Luke Volpatti
Quantitative Researcher
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolLuke Volpatti is a quantitative researcher at Citadel with nine years of software and research experience spanning high-frequency trading, autonomous vehicles, and large-scale ML systems. He combines a strong academic foundation from University of Toronto, ETH Zürich, and Stanford research in electrical engineering and convex optimization with hands-on engineering at Microsoft, Lyft, and Autodesk. At Lyft he built LiDAR drivers and sensor-monitoring services; at Microsoft he shipped ML-driven knowledge extraction now visible in English Bing; at Citadel he applies those skills to quantitative research and production-grade software. Known for bridging hardware-aware systems and data-driven algorithms, he brings a rare mix of sensor/robotics intuition and convex optimization expertise to trading-model development.
9 years of coding experience
1 year of employment as a software developer
Bachelor of Applied Science - BASc, Computer Engineering, cGPA: 3.92/4.00, Bachelor of Applied Science - BASc, Computer Engineering, cGPA: 3.92/4.00 at University of TorontoMaster of Electrical Engineering and Information Technology, Master of Electrical Engineering and Information Technology at ETH ZürichVisiting Student Researcher, Electrical Engineering, Visiting Student Researcher, Electrical Engineering at Stanford University
French, Spanish, German
Github Skills (26)
solver9
quadratic9
python8
dask8
metadata8
datasets8
netcdf8
table-of-contents8
decomposition8
redis7
markdown7
pandas7
oceanography7
dtw6
mls6
Programming languages (4)
Github contributions (5)
cvxgrp/qss
Mar 2022 - Sep 2022
QSS: Quadratic-Separable Solver
Contributions:3 releases, 165 commits, 15 PRs in 6 months
quadraticpythonqsssolver
lukevolpatti/Cpp-Stuff
Sep 2017 - Aug 2020
Contributions:99 pushes, 1 branch in 2 years 10 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.