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Defi Engineer| Quantitative Engineer

▪️Professional Summary
Quantitative Engineer with 4+ years of experience in high-performance computing, algorithmic optimization, and statistical modeling. Strong foundation in applied mathematics and physics from Moscow Institute of Physics and Technology (MIPT). Specialized in low-latency systems, numerical algorithms, and distributed computing. Passionate about quantum computing applications in optimization, machine learning, and financial modeling. Experienced in translating complex mathematical concepts into production-ready systems.

▪️Experience
▫️VLG CAPITAL: Quantative Engineer (Feb 2025- March 2026)
- Mentored backend engineers transitioning to Solana/Rust: pair-programmed on PDA derivation patterns, CPI security guards, and zero-copy deserialization techniques
- Architected Rust-based backend for non-P2P crypto-fiat exchange (transaction routing, order matching, settlement orchestration) with Solana on-chain settlement layer
- Built a real‑time basis trading engine for Solana perpetual futures (Drift, Zeta) vs. spot (Jupiter). Used Geyser + custom WebSocket feed to detect funding rate dislocations; executed delta‑neutral positions via Jito bundles, achieving 18% annualised Sharpe on backtested data.
- Developed a risk‑neutral pricing model for exotic options (binary, accumulator) settled on Solana. Integrated Pyth oracle for volatility smiles, computed greeks with revm on a sidecar EVM chain for cross‑chain validation, reduced pricing error by 35% compared to Black‑Scholes baseline.
▫️Solurim DAO: Defi Engineer / Quant (Jul 2023 - Jan 2025)
- Implemented cross‑chain hedge coordinator: when basis on Solana > EVM, executed atomic hedges using Wormhole price feeds and maintained net exposure <0.1% of portfolio
- Built delta‑neutral hedging engine for perp‑spot basis across Solana (Drift, Zeta) and EVM (GMX, Hyperliquid). Used Rust to monitor funding rates and open offsetting positions via Jito bundles on Solana and flashbots on EVM
- Set up Kubernetes cronjobs for strategy rebalancing; used Redis for shared state between Solana and EVM executors
▫️Wagmi: Defi Engineer / Quant (Marc 2021 - Jun 2023)
- Built a bot for wSOL/mSOL (Solana) and wETH/stETH (EVM). - Trained a simple linear regression model on historical price ratios using Python; deployed predictions via ONNX runtime in Rust.
- Developed a custom Geyser plugin that filtered and streamed all lending pool (Marginfi, Solend) and DEX (Phoenix, Serum) account updates into ClickHouse. Built materialized views for real-time utilisation, APY, and liquidation risk across 50+ pools
- Extracted on-chain features (collateral ratio, borrow utilisation, volatility from Pyth) into Python.
- Trained a Random Forest classifier to predict probability of liquidation within next 10 blocks. Used predictions to prioritise bot's liquidation submissions – increased success rate by ~25% vs first-come-first-serve
- Wrote and deployed a conditional order executor on Arbitrum (Solidity + Foundry) that allowed limit orders with TWAP execution. Integrated with Wormhole to receive Solana price attestations for cross-chain arbitrage.

▪️Stack
▫️Rust: Pinnochio, Geyser, Tokio, Serde, Bitcode, serde_simp
▫️Solana: Anchor, Native, Jito SDK, Nozomi, BloxRoute, SPL Token‑2022
▫️EVM: Alloy, revm, Foundry, Go
▫️Infrastructure: ClickHouse, PostgreSQL, Redis, Docker, Kubernetes, Microservices
▫️Quantitative & Data: Pandas (for backtesting), GARCH / Johansen / RL (prototyped in Python, productionised in Rust)
▫️Go gRPC for cross-chain order routing

▪️Full CV - upon request

Contacts: @deltablessed

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