AI Systems Engineer / Quantitative Researcher (contract)
Architected the 11-agent AI research platform and the 31-gate statistical eval harness used by the desk under PM Evan Ferioli. (Past contract; closed 06/2026.)
Designed and operated an 11-agent orchestrator-worker AI research platform (~27,500 words of role-scoped agent charters) with contracted hand-off packets, few-shot routing, and separation-of-duties between generation, validation, and documentation agents — backed by ~76,500 LOC of light-dependency Python.
Built a 31-gate statistical evaluation harness (G1–G31): block-bootstrap CIs, random-timing nulls, walk-forward, 5-era stability, plus a multiple-testing layer (Deflated Sharpe, CSCV-based PBO, Minimum Backtest Length) — implemented scipy-free in numpy and used to validate both LLM outputs and systematic-trading strategies.
Architected a tiered model-routing policy (Opus = judgment / Sonnet = assembly / Haiku = mechanical / Fable = hardest autonomous) with per-dispatch token budgeting — the cost layer that keeps a multi-agent system (measured at ~15× single-agent token cost) economical to run continuously — plus structured-output contracts gated by a mechanical validator (must exit 0).
Researched and validated systematic trading strategies across 5 asset classes (equity-index, crypto, energy, metals, agriculture) on the desk’s statistical-filter platform; shipped candidates through paper-shadow and live forward out-of-sample testing under pre-registration and frozen-spec evaluation.
Built point-in-time, look-ahead-disciplined data pipelines from scratch on free public sources; implemented byte-range subsetting, completeness guards, gap logging, and idempotent incremental pulls to produce reproducible research-grade datasets.
Caught and documented false positives as enforced methodology — banking each into the desk’s reusable research-integrity playbook — and designed an automated monthly forward-out-of-sample monitoring fleet (scheduled data pull → S3 sync → frozen-spec evaluation → ledger) that produces un-gameable live performance evidence.
- 11-agent orchestrator + 31-gate eval harnessPublic scorecards for the eval gates (G1–G31); methodology in publications logSee /solutions/11-agent-eval-platform + methodology page
- Deflated Sharpe, CSCV-based PBO, MinBTLThree canonical multiple-testing corrections in one gate stackOSS repo (deflated-sharpe module); publications log entry
- 5 asset-class systematic researchLocked OOS windows, frozen-spec evaluation per candidateMemo + figure for each (public-data)
- Public-data PIT data pipelinebyte-range subsetting, gap guards, idempotent incremental pullsPipeline code in public quant portfolio
- ↗Contract disclosed under NDA — role: AI Systems Engineer / Quantitative Researcher. PM of record (publicly attributable): Evan Ferioli.
- ↗Eval harness methodology (G1–G31, deflated Sharpe, block-bootstrap CIs) carried forward into the public methodology page
- ↗All deliverables NDA-safe; no proprietary data sources referenced