Quantitative developer and product engineer specializing in fast, reliable trading systems for market making, arbitrage, and derivatives strategies. My experience spans high-frequency and medium-frequency trading infrastructure, risk-managed crypto derivatives platforms, sub-millisecond execution, and efficient backtesting pipelines. I work across Python, Rust, and modern tech stacks, combining quant research, machine learning, and DeFi tooling to identify and automate edges in the market.
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