WHOAMI
I'm a quantitative and optimization developer with 9+ years building optimization and trading systems in fintech, and the co-founder and Head Quant of Liquidity Lock, a sessions-based portfolio trading platform for market makers and institutional investors. I designed its matching and optimization engine and lead backend development.
I like problems where mathematics, engineering and business meet: turn a messy market into a model, solve it exactly, then ship it with tests, CI/CD and monitoring so people can rely on it. Lately I'm also building AI-augmented workflows with Claude agents, skills and MCP.
IMPACT
- $4T+
- gross FX notional exposure eliminated by the compression algorithm I worked on at LMRKTS (2017–2020)
- ≫10×
- fill rates orders of magnitude above mid-market matching, from the Liquidity Lock engine I designed, while respecting every participant's risk limits
- 50%
- faster core backend functionality after building a benchmark framework and optimizing what it found
- 5
- live clients on Bonsai, the optimization service I built to cut their CCAR largest-counterparty exposure
- 3
- engineers on the Liquidity Lock backend team I lead; I hired and mentored the two juniors
EXPLORE
CONTACT
Open to quantitative and optimization developer roles. The fastest way to reach me is jlitven [at] gmail [dot] com, or LinkedIn.
Tip: press / on any page to open a terminal.