Edson Cilos Vargas Júnior, Developer in Florianópolis - State of Santa Catarina, Brazil
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Edson Cilos Vargas Júnior

Verified Expert  in Engineering

Quantitative Modeling Developer

Location
Florianópolis - State of Santa Catarina, Brazil
Toptal Member Since
July 27, 2022

Edson has a strong background in building and validating machine learning models. Curious, motivated, and diligent, he is experienced in finance and familiar with quantitative reporting. Edson's passion is learning and sharing knowledge, bringing value to companies. He is enthusiastic about reaching new heights in machine learning projects.

Portfolio

The Federal University of Santa Catarina
Partial Differential Equations, Fourier Analysis, Research, Analysis...
Zaros Inc
Market Risk, Data Science, Julia, Solidity, Python, Agent-based Modeling...
Foxbit
Algorithmic Trading, Algorithmic Trading Analysis, Amazon EC2, Stock Trading...

Experience

Availability

Part-time

Preferred Environment

Agent-based Modeling, Algorithmic Trading, Risk Models

The most amazing...

...thing I've developed is a backtesting system to evaluate stock market strategies and produce automated reports.

Work Experience

Professor

2019 - PRESENT
The Federal University of Santa Catarina
  • Guided and evaluated more than 30 hands-on and theoretical projects in machine learning, with topics such as spam filter, digit recognition, sentiment analysis, XGBoost, Gaussian mixture, and failure analysis for wind turbines.
  • Developed a project on microplastic classification through proposed machine learning models to considerably improve the classification task, publishing a research paper.
  • Taught and mentored more than 200 students on the good practices of state-of-the-art algorithms and machine learning projects.
Technologies: Partial Differential Equations, Fourier Analysis, Research, Analysis, Machine Learning, Python, Data Science, Amazon SageMaker, Amazon EC2, TensorFlow, Neural Networks, Amazon Web Services (AWS), Predictive Modeling, Data Analysis, Reports, Scikit-learn, Pandas, Mathematics, Mathematical Modeling, Applied Mathematics, Principal Component Analysis (PCA), Technical Writing, Data Analytics, Data Visualization, Artificial Intelligence (AI), Dimensionality Reduction, Programming, Deep Learning, Amazon S3 (AWS S3), Time Series, Data Mining, Data Reporting, Statistics, Statistical Modeling, Jupyter Notebook, Linear Regression, Clustering, Quantitative Analysis, Quantitative Modeling, Keras, Deep Neural Networks, Regression Modeling, Statistical Methods, NumPy, Jupyter, Python 3, XGBoost, Amazon Machine Learning, Cloud Services, Statistical Analysis, Cloud, Algorithms, Mathematical Analysis, Data, Artificial Neural Networks (ANN), Regression, Classification, Data Scientist, Dashboards, Heatmaps, Optimization, Time Series Analysis, Scientific Data Analysis, Statistical Data Analysis, Documentation, Technical Documentation, Writing & Editing, Forecasting, Mathematical Finance, Probability Theory, Predictive Analytics, Monte Carlo Simulations, Plotly, Analytics, Microsoft Excel, Financial Analysis, Reporting, Simulations, Julia, Trading, Linux, Quantitative Research, Finance, Technical Leadership, Leadership, Consulting, Mentorship & Coaching, Logistic Regression, Data Modeling

Head of Risk

2023 - 2024
Zaros Inc
  • Modeled an artificial financial market using agent-based simulation, capable of simulating leveraged operations and interactions among various agents in the financial market.
  • Acted as a co-author of an article that described the functioning of a new decentralized protocol for perpetual futures. In partnership with the company's head of blockchain, I proposed several improvements to the project.
  • Became one of the principal authors of the smart funding algorithm proposal, a dynamic funding rate updated according to market volatility, asset risk, and open interest imbalance.
  • Acted as the principal author of the eClusters proposal, which employs hierarchical risk parity (HPR) to group asset liquidity into clusters, solving the liquidity fragmentation in decentralized perpetual futures protocols.
Technologies: Market Risk, Data Science, Julia, Solidity, Python, Agent-based Modeling, Financial Markets, GitHub, Blockchain, Data Visualization, Backtesting Trading Strategies, Algorithmic Trading, Algorithmic Trading Analysis, Derivatives, Futures, Futures & Options, Team Management, Mathematical Modeling, Mathematical Finance, Risk Models, Cryptocurrency, Data Analysis, Technical Writing, Financial Modeling, Stock Analysis, Monte Carlo Simulations, Plotly, Trade Finance, Ethereum, Web3, Smart Contracts, Decentralized Finance (DeFi), Analytics, Microsoft Excel, Financial Analysis, Reporting, Quantitative Analysis, Simulations, Trading, Linux, Quantitative Research, Ethereum Smart Contracts, Liquid Staking Derivative (LSD), Crypto, Finance, Time Series, Time Series Analysis, Technical Leadership, Leadership, Consulting, Mentorship & Coaching, Data Modeling, Data Scientist, Statistical Modeling, Quantitative Modeling, Quantitative Risk Analysis, Machine Learning, Trading Systems

