{{Adolfo Villalobos}}

Experience

1. July 2021 — Present

   Quantitative Engineer (Prop Desk)

   Orionx (Crypto Exchange) · Santiago, Chile

   • Designed and deployed an automated trading system in Python on Kubernetes, scaling administered capital 4x through optimized execution and message queue architecture.
   • Engineered 100+ ETL pipelines (Airflow, PySpark) for real-time market data processing, automating discovery of 30+ arbitrage opportunities and reducing data processing time by 80%.
   • Built a convex optimization model (CVXPY) for real-time asset allocation, increasing capital utilization from 40% to 95% across the portfolio.

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   • Implemented an online learning algorithm for dynamic bid/ask estimation, reducing slippage risk by 50% during volatile market conditions.
   • Developed triangular arbitrage execution using Bellman-Ford graph traversal, generating $100K/month additional volume at a 67% win rate.
   • Shipped mission-critical APIs (FastAPI, Pydantic, SQLModel) that enabled a 3x increase in daily trade volume with full data integrity guarantees.
   • Established production-grade CI/CD with MyPy, Pytest, and Pydantic validation, significantly reducing deployment errors.

   PythonGolangKubernetesRedisPostgreSQLMongo DBOperations ResearchMessage QueuesAlgorithmic Trading.

2. March 2019 — June 2020

   Quant Developer (Data Science)

   Agrosuper · Chile

   • Developed and implemented a random forest ensemble model in Python to predict risk factors in slaughterhouse workers from inertial sensor data, resulting in a classifier with 98% out-of-sample accuracy.
   • Measured intervention effectiveness by designing an A/B test experiment, leading to a 30% reduction in worker risk exposure and an 8% reduction in operational time.
   • Worked closely with stakeholders to communicate data findings, driving data-driven decision-making across departments.

   PythonTypeScriptAWSEnsemble Models

3. March 2018 — July 2019

   Data Scientist (Quant)

   Institute for Mathematical Engineering UC · Santiago, Chile

   • Developed regression models to forecast agricultural yields, reducing error rates from 20% to 2% and enabling more accurate financial planning.
   • Created detailed data visualizations and reports to communicate insights to stakeholders, facilitating data-driven decision-making.

   PythonSQLSupervised LearningRest API

4. December 2017 — March 2018

   Data Analyst Intern

   Chilean Central Bank · Santiago, Chile

   • Conducted statistical analysis on Chilean household debt data, leading to the identication of the top three factors in debt underreporting.

   PythonMATLABR

Selected projects

• Trading SystemLive

  Algo Trading Engine

  Full-stack backtesting + live execution framework with event-driven architecture

  10K orders/sec throughput

  Python · C++ · Redis

• Trading SystemLive

  Algo Trading Engine

  Full-stack backtesting + live execution framework with event-driven architecture

  10K orders/sec throughput

  Python · C++ · Redis

• InfrastructureLive

  Crypto Market Maker

  Automated market-making across CEX/DEX with dynamic spread optimization

  60% liquidity improvement

  Rust · TypeScript · WebSocket

• InfrastructureLive

  Crypto Market Maker

  Automated market-making across CEX/DEX with dynamic spread optimization

  60% liquidity improvement

  Rust · TypeScript · WebSocket

• ResearchLive

  Portfolio Optimizer

  Mean-variance & Black-Litterman models with interactive efficient frontier visualization

  +280bps vs benchmark

  Python · React · D3.js

• ResearchLive

  Portfolio Optimizer

  Mean-variance & Black-Litterman models with interactive efficient frontier visualization

  +280bps vs benchmark

  Python · React · D3.js

• InfrastructureArchived

  Order Matching Engine

  Low-latency limit order book implementation with price-time priority

  <1ms matching latency

  Rust · C++

• InfrastructureArchived

  Order Matching Engine

  Low-latency limit order book implementation with price-time priority

  <1ms matching latency

  Rust · C++

• Data EngineeringLive

  Real-Time Data Pipeline

  Streaming market data ingestion from 8 exchanges into time-series warehouse

  50K msg/sec sustained

  Kafka · InfluxDB · Python

• Data EngineeringLive

  Real-Time Data Pipeline

  Streaming market data ingestion from 8 exchanges into time-series warehouse

  50K msg/sec sustained

  Kafka · InfluxDB · Python

• VisualizationIn development

  LATAM FX Dashboard

  Interactive visualization of Chilean peso dynamics and carry trade signals

  Used by 3 trading desks

  React · D3.js · FastAPI

• VisualizationIn development

  LATAM FX Dashboard

  Interactive visualization of Chilean peso dynamics and carry trade signals

  Used by 3 trading desks

  React · D3.js · FastAPI

Skills

Programming Languages

PythonGolangTypeScriptSQLR

Trading & Markets

Algorithmic TradingMarket MakingOrder Book DynamicsMarket MicrostructureFXDerivatives

Infrastructure

AWSDockerKubernetesRedisPostgreSQLKafkaLinuxCI/CDMessage Queues

Quantitative

Convex OptimizationGraph AlgorithmsMachine LearningSimulationTime Series Analysis

Education

• 2019-2021

  M. Sc. in Engineering (Data Science)

  Potificia Universidad Católica de Chile (Santiago, Chile)

• 2013-2018

  B. Sc. in Engineering (Applied Mathematics)

  Pontificia Universidad Católica de Chile (Santiago, Chile)

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