Curriculum Vitae
Web: lucasbardella.com
Email: luca@quantmind.com
Nationality and status: Italian - married
Residence: London, UK
Qualifications: PhD, Laurea
Birth: 30-Dec-1971, Adria - Italy
Linkedin: https://www.linkedin.com/in/lucasbardella
GitHub: https://github.com/quantmind
Interests: technology, finance, world economics, cycling, running, skiing, football, wine, chess
Keywords: electronic trading, high-frequency market making, algo-trading, orderbook, OTC and RFQ, trading strategies, risk management, quantitative finance, statistics, stochastic calculus, machine-learning, low-latency, open-source, WSET
Coding: Rust, Python, Typescript
Work Experience
Owner - Quantmind
November 2008 - Present (Intermittent Consulting Engagements) London, UK
Provides independent consulting for project-based roles in electronic trading and market making, leveraging expertise in Rust, Python, quantitative finance and cloud computing. Engagements cover market making across exchange and OTC venues, algorithmic strategy design, low-latency execution infrastructure and the risk management framework around it.
Technologies: Rust, Python, TypeScript, PostgreSQL, Redis, Kafka, AWS Cloud, Kubernetes, Docker
Lead Algo Trading - Onyx Capital
October 2023 - July 2025 London, UK
Led a high performance team designing, deploying and managing scalable, low-latency infrastructure for commodity electronic trading.
Successfully delivered a single dealer platform enabling internalization of hedging and external trading with clients.
Technologies: Rust, Python, PostgreSQL, Redis, Kafka, Azure Cloud, Kubernetes, Docker
Senior Quant - Byte Trading
August 2022 - May 2023 London, UK
Designed and implemented systematic trading technology for crypto exchanges, including market-making algorithms and risk management strategies, leading a small team of quant developers.
Built Rust-based exchange connectivity services and a high-performance trading engine, utilizing Python for post-trade data analysis.
Technologies: Rust, Python, TypeScript, PostgreSQL, Redis, AWS, Kubernetes, Docker
Tech Lead - B2C2
August 2020 - July 2022 London, UK
Led a team responsible for the OTC platform consisting of rest APIs, backend data, streaming services, customers market risk and post-trade analysis.
Technologies: Python, Rust, TypeScript, PostgreSQL, Redis, Kafka, AWS, Kubernetes, Docker
Head of Sport Algo Trading - Smarkets
March 2019 - July 2020 London, UK
Managed the sport algorithmic trading division of over twenty engineers and quant developers, plus ten operational traders, market making all exchange traded sporting events and providing over 80% of total liquidity.
The two main objectives were to provide liquidity to the betting exchange via market making sporting events 24/7 and increase risk-adjusted returns for the group. Part of the leadership team, with daily interaction with all the main stakeholders.
Technologies: Python, Rust, TypeScript, PostgreSQL, Redis, Kafka, AWS, Kubernetes, Docker
CTO - Lendingblock
March 2018 - February 2019 London, UK
Engineered the creation of the first cloud platform for cross blockchain borrowing and lending, loans in cryptocurrency collateralized by other cryptocurrencies.
Managed an agile team of six in house engineers and four near shore consultants, as part of the leadership team.
Technologies: Python, Typescript, Solidity, Ethereum Blockchain, PostgreSQL, Redis, AWS, Kubernetes, Docker
CTO - BMLL
April 2015 - February 2016 London, UK
Hired as consultant to build the development team and the technology product, a cloud based platform for limit order book (LOB) data and analytics.
The engineering team grew from four to over ten engineers and a minimum viable product was on its way by the time a permanent CTO came on board.
Technologies: Python, Javascript, PostgreSQL, Redis, AWS, ansible
Director - Quantitative Analyst - Citi
April 2009 – March 2014 London, UK
Developed a web-based application for quantitative analysis of interest rate options strategies, working closely with the head of the exotic trading desk.
Technologies: Python, JavaScript, C, C++, R, Lua, Excel/VBA, PostgreSQL, Redis
Fund Manager - Investec Asset Management
March 2008 – April 2009 London, UK
Created a new Quantitative Hedge Fund product within an established Asset management firm.
Part of a group of five, heading the technological and algorithmic part of the project.
Technologies: Python, JavaScript, R
Option Trader - Ulpia SA
May 2006 – September 2007 - Lugano, Switzerland
Ran quantitative trading in currency and currency options at a start-up Hedge Fund.
Technologies: C#, Excel/VBA
Strategist - JWM Partners
October 2003 – March 2006 - London, UK
Developed quantitative and macro investment strategies in Fixed Income and Currency Volatility at an established Hedge Fund manager.
Worked closely with Partners and technologists across the investment process.
Technologies: C++, C#, Excel/VBA
Quantitative Analyst - Nomura
April 2000 – August 2003 - London, UK
Researched and traded Fixed Income derivatives in a proprietary trading team.
Technologies: C++, Excel/VBA
Education
PhD - Imperial College London
1996 – 2000 - London UK
Mathematical, numerical and computational modelling of the aerodynamics of internal flow machines such as turbofan jet engines. Research carried out in collaboration with the Rolls-Royce aerospace division.
PhD: Simulation of Unsteady Turbomachinery Flows for Forced Response Predictions
Publications: For a complete list of publications, please refer to Google Scholar
Laurea - Politecnico di Torino
1990 – 1995 - Turin, Italy
Five year degree in Aeronautical Engineering, with lectures in Mathematics, Physics, Calculus, Mechanics and Computing. Graduated with maximum mark 110/110.
High School - Liceo Scientifico Galileo Galilei
1985 - 1990 - Adria - Italy
Five years secondary school focused on mathematics, physics, literature, latin, history, chemistry, life sciences. Final mark 56/60.