rostislav
Market Microstructure Analyst
Quantitative trader and algorithmic systems engineer with 8 years of hands-on experience in cryptocurrency markets and quantitative finance. Specializes in the full lifecycle of HFT strategy development — from microstructure research and signal generation to low-latency execution infrastructure deployed on collocated cloud nodes. Demonstrates deep expertise in momentum-based strategies, delta-neutral portfolio management, and cross-venue statistical arbitrage across centralized perpetual futures markets. Proven live track record with a verified profit factor of 1.66 over a continuous 12-month period operating on Binance Futures and Bybit. Proficient in building performance-critical execution engines in Rust and quantitative research pipelines in Python, with a sharp focus on latency minimization, order-book dynamics, and real-time risk controls.
Experience: 8 years
Yearly salary: $100,000
Hourly rate: $0
Nationality: 🇷🇴 Romania
Residency: 🌏 Remote
Experience
Trader
Self employed 2018 - 2026
Designed, developed, and deployed multiple live HFT algorithmic strategies operating on Binance Futures and Bybit Perpetuals, achieving a verified profit factor of 1.66 over a 12-month live trading window. Engineered low-latency order execution engines in Rust with sub-millisecond WebSocket message handling, custom order-book reconstruction, and lock-free data structures for real-time feed processing. Built a momentum-driven alpha engine leveraging order-flow imbalance signals derived from Level 2 order-book snapshots and real-time trade tape, with dynamic position sizing tied to realized volatility regimes.
Skills
quantitative-trader
trader
analyst
english
romanian
russian