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, skiing, football, wine, chess
Keywords: algo-trading, trading strategies, quantitative finance, statistics, machine-learning, data analysis, stochastic calculus, application development, visualization, database, concurrency, Linux, open-source, technology, WSET
Coding: Rust, Python, Typescript

Work Experience

Lead Algo Trading - Onyx Capital

October 2023 - Present London, UK

I lead a high-performance team of engineers and quants that develop and manage the algorithmic trading strategies for a commodities market making house. The main focus is on development of the OTC/single dealer platform and the hedging strategies associated with it.

Specialities: commodity derivatives, algorithmic trading, quantitative finance, low-latency, OTC/single dealer platform
Coding: Rust, Python, TypeScript
Technologies: PostgreSQL, Redis, Kafka, Azure Cloud, Kubernetes, Docker

Owner - Quantmind

November 2008 - Present London, UK

Consultant specialising in algo-trading, quantitative finance, data analysis, and full stack technological solutions.

Specialities: algorithmic trading, quantitative finance, machine learning
Coding: Rust, Python, TypeScript
Technologies: PostgreSQL, Redis, Kafka, AWS Cloud, Kubernetes, Docker

Senior Quant - Byte Trading

August 2022 - May 2023 London, UK

I developed and managed the technology stack and trading strategies for a crypto market-making desk.

Specialities: algo trading, quantitative finance, infrastructure, web applications
Coding: Rust, Python, TypeScript
Technologies: PostgreSQL, Redis, AWS, Kubernetes, Docker

Tech Lead - B2C2

August 2020 - July 2022 London, UK

I managed a team responsible for crypto OTC trading technologies.

Coding: Python, Rust, TypeScript
Technology: PostgreSQL, Redis, Kafka, AWS, Kubernetes, Docker

Head of Sport Algo Trading - Smarkets

March 2019 - July 2020 London, UK

I managed the sport algorithmic trading division consisting of 40 ish engineers/quants/traders. 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.

Coding: Python, Rust, TypeScript
Technology: PostgreSQL, Redis, Kafka, AWS, Kubernetes, Docker

CTO - Lendingblock

March 2018 - February 2019 London, UK

I engineered the creation of the first cloud platform for cross blockchain borrowing and lending. Loans in cryptocurrency collateralized by other cryptocurrencies. I managed a team of ten engineers and I was part of the leadership team.

Coding: Python, Typescript, Solidity
Technologies: Ethereum Blockchain, PostgreSQL, Redis, AWS, Kubernetes, Docker

CTO - BMLL

April 2015 - February 2016 London, UK

This was a contract position with the aim 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.

Coding: Python, Javascript
Technologies: PostgreSQL, Redis, AWS, ansible

Director - Quantitative Analyst - Citi

April 2009 – March 2014 London, UK

Development of a web-based application for quantitative analysis of interest rate options strategies.

Coding: Python, JavaScript, C, C++, R, Lua, Excel/VBA
Technologies: PostgreSQL, Redis, MongoDB

Fund Manager - Investec Asset Management

March 2008 – April 2009 London, UK

Creating a new Quantitative Hedge Fund product within an established Asset management firm. I was part of a group of five where I was heading the technological and algorithmic part of the project.

Coding: Python, JavaScript, R

Option Trader - Ulpia SA

May 2006 – September 2007 - Lugano, Switzerland

Quantitative trading in currency and currency options at a start-up Hedge Fund.

Coding: C#, Excel/VBA

Strategist - JWM Partners

October 2003 – March 2006 - London, UK

Investment strategist in an established Hedge Fund manager.

Working closely with Partners and technologists to develop quantitative and macro investment strategies in Fixed Income and Currency Volatility.

Coding: C++, C#, Excel/VBA

Quantitative Analyst - Nomura

April 2000 – August 2003 - London, UK

Quantitative analyst/trader in propriety trading group. Researching and trading in Fixed Income.

Coding: C++, Excel/VBA

Education

Imperial College London

1996 – 2000 - London UK

PhD, Applied Mathematics, Computational Fluid Dynamics.

PhD Thesis: Simulation of Unsteady Turbomachinery Flows for Forced Response Predictions (online at http://goo.gl/cMCbwm)

Coding: FORTRAN, C++

Publications

For a complete list of publications, please refer to Google Scholar. This is an incomplete list of publications during my academic years.

Politecnico di Torino

1990 – 1995 - Turin, Italy

Five year degree (Laurea) in Aeronautical Engineering. Lectures included Mathematics, Physics, Calculus, Mechanics and Computing.

Graduated with maximum mark 110/110.

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