AI Solutions Architect with 23+ years of experience as a professional Engineer. Building production systems at the intersection of artificial intelligence and financial markets. Recently completed an 11-month engagement at Citigroup where I led development of an enterprise GenAI Ecosystem for portfolio analysis — serving C-level operations across equities, options, currencies, and futures.

Core Expertise:

• Agentic AI Systems — LangGraph cyclic reasoning, multi-model orchestration (Gemini, Claude, Grok, Ollama), MCP server integration
• Financial Domain — Portfolio analysis, risk assessment, regulatory compliance, algorithmic trading
• Full-Stack Delivery — Architecture → Development → Deployment → Monitoring (Python, AWS, Docker, FastAPI)

Expert in building autonomous agentic systems for risk assessment, portfolio analysis, and regulatory risk review using cutting-edge Gen-AI integration, multi-agent frameworks, and large language models. Proven capability to integrate and leverage advanced technologies (LLMs, MCP Servers, AWS, GCP Vertex, Gemini, Claude, Ollama) to deliver robust, real-time solutions for quantitative teams. Skilled at dynamic Python code generation, debugging, and execution, automated HTML/CSS reporting, and end-to-end deployment of cloud-based platforms.

Credentials: Two Engineering degrees, MBA coursework in Finance & Corporate Law (FGV, IBMEC), Harvard AI Certification, SmythOS AI Agent Engineer, FINRA Series 57, 32 Professional Certifications

Quantitative Developer – GenAI Architect
Mar 2025 – Jan 2026

• Architected enterprise GenAI Ecosystem for portfolio analysis serving C-level operations across the institution.
• Designed and implemented agentic AI frameworks using Python and LangGraph, enabling autonomous reasoning and acting loops for complex financial workflows.
• Integrated multiple MCP (Model Context Protocol) servers for seamless tool orchestration across trading systems and data sources.
• Built intelligent agents for risk assessment, portfolio analysis, and regulatory risk review using multi-model architectures (Gemini, Claude).
• Developed, implemented, and supported large-scale platforms and agentic systems that operate across multiple departments, countries, companies, and portfolios, tailored for C-Level operations and decision-making.
• Program autonomous agents to interpret Quant queries, dynamically write, debug, and execute Python code in real time, and iteratively enhance solutions through runtime analysis.
• Develop agents capable of automatically generating and refining HTML/CSS visualizations, facilitating clearer interpretation of quantitative solutions for quants.
• Led end-to-end systems development: from ideation and initial design through programming, implementation, and deployment—including LLM model training and integration.
• Extensive hands-on experience with SQL, AWS (S3, EC2), Google Vertex AI, Gemini, Claude, building complex AI-powered platforms and agentic systems.
• Managed financial assets: Equity Options, Stocks, Credit, ETFs, Currencies, and Futures.
• Led a team of 7 high-performance Engineers throughout building the Ecosystem.
• Saved quantitative research teams thousands of hours annually through intelligent automation of research workflows.
• Reduced time-to-insight for quantitative research from days to minutes through intelligent task decomposition and parallel AI agent execution via MCP protocol.
• Collaborated with Quant Developers, Quant Analysts, Directors, Risk Analysts, Portfolio Managers, and Quant Traders, delivering transformative solutions to multi-disciplinary teams.

Quant Researcher, Developer & AI Architect March 2016 – Present

• Developed and implemented AI-driven trading systems outperforming the S&P 500 by 3X over 10 years.
• Engineered a grid system with ROI averaging 10% monthly, Sharpe Ratio of 4.7.
• Designed and implemented AI trading systems for hedge funds, brokerage firms, family offices, proprietary traders.
• API integrations for Charles Schwab, TD Ameritrade, Interactive Brokers, IG, FOREX.com, Pepperstone.
• Developed in Python, C#, C++, NinjaScript 8, MQL5, MQL4, ThinkScript, Pine Script.
• Programmed GenAI applications—Google Gemini, Anthropic's Claude, Opus, xAI's Grok, OpenAI's ChatGPT, Ollama.
• Integrated financial platforms, built smartphone applications, connected systems within financial markets.
• Extensive expertise with AWS cloud computing solutions.
• Worked closely with Portfolio Managers, Front Office, Middle Office, Back Office, and teams from multiple Hedge Funds, Family Offices, Banks, and other financial institutions.
• Automated anomaly detection and root cause analysis using GenAI.
• Provided quant research, development, and technology services to multiple clients across the financial markets, collaborating and delivering solutions tailored for each client's unique requirements, diverse asset classes, and business strategies.

Quant Researcher & Developer (Part-Time)
Feb 2019 – Dec 2019

• Developed algorithmic trading solutions for Stocks, Equity Options, ETFs using machine learning/statistics.
• Built, backtested, optimized trading algorithms and financial performance tests in Python, SQL, C#, C++.
• Led API integrations for real-time trading and data workflows.
• Partnered with Portfolio Managers, Traders, Developers to deliver production strategies.

