
Edson Cilos Vargas Júnior
Verified Expert in Engineering
Python Developer
Florianópolis - State of Santa Catarina, Brazil
Toptal member since July 27, 2022
Edson is an AI engineer who builds LLM agents and the data systems behind them. He built a production AI agent with MCP servers, an audit trail, and a 50-scenario evaluation suite covering fabrication and prompt injection. He replaced rule-based routing with a classifier that more than doubled accuracy at 4 milliseconds. He holds a PhD in mathematics, did a postdoc in machine learning, and has experience building production systems for finance and trading.
Portfolio
Experience
- Python - 7 years
- Backtesting Trading Strategies - 7 years
- Machine Learning - 7 years
- Quantitative Modeling - 6 years
- Trading Systems - 4 years
- Algorithmic Trading - 3 years
- Risk Models - 2 years
- Julia - 2 years
Work Experience
Head of Research – AI & Data Engineering
Bitpulse (via Scilabs)
- Built Neo, the company's production AI agent layer: three MCP servers (data tools with dry-run cost guards, the risk engine, and reports), a multi-provider agent back end, an IAM-isolated audit trail, and a PostgreSQL spend ledger.
- Developed Neo's evaluation suite: an LLM judge, a 50-scenario behavioral benchmark (groundedness, fabrication, prompt injection, tenant isolation, over-refusal), and intent-routing checks.
- Replaced rule-based intent routing with a multi-label classifier, more than doubling accuracy at 4 milliseconds latency.
- Built the data platform behind the company's risk products: async Python connectors over subgraphs, APIs, and RPC; a three-layer BigQuery warehouse with 200+ tables; and serverless GCP infrastructure in Terraform, deployed through CI.
- Created the Julia risk engine behind the company's risk API (Monte Carlo and historical simulation), with byte-for-byte reproducible responses enforced in CI and versioned releases to Cloud Run.
- Built a Python order book replay engine to estimate liquidation capacity and slippage for large collateral sales.
- Designed event studies with matched control windows to measure liquidity depletion and replenishment after large trades, correcting upward bias in unadjusted impact estimates.
Assistant Professor of Mathematics – Machine Learning
The Federal University of Santa Catarina
- Built a machine learning pipeline for ATR-FTIR microplastics classification, reaching 91% test accuracy and 94% on an independent dataset without re-tuning; published in Chemosphere.
- Identified and corrected data-snooping bias present in prior microplastics classification work.
- Designed and taught Scientific Computing and Applied Machine Learning to 200+ students, with hands-on labs in Python and Julia (NumPy, pandas, scikit-learn).
- Designed and delivered AI lectures for mathematicians and scientists, connecting mathematical foundations to modern AI practice.
- Guided 30+ student ML projects, including spam filtering, sentiment analysis, digit recognition, XGBoost models, and wind-turbine failure analysis.
- Published peer-reviewed research in applied machine learning and partial differential equations.
Head of Risk, Risk Advisor
Zaros Labs
- Built a high-performance agent-based simulator of thousands of traders across multiple perpetual DEX markets to study liquidity, market microstructure, and systemic risk.
- Ran stress tests for adverse selection, liquidity fragmentation, and extreme market events, turning results into recommended risk parameters, limits, and controls.
- Co-authored protocol mechanism proposals: eClusters, which uses hierarchical risk parity to reduce liquidity fragmentation, and a dynamic funding rate driven by volatility, asset risk, and open-interest imbalance.
- Managed one risk analyst and led a freelance developer as head of risk for the protocol.
- Wrote, as advisor, the product specification for the protocol's risk dashboards (PnL, open interest, market skew) and handed it to an engineer for implementation.
Data Engineering Consultant
Truss Investments (via Scilabs)
- Contributed to this second engagement with Truss, after the 2021–22 HFT research project.
- Built an ETL pipeline collecting and processing market data from Vertex and dYdX.
- Delivered the processed data that enabled backtests of cross-exchange arbitrage strategies.
Senior Treasury Analyst – Trading Systems & Data
Foxbit
- Implemented market-making strategies through direct changes to Hummingbot's core code and deployed the bots on cloud virtual machines.
- Operated and improved live market-making and cross-exchange arbitrage strategies across Foxbit, Binance, and OKX, reducing inventory exposure.
- Built monitoring and alerts for execution failures, exposure-limit breaches, and anomalies across 100+ order books.
- Created the ETL pipeline behind treasury reporting, integrating exchanges, banks, and partners into PostgreSQL through REST APIs and web scraping.
- Built a Telegram bot that delivered on-demand consolidated reports of bot results and treasury exposure, replacing manual data collection.
- Led two colleagues on the treasury team and served as product owner for the four-person team building the exchange's trading bots.
Quant Developer
Truss Investments
- Contributed to high-frequency trading research on futures under millisecond latency constraints.
- Built a backtesting and simulation platform in Julia for terabyte-scale workloads, up to 10x faster than comparable Python workflows.
- Wrote strategy specifications and C++ reference prototypes for the FPGA engineering team.
Mathematician – Credit Risk Models
Leve
- Reviewed the mathematical models behind the credit approval system of Leve, a fintech later acquired by Neon.
- Analyzed employment and layoff data from Brazil's CAGED and RAIS labor databases, producing insights for the copula model used in credit risk.
- Recommended tools and frameworks for the company's data and modeling projects.
