Leonardo Felizardo
Senior Data Scientist
São Paulo, Brazil
Summary
👤
Senior🎓
Top SchoolLeonardo Felizardo is a Senior Data Scientist with eight years of cross-disciplinary experience bridging applied mathematics, quantitative finance, and operations research. He holds dual PhDs (USP and Politecnico di Torino), a Master's in Quantitative Finance from FGV, and is completing a postdoc in Operations Research at ITA, bringing rigorous theory to production ML. His work spans automated trading, portfolio optimization, option pricing, demand forecasting and lot-sizing, with hands-on deployment experience using AzureML, Databricks and LLMs. At startups and corporates he has moved from product management and systems migration at Itaú to founding-team ML engineering that delivered proprietary forecasting tech and autonomous agents for order optimization. He also teaches advanced ML and deep learning, translating cutting‑edge research (deep RL, dynamic programming, metaheuristics) into practical curricula and production solutions. Based in São Paulo, he uniquely blends financial domain expertise with operations optimization, often applying reinforcement learning research directly to real-world inventory and trading problems.
8 years of coding experience
8 years of employment as a software developer
Pós-doutorado, Operations Research, Pós-doutorado, Operations Research at Instituto Tecnológico de Aeronáutica - ITADoctor of Science, Artificial Intelligence, A, Doctor of Science, Artificial Intelligence, A at Escola Politécnica da USPDoctor of Philosophy - PhD, Doctor of Philosophy - PhD at Politecnico di TorinoDoctor of Philosophy - PhD, Doctor of Philosophy - PhD at Università degli Studi di TorinoMaster's degree, Quantitative Finance, 7.5/10, Master's degree, Quantitative Finance, 7.5/10 at Fundação Getulio VargasInstituto Federal de Educação, Ciência e Tecnologia de São Paulo
English, Portuguese, Italian
Stackoverflow
240reputation
14kreached
14answers
9questions
Github Skills (16)
pytorch6
python-multiprocessing6
deepfake6
mlflow6
databricks6
azure6
gpu6
python6
datastore6
ubuntu6
masters5
sentiment5
deep-reinforcement-learning3
intelligent3
trading3
Programming languages (2)
Github contributions (5)
leokan92/Contextual-bandit-Resnet-trading
Dec 2020 - May 2022
Using Resnet architecture in the contextual bandit framework for financial asset trading
Contributions:23 commits, 3 PRs, 22 pushes in 1 year 5 months
leokan92/anesthesia
Feb 2020 - Jun 2021
Contributions:9 pushes, 1 branch in 1 year 4 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.