Open to opportunities

Camilo Caetano

@camilocaetano

Message

Quantitative developer building backend and real-time trading systems for financial markets.

Brazil

Message

What I'm looking for

I’m looking for a role where I can build research-driven, production-grade backend and real-time trading systems—microservices, event-driven messaging, and cloud—while partnering with US financial clients to deliver correctness, reliability, and performance.

I’m a quantitative developer and senior software engineer with 16+ years building backend and real-time systems in financial markets. I develop tools and platform features for US financial-services clients and run Milo Strategies, a systematic trading venture I built and operate solo.

My work is research-driven: I research, backtest, and run live execution bots end to end, with strict in-sample/out-of-sample separation, overfitting controls, and real transaction costs embedded into validation. I enforce mechanical backtest-to-live parity using automated regression tests and run full production stacks with monitoring and per-strategy capital allocation.

I’m also strong at turning trading and operational requirements into reliable software—microservices, event-driven messaging, and cloud infrastructure. From tick-data capture and order-flow analytics to building auditable execution workflows at high transaction volume, I focus on correctness, traceability, and performance in regulated financial environments.

Experience

Work history, roles, and key accomplishments

Current

Quantitative Developer

Current

Milo Strategies

May 2025 - Present (1 year 1 month)

Built an in-house backtesting and walk-forward optimization framework using strict in-sample/out-of-sample separation on 13+ years of market data, with pre-deployment t-stat (PF−1)·√N validation and transaction-cost realism (commission, fees, slippage). Developed and run taker/maker execution bots for index futures and crypto, enforcing backtest→live parity via automated regression tests and produ