Senior Treasury Analyst

2023 - 2023
Foxbit
  • Optimized and enhanced strategies in HummingBot, including improvements in cross-exchange market making, resulting in reduced exposure and significantly increased results.
  • Deployed, maintained, and monitored bots for market making, providing liquidity to order books of various cryptocurrencies at a meager cost.
  • Developed an integrated financial reporting system aggregating historical data from multiple cryptocurrency exchanges (Binance, Foxbit, OKX, Bitstamp, Bitso, etc.), banks, and other business partners.
  • Collected data via API or web scraping, transformed, and stored in a database. Through a telegram request, a consolidated view of the results from different bots and company stained.
  • Developed a project using Agile methodology with boards in Jira. Managed the treasury team in charge of the financial reports for the operations of the bots and OTC.
Technologies: Algorithmic Trading, Algorithmic Trading Analysis, Amazon EC2, Stock Trading, Python, APIs, REST APIs, Finance, Docker, Docker Compose, Bots, Trading, Hummingbot, Financial Data, Web Scraping, Financial Reporting, Team Management, Product Management, GitHub, Jira, Agile, Strategy, Telegram Bots, Telegram Bot API, Cryptocurrency, Cryptocurrency APIs, ETL, Scraping, API Integration, Forecasting, Amazon Web Services (AWS), Mathematical Finance, Financial Modeling, Currency Exchange, Fintech, High-frequency Trading (HFT), PostgreSQL, Trade Finance, Analytics, Trading Systems, Cloud Deployment, Microsoft Excel, Financial Analysis, Reporting, Quantitative Analysis, Linux, Crypto, Technical Leadership, Leadership, Consulting, Mentorship & Coaching, Data Modeling, Data Science, Data Scientist, Quantitative Modeling

Quant Developer

2021 - 2022
Truss Investments
  • Developed a backtesting system to evaluate stock market strategies and produce automated reports.
  • Implemented a backtesting system using Julia, up to ten times faster than the open source Python libraries.
  • Produced reports and analyzed stock market data, including evaluating strategies to operate on day trading.
Technologies: Finance, Stock Market, Algorithmic Trading, Applied Mathematics, Python, Julia, Google Cloud, Google Cloud Functions, Google Compute Engine (GCE), Amazon Web Services (AWS), Predictive Modeling, Time Series Analysis, Data Analysis, Data Science, Reports, Scikit-learn, Pandas, Trading, Stock Trading, Financial Modeling, Mathematics, Statistics, Mathematical Modeling, Mathematical Finance, Technical Writing, Data Analytics, Data Visualization, Programming, Time Series, Data Mining, Data Reporting, Statistical Modeling, Jupyter Notebook, Linear Regression, Quantitative Analysis, Quantitative Modeling, Quantitative Finance, Google Cloud Platform (GCP), Databases, Financial Data, Statistical Methods, Software Development, NumPy, Jupyter, Python 3, Backtesting Trading Strategies, Automation, Cloud Services, Trade Finance, Statistical Analysis, Cloud, Algorithms, Mathematical Analysis, Data, Data Modeling, Data Engineering, Regression, Data Scientist, Dashboards, Heatmaps, Optimization, Scientific Data Analysis, Algorithmic Trading Analysis, Statistical Data Analysis, Automated Trading Software, Technical Documentation, Writing & Editing, Forecasting, Fintech, High-frequency Trading (HFT), Predictive Analytics, Stock Analysis, Monte Carlo Simulations, Forex Trading, Analytics, Trading Systems, Cloud Deployment, Financial Analysis, Reporting, Simulations, Linux, Quantitative Research, Consulting, PostgreSQL

