Staff ML Engineer - Quant / Applied Research, 12 yrs

Quantitative Researcher / ML Engineer at Geneva Trading (Jan 2024 to present). Researched and deployed 3 short-horizon alpha strategies across equities and crypto futures; 2 reached live trading, achieving Sharpe ratio of 1.9 to 2.4 over a 12-month period. Maintained max drawdown under 9% via signal filtering on order flow imbalance features (vs ~18% naive baseline). ML signal generation pipeline (gradient boosting + LSTM): +14% directional accuracy over moving-average baseline on held-out tick data. Engineered 20+ microstructure features (bid-ask spread dynamics, volume profile, trade flow toxicity) as core inputs across the strategy suite. ...