Luca Sbardella CV

Tech lead specialized in quantitative data analysis, quantitative finance, web application development, data visualization, python and much more.


Nationality and status: Italian - married
Residence: London, UK
Qualifications: PhD, Laurea
Birth: 30-Dec-1971, Adria - Italy
Interests: technology, finance, world economics, cycling, skiing, football, wine, chess
Keywords: trading strategies, quantitative finance, statistics, machine-learning, data analysis, stochastic calculus, application development, visualization, database, concurrency, Linux, open-source, technology, WSET
Coding: Python, Javascript/Typescript, R, Lua, C++, C, C#, Rust, FORTRAN

Work Experience

Director - Quantmind

November 2008 - Present London, UK

Consultant specialising in quantitative data analysis, realtime web applications, visualization of complex datasets and full stack technological solutions.

Specialities: quantitative finance, calculus, machine learning, data analysis, web applications

Coding: Python, TypeScript/JavaScript, C/C++
Technologies: PostgreSQL, Redis, MongoDB, Google data store, Amazon DynamoDB

Head of Sport Algo Trading - Smarkets

March 2019 - July 2020 London, UK

I managed the sport algorithmic trading division consisting of 12 engineers, 10 quants and 8 operational 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. The main technologies were python, rust and react on a microservice driven architecture deployed into Kubernetes clusters on AWS. I was part of the leadership team with daily interactions with the CEO of the group based in LA.

Technology: Python, TypeScript/React, Rust, 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.

Technology: Python, JavaScript, React, d3.js, node.js, Lua, PostgreSQL, Redis, AWS, Kubernetes, Docker


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.

Technology: Python, Angular, d3.js, node.js, 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. Working closely with the head of the exotic trading desk, the development started in April 2009 during a 6 month contract with Citi, then extended for another year and eventually continued as a permanent position in July 2011.

The server was written in Python with the front end in JavaScript. Time-series and user data was stored in redis for real time performance. Several open source libraries were adopted to perform econometric and statistic time-series calculations, including numpy, pulsar and pandas. Option prices and sensitivities were calculated using Citi proprietary libraries. Excel/VBA and Python REST-API were also developed and used by the desk.

Coding: Python, JavaScript, C, C++, R, Lua, Excel/VBA
Data Stores: 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


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

Coding: FORTRAN, C++


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, literature, physics, Latin, history, chemistry, life sciences.

Final mark: 56/60