- Referred and mentored a junior mathematician who joined the team and performed strongly.
Quant Developer
PutCallBot
- Developed and backtested equity trading strategies on historical market data, using machine learning models including neural networks and PCA.
- Automated the processing of brokerage trade confirmations, parsing 250+ pages of PDFs into a SQL database in under 15 minutes.
- Built an admin web page for uploading broker-note PDFs and retrieving a specific user's documents.
Experience
Research OS – MCP-native Knowledge Platform for LLM Agents
Watson
Machine Learning Course Development
Algorithm Consulting for Facial Recognition
Education
PhD in Mathematics
The Federal University of Santa Catarina - Florianópolis, Brazil
Visiting Scholar in Mathematics
University of Konstanz - Konstanz, Germany
Bachelor's Degree in Mathematics and Scientific Computing
The Federal University of Santa Catarina - Florianópolis, Brazil
Skills
Libraries/APIs
Scikit-learn, Binance API, Pandas, NumPy, XGBoost, REST APIs, API Development, OKX API, TensorFlow, Keras, Telegram Bot API
Tools
Claude, Claude Code, LaTeX, GitHub, MATLAB, Jupyter, Microsoft Excel, BigQuery, Google Compute Engine (GCE), Amazon SageMaker, Docker Compose, Jira, Terraform
Languages
Python, Julia, SQL, Python 3, GraphQL, C#, Solidity, C++, Swift
Frameworks
Agentic Frameworks
Paradigms
ETL, Quantitative Research, Model Context Protocol (MCP), Agent-based Modeling, Database Design
Platforms
Linux, Jupyter Notebook, Blockchain, Ethereum, Decentralized Exchanges (DEXs), Amazon Web Services (AWS), Google Cloud Platform (GCP), Docker, Amazon EC2, Hummingbot
Industry Expertise
Trading Systems, Project Management, High-frequency Trading (HFT), Binance Cryptocurrency Exchange
Storage
Data Pipelines, PostgreSQL, InfluxDB, Google Cloud, Amazon S3 (AWS S3), Databases, Cloud Deployment
Other
Applied Mathematics, Mathematical Modeling, Linear Algebra, Partial Differential Equations, Research, Data Science, Machine Learning, Finance, Algorithmic Trading, Mathematical Finance, Predictive Modeling, Time Series Analysis, Data Analysis, Trading, Stock Trading, Financial Modeling, Mathematics, Statistics, Data Analytics, Data Visualization, Artificial Intelligence (AI), Back-end, Programming, Dimensionality Reduction, Time Series, Data Mining, Statistical Modeling, Linear Regression, Quantitative Analysis, Quantitative Modeling, Quantitative Finance, Quantitative Risk Analysis, Regression Modeling, Backtesting Trading Strategies, Trade Finance, Statistical Analysis, Mathematical Analysis, Data Modeling, Data Engineering, Regression, Classification, Data Scientist, Dashboards, Scientific Data Analysis, Algorithmic Trading Analysis, Statistical Data Analysis, Automated Trading Software, APIs, Cryptocurrency, API Integration, Forecasting, Fintech, Market Risk, Financial Markets, Risk Models, Monte Carlo Simulations, Web3, Smart Contracts, Decentralized Finance (DeFi), Analytics, Financial Analysis, Simulations, Crypto, Technical Leadership, Leadership, Consulting, Mentorship & Coaching, Logistic Regression, Risk Management, Portfolio Analysis, Financial Software, Architecture, Time Series Data, Trading Bots, CEX, Ethereum Virtual Machine (EVM), Back-end Development, Liquidity Pools, Trade, Python, Trading, Quantitative Finance, Artificial Intelligence (AI), Feature Engineering, Modeling, Cryptocurrency Wallets, Uniswap, Options, Cryptocurrency Exchanges, Backtesting, Market Microstructures, Support Vector Machines (SVM), Gradient Boosting, Random Forests, Decision Trees, Google BigQuery, System Architecture, Code Review, Project Review, Parquet, Software Architecture, Agentic AI, RAG Systems, Large Language Models (LLMs), Vector Databases, AI Agent Orchestration, Pgvector, Agentic AI Systems, AI Agents, LLM Agents, Systems & Tools, Principal Component Analysis (PCA), Fourier Analysis, Stock Market, Technical Writing, Data Reporting, Clustering, Financial Data, Statistical Methods, Software Development, Cloud Services, Algorithms, Artificial Neural Networks (ANN), Documentation, Technical Documentation, Writing & Editing, Bots, Financial Reporting, Currency Exchange, Predictive Analytics, Stock Analysis, Hyperliquid, Real-time Processing, Low-latency Software, K-means Clustering, IT Management, FastAPI, AI Architecture, Facial Recognition, Credit Risk, Google Cloud Functions, Neural Networks, Linear Discriminant Analysis (LDA), Computer Vision, Deep Learning, Education Management Systems, Deep Neural Networks (DNNs), Amazon Machine Learning, Cloud, Optimization, Team Management, Product Management, Telegram Bots, Cryptocurrency APIs, Derivatives, Futures, Futures & Options, Probability Theory, Forex Trading, Ethereum Smart Contracts, Liquid Staking Derivative (LSD), Quantitative Risk Modeling, WebSockets, Amazon Redshift, OpenAI Agents SDK, Speech Recognition, CI/CD Pipelines, Team Leadership
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