Quantitative Analyst
Current● Engineered and implemented algorithms to optimize asset swaps, reducing slippageand enhancing execution efficiency, resulting in improved transaction outcomes and costsavings.● Developed arbitrage trading strategies, including exchange arbitrage and MEVarbitrage, to exploit market inefficiencies.● Led research and strategy development for market making on decentralized exchanges(DEXs), supporting token price stability while utilizing minimal capital.● Created automated reporting systems to generate detailed insights into marketconditions, liquidity, and trading opportunities.● Built a market simulator for strategy testing, validating trading and market makingstrategies under various market conditions.