Math and Data Science Consultant

2021 - 2021
Leve
  • Discussed theoretical and practical issues of the mathematical models used in the company's grant credit system. The designed model will be used for several years and positively influence the risk vs. return.
  • Analyzed dismissal data from CAGED and RAIS databases, while the exploratory data analysis generated important insights to help Copula's model used in risk modeling.
  • Guided the newly hired mathematician to ensure that the company absorbed the shared knowledge.
  • Contributed to the company's projects by suggesting the best tools and frameworks.
Technologies: Python, Data Science, Applied Mathematics, Credit Risk, Machine Learning, Predictive Modeling, Data Analysis, Scikit-learn, Pandas, Financial Modeling, Mathematics, Mathematical Modeling, Research, Mathematical Finance, Data Analytics, Data Visualization, Programming, Data Mining, Data Reporting, Jupyter Notebook, Quantitative Analysis, Quantitative Modeling, Quantitative Finance, Quantitative Risk Analysis, Financial Data, Regression Modeling, NumPy, Jupyter, Python 3, Cloud Services, Cloud, Algorithms, Mathematical Analysis, Data, Data Modeling, Data Engineering, Regression, Classification, Data Scientist, Time Series Analysis, Time Series, Scientific Data Analysis, Statistical Data Analysis, Forecasting, Finance, Fintech, Probability Theory, Predictive Analytics, Monte Carlo Simulations, Analytics, Financial Analysis, Reporting, Simulations, Linux, Technical Leadership, Leadership, Consulting, Mentorship & Coaching, Logistic Regression, Statistical Modeling, Amazon Web Services (AWS), Risk Models, Market Risk

Quant Developer

2018 - 2019
PutCallBot
  • Developed new stock market strategies using machine learning models, including neural networks and principal components analysis (PCA).
  • Automated generation and processing of broker notes. The system could dynamically read a PDF and store the main contents in an SQL database, with more than 250 pages of broker notes in less than 15 minutes.
  • Developed a simple admin webpage to upload PDF broker notes or request a specific user's PDF broker.
Technologies: C#, Mathematical Finance, Mathematical Modeling, Algorithmic Trading, SQL, JavaScript, HTML, Python, Neural Networks, Principal Component Analysis (PCA), CSS, Predictive Modeling, Time Series Analysis, Data Analysis, Trading, Stock Trading, Financial Modeling, Mathematics, Applied Mathematics, Data Science, Stock Market, Data Analytics, Data Visualization, Artificial Intelligence (AI), Back-end, Microsoft SQL Server, Dimensionality Reduction, Programming, Front-end, Deep Learning, Time Series, Data Mining, Data Reporting, Quantitative Analysis, Quantitative Modeling, Quantitative Finance, Databases, Deep Neural Networks, Financial Data, Regression Modeling, Software Development, Python 3, Backtesting Trading Strategies, Automation, Cloud Services, Trade Finance, Algorithms, Mathematical Analysis, Data, Data Modeling, Data Engineering, Artificial Neural Networks (ANN), TensorFlow, Regression, Data Scientist, Scientific Data Analysis, Algorithmic Trading Analysis, Automated Trading Software, REST APIs, PDF Scraping, Scraping, Financial Reporting, API Integration, Forecasting, Finance, Fintech, Stock Analysis, Analytics, Trading Systems, Financial Analysis, Reporting, Simulations, Quantitative Research, Consulting, ETL

Machine Learning Course Development

Created a machine learning course on Udemy, which is currently only available in Portuguese.

OVERVIEW
• Machine learning fundamentals
• End-to-end machine learning project
• Machine learning projects development using Python
• Best practices in machine learning projects
• Machine learning mathematics made easy
• Extra in-depth materials

Algorithm Consulting for Facial Recognition

Wrote in-depth documentation and implemented the following algorithms from scratch:

• Principal component analysis
• Linear Discriminant Analysis
• Laplacian Discriminant Analysis and variations of such algorithms

The goal was to develop in-house knowledge about dimensionality reduction and apply such algorithms to computer vision, specifically facial recognition. It is important to note that even the lowest level algorithms, such as methods for computing eigenvalues, have been implemented from scratch. Also, spent a reasonable time reading scientific articles to support the project's main findings.

