algos for the GRVT crypto derivatives exchange. -        Enhanced margin models and liquidation algorithms including options and perpetual swaps, ensuring robust risk mitigation balanced with optimal trading client UX. -        Conducted statistical execution quality analysis on the unwind algo and partnered with engineering and product to drive platform-wide changes to the risk and execution stack.

Anboto Labs (Hong Kong & Korea) Head of Quantitative Research | 
| -      Leveraged LLM-based (Claude, ChatGPT) coding and analysis tools to accelerate development of execution strategies and analytics. -      Designed, developed and deployed several algorithmic execution strategies for the firm’s platform, including single-instrument and multi-instrument strategies.  -      Developed and deployed a suite of analytics, including Transaction Cost Analysis (pre-trade and post trade), Portfolio Risk Analysis, and margin collateral management  tools. -      Engaged with institutional clients on algo design, execution queries, and TCA reviews. | 
|  
 | Bullish Exchange (Hong Kong) Director, Quantitative Research |  
| -      Developed a comprehensive Python library for backtesting and optimizing the economics of the Exchange and its ($3 billion) AMM liquidity pool under a variety of price scenarios. -      Researched, backtested, deployed, and monitored several systematic quantitative trading strategies, including automated basis/funding trading, volatility arbitrage, and DeFi.   |