Full-Stack Developer & Technical Consultant
July 2015 – February 2016

• Delivered custom software solutions for clients across financial services, e-commerce, and technology sectors.
• Built web applications and APIs using Python, C#, JavaScript, SQL with focus on scalable architecture and clean code.
• Developed trading tools and portfolio analytics dashboards for individual traders and small investment firms.
• Implemented database designs, RESTful APIs, and front-end interfaces for data visualization.
• Managed full project lifecycle from client requirements gathering through deployment and maintenance.

Investments Director (Part-Time)
Jan 2006 – Jun 2015

• Managed early-stage investments, following up through final payout.
• Responsible for performance analysis and investment project selection.

Lead Engineer Jan 2002 – Dec 2014

• Led a team of Engineers that designed, implemented, and maintained ISO 9000 and other Quality Assurance certifications with regular external audits, as a requirement for the Engineering firm to work with a bank.
• Built tools and dashboards to visualize and communicate data quality, performance monitoring, and insights.
• Strong knowledge in statistics, probabilities, statistical analysis, and probabilistic analysis.

• Agentic AI Framework & MCP Infrastructure: Planned, developed, and deployed enterprise agentic system with Model Context Protocol (MCP) architecture, building custom MCP servers and clients that orchestrate multiple AI operations and saved quantitative teams thousands of hours annually by automating research workflows
• Execution Optimization: Reduced latency by 95% and improved implementation shortfall by 15% for equity options flow
• Risk Model Deployment: Built ML-based risk models reducing portfolio drawdown by 18% while maintaining target returns
• Quantitative Research: Developed systematic trading strategy with Sharpe Ratio of 4.7 and 10% average monthly returns over multi-year live trading period
• 3X S&P 500 Outperformance: AI-driven trading systems outperforming benchmark over 10-year backtest with rigorous walk-forward validation
• Real-Time Risk Monitoring: Implemented production risk system alerting on portfolio breaches within 100ms of market data updates

Programming Languages:
Python, C#, C++, SQL, HTML, CSS, JavaScript, MQL5, MQL4, NinjaScript 8, ThinkScript, Pine Script

Software & Tools:
Amazon Web Services (AWS), Google Gemini, Anthropic's Claude, Opus, Sonnet, OpenAI's ChatGPT, Ollama, Metatrader, Charles Schwab Trading Platform, TradingView, Alveo C# Platform, Unity

Quantitative Analysis:
Algorithmic Trading, Quantitative Research, Mathematical Modeling, Statistical Analysis, Risk Management, Portfolio Optimization, Backtesting, Derivatives Pricing, Monte Carlo Simulation, Time Series Analysis, Financial Algorithms, Options & Futures, ETFs & Indexes, Pearson Correlation Analysis

Trading Strategies:
Statistical Arbitrage, Pairs Trading, Mean Reversion, Momentum, Market Making, Execution Algorithms, Grid Trading, Trend Following, target achievement, Triangular Arbitrage, Dynamic Circular Arbitrage 300+ trading strategies developed

Risk Management:
VaR (Value at Risk), CVaR (Conditional Value at Risk), Greeks Analysis (Delta, Gamma, Theta, Vega), Scenario Analysis, Stress Testing, Drawdown Control, Position Sizing

Artificial Intelligence (AI):
Machine Learning, AI Trading Systems, Predictive Modeling, Neural Networks, Model Optimization, Deep Learning, Natural Language Processing, Large Language Models (LLM), Generative AI (GenAI), Agentic AI, LangGraph, LangChain, LangSmith, Model Context Protocol (MCP)

Financial Expertise:
Financial Engineering, Quantitative Finance, Financial Modeling, Cryptocurrency Trading, Forex Trading, Equities, CFDs, Portfolio Management, Financial Analysis, Equity Options, Stocks, Futures, Futures Options, Credit Instruments, Currencies

Other Skills:
API Integration, Mobile App Development, Project Management, Client Communication, Strong Analytical & Research Skills, Problem-solving, Excellent Written & Verbal Communication, Low Latency Development, Docker, FastAPI, Playwright

• Harvard University
  Certification, Artificial Intelligence in Python
  August 2023 – January 2024

• Federal Fluminense University (UFF)
  1st Engineering Degree
  Diploma, 2002

• UNESA
  2nd Engineering Degree
  Diploma, 2014

• Ibmec
  Attended 50 credits towards MBA, Finance
  2005–2006

• FGV – Getulio Vargas Foundation
  Attended 36 credits towards MBA, Corporate Law
  2003–2004

Total: 32 Professional Certifications

• Cryptocurrency – Starter's Guide for Traders and Investors
  ISBN: 978-1-63901-260-2
  Publisher: Primedia
  Publication Date: May 2021
  Available at: https://cryptocurrency-book.com/