Open to opportunities

Gaston Solari Loudet

@gsolaril

Message

Quant developer building and operating event-driven trading systems with low-latency data/execution pipelines.

Argentina

Message

What I'm looking for

I’m looking to build and own end-to-end event-driven trading systems—data pipelines, execution managers, and low-latency backtesting—where research-to-production consistency and strong engineering standards matter.

I’m a quant developer with 5+ years building and operating trading systems in production, bridging research and live execution with consistency across simulation, strategy validation, and trading. I’ve led development, deployment, and operation of mid-frequency trading strategies, owning infrastructure that manages multi-million USD capital—backtesting engines, data/execution frameworks, and monitoring systems.

In my most recent role, I was the first engineer in the fund’s history and led the development area, helping run strategy control and portfolio operations. I created and owned production trading infrastructure—datastreams, execution modules, a strategy event-driven framework, monitoring subsystems, and user interfaces—achieving wire-to-wire order latency (P95) around 0.2 milliseconds and deploying 30+ MFT strategies; I later redesigned the engine into a low-latency HFT ecosystem with a shared Python/C++ codebase and a high-performance, event-driven backtesting module.

Experience

Work history, roles, and key accomplishments

Lead Quant Developer

OTS Trading DMCC

Jan 2024 - Jul 2025 (1 year 6 months)

Led development of OTS Trading’s trading infrastructure and event-driven strategy framework, delivering wire-to-wire order routing latency with P95 ~0.2 ms. Deployed 30+ MFT strategies into production, redesigned the engine into a distributed HFT ecosystem (C++ back-end with Python strategies via PyBind), and supported 150+ accounts under BDO APT global standard.

C++Python PyBind FIX connectivity WebSockets Order routing OMS Time series DSP Ehlers ZLEMA Parallel backtesting and L2 order book emulation Low Latency Trading Systems Event Driven Architecture

Quant Developer

Profluent Trading Inc

Apr 2022 - Sep 2023 (1 year 5 months)

Designed and deployed HFT-monitoring systems to measure wire-to-wire latency and slippage, analyze portfolio PNL/fees/rebates and risk metrics, and provide cross-platform reporting and alerting. Redeveloped private data feeds to use WebSocket connectors across multiple crypto exchanges and built secure multi-venue authentication/credential storage with Vault.

Anomaly Detection Low latency profiling Latency slippage analysis PNL and fees analysis Greeks and implied volatility WebSocket integration Web based reporting alerting Vault encryption Multi venue authentication Data Analytics

Quant Developer

Vitrex SA

Mar 2019 - Mar 2022 (3 years)

Built a Python framework for event-driven (tick) trading strategies, including ZMQ-based multi-account connectors to MetaTrader and later extensions for IBKR TWS and IQ Option. Developed MetaTrader 4 Strategy Tester integration for tick-based backtesting from external alt-signal sources and executed options put-short/rollover strategies with 140+ trades, 32% net return, and Sharpe 1.6 over 5 months.

Python ZMQ IBKR TWS IQ Option Backtesting Multiprocessing Options Trading DBSCAN Gaussian Kernel Estimation Meta Trader 4

Embedded Engineer Intern

ITBA

Oct 2016 - Jul 2018 (1 year 9 months)

Prototyped and supported robotics projects, including datalogging, simulation, and domestic security/mobile robotics initiatives. Built and tested a solar-tracker robot using LQG control, improving photovoltaic automation energy efficiency by ~6%.

Prototyping Embedded Systems LQG Control Simulation Raspberry Pi PLC PCB CNC

CFD Intern

Candoit

Sep 2015 - Jan 2016 (4 months)

Contributed to proprietary oil-flow simulation software through rock fractures using a finite-volume (FVM) solver and 3D plotting. Implemented core components in C++ to support numerical simulation workflows.

Finite Volume C 3D Visualization Oil Flow Simulation Data Processing

Education

Degrees, certifications, and relevant coursework

EPAT (Quantitative Learning PVT LTD)

EPAT, Quantitative Learning

2020 - 2021

EPAT remote program with a thesis project on an event-oriented backtesting procedure for multi-currency trading strategies in Jupyter Notebook. Awarded the "Project of the year" prize.

Instituto Tecnológico de Buenos Aires (ITBA)

Degree in Mechatronics, Mechatronics

2014 - 2017

Degree program in mechatronics at ITBA, including a thesis project prototyping modular locker systems controlled with a SQLite user database, Tkinter GUI, and fingerprint recognition firmware (Raspberry and Arduino). Completed the work across structural, electric, and hardware levels.