Open to opportunities

Lucas Ferreira

@lucasferreira1

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Quantitative researcher and developer specializing in crypto market making and HFT.

Brazil

Message

What I'm looking for

I seek roles building and leading quant trading systems—low-latency execution, HFT/market-making within a team. I value rigorous research, engineering excellence, and measurable performance.

I am a quantitative researcher and developer with deep experience building market-making, arbitrage, and execution systems for crypto markets. I have founded and led trading operations, developed low-latency Python/Cython and Rust execution stacks, and created automated monitoring, OMS and portfolio systems deployed across cloud regions to optimize latency and reliability.

My background includes creating one of Brazil's first crypto arbitrage hedge fund, managing delta‑neutral and DeFi strategies, and publishing quantitative research on AMM fee dynamics and stochastic volatility. I combine rigorous mathematical training (MSc in Mathematical Methods in Finance) with hands-on engineering to deliver robust, high-performance trading solutions.

Experience

Work history, roles, and key accomplishments

Current

Founder & Quant Trader/Developer

Current

Zixen Trading

Dec 2022 - Present (2 years 10 months)

Developed 24/7 market-making and high-frequency mean-reversion strategies across multiple exchanges, built low-latency execution and monitoring systems, and optimized cross-region infrastructure to reduce latency and improve execution performance.

Python Cython Rust Asynchronous Programming Docker Grafana

Quantitative Portfolio Manager

Transfero Asset Management

Dec 2020 - Dec 2022 (2 years)

Created the firm's first crypto hedge fund and managed delta-neutral and DeFi leveraged strategies, delivering 20–30% annualized returns while building custody integrations, SQL backoffice schemas, and automated portfolio orchestration.

Crypto Hedge Funds Python Smart Contracts Fireblocks API SQL Portfolio Management

Quantitative Trader/Developer

Transfero

Dec 2018 - Dec 2020 (2 years)

Built fully automated arbitrage and market-making systems across centralized and DeFi exchanges, producing significant returns (including >$1M straight-line gains) via triangular and hedged DeFi strategies.

Arbitrage Python Azure DeFi

Education

Degrees, certifications, and relevant coursework

Institute for Pure and Applied Mathematics (IMPA)

Master of Science, Mathematical Methods in Finance

2020 - 2022

Activities and societies: Thesis: Pricing Positions in Constant Product Markets: A Stochastic Volatility Approach; coursework in stochastic calculus, PDEs in finance, statistics and econometrics, computational methods, fixed income and risk.

M.Sc. in Mathematical Methods in Finance with coursework and thesis on pricing in constant product markets under stochastic volatility; supervised by Prof. Yuri Saporito.