LMS Platform

Created an education platform using WordPress. I used Astra and LearnDash and constructed the base of the website. Utilizing FluentForms integrated with SendinBlue, the platform can launch a marketing campaign. The website's appearance was customized by directly editing the CSS and HTML provided by the plugins. Some adaptations were made on the server to optimize the redirection of the site.
2015 - 2019

PhD in Mathematics

The Federal University of Santa Catarina - Florianópolis, Brazil

2017 - 2017

Visiting Scholar in Mathematics

University of Konstanz - Konstanz, Germany

2013 - 2014

Bachelor's Degree in Mathematics and Scientific Computing

The Federal University of Santa Catarina - Florianópolis, Brazil

Libraries/APIs

Scikit-learn, Pandas, NumPy, XGBoost, REST APIs, TensorFlow, Keras, Telegram Bot API

Tools

LaTeX, Jupyter, Microsoft Excel, GitHub, MATLAB, Google Compute Engine (GCE), Amazon SageMaker, LearnDash, SendinBlue, Docker Compose, Jira, Plotly

Languages

Python, Julia, Python 3, C#, JavaScript, SQL, HTML, CSS, Solidity

Platforms

Linux, Jupyter Notebook, Blockchain, Amazon Web Services (AWS), Google Cloud Platform (GCP), Docker, Amazon EC2, WordPress, Hummingbot, Ethereum

Paradigms

Data Science, Quantitative Research, ETL, Agent-based Modeling, Web UI Design, Automation, Agile

Industry Expertise

Trading Systems, High-frequency Trading (HFT), Marketing

Storage

PostgreSQL, Google Cloud, Microsoft SQL Server, MySQL, Amazon S3 (AWS S3), Databases, Cloud Deployment

Other

Applied Mathematics, Mathematical Modeling, Linear Algebra, Partial Differential Equations, Analysis, Research, Machine Learning, Finance, Algorithmic Trading, Mathematical Finance, Predictive Modeling, Time Series Analysis, Data Analysis, Reports, Trading, Stock Trading, Financial Modeling, Mathematics, Data Analytics, Programming, Dimensionality Reduction, Time Series, Data Mining, Statistical Modeling, Linear Regression, Quantitative Analysis, Quantitative Modeling, Quantitative Risk Analysis, Regression Modeling, Backtesting Trading Strategies, Trade Finance, Mathematical Analysis, Data, Data Modeling, Regression, Classification, Data Scientist, Scientific Data Analysis, Algorithmic Trading Analysis, Statistical Data Analysis, Automated Trading Software, Forecasting, Fintech, Market Risk, Risk Models, Analytics, Financial Analysis, Reporting, Simulations, Crypto, Technical Leadership, Leadership, Consulting, Mentorship & Coaching, Logistic Regression, Principal Component Analysis (PCA), Fourier Analysis, Stock Market, Technical Writing, Statistics, Data Visualization, Artificial Intelligence (AI), Data Reporting, Clustering, Quantitative Finance, Financial Data, Statistical Methods, Software Development, Cloud Services, Statistical Analysis, Algorithms, Artificial Neural Networks (ANN), Dashboards, Heatmaps, Documentation, Technical Documentation, Writing & Editing, Bots, Financial Reporting, Cryptocurrency, PDF Scraping, Scraping, API Integration, Currency Exchange, Predictive Analytics, Stock Analysis, Monte Carlo Simulations, Facial Recognition, Credit Risk, Google Cloud Functions, Neural Networks, Back-end, Linear Discriminant Analysis (LDA), WordPress Themes, Learning Management Systems (LMS), Elementor, Forms, WP Rocket, Astra, Vimeo, Front-end, Computer Vision, Deep Learning, WordPress Plugins, Education Management Systems, Deep Neural Networks, Amazon Machine Learning, Cloud, Data Engineering, Optimization, Linear Optimization, APIs, Web Scraping, Team Management, Product Management, Strategy, Telegram Bots, Cryptocurrency APIs, Financial Markets, Derivatives, Futures, Futures & Options, Probability Theory, Forex Trading, Web3, Smart Contracts, Decentralized Finance (DeFi), Ethereum Smart Contracts, Liquid Staking Derivative (LSD)

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