Marcelo Sardelich is a quantitative trading and ML specialist with 12 years of experience building systematic strategies across commodities and corporate trading desks. He combines a PhD-level computer science background with hands-on roles from proprietary trading at BBVA to leading quant desks at Votorantim and Anglo American, and now works on systematic commodities at LMR Partners. His expertise spans quantitative portfolio management, linear and stochastic optimization, and sequential learning including deep reinforcement learning applied to time-series. He also applies NLP and multimodal deep learning to extract signals from unstructured data, bridging classical mathematical finance with modern ML. Notably, he has run both research-heavy and production-focused teams—including a stint as Chief Data Science Officer—so he understands model lifecycle, risk constraints, and deployable systems. Based in Stony Stratford, UK, he brings a rare mix of physics, trading intuition, and algorithmic engineering to commodity markets.
12 years of coding experience
2 years of employment as a software developer
Doctor of Philosophy (PhD), Computer Science, Doctor of Philosophy (PhD), Computer Science at University of York
Master of Science (MSc), Physics, Master of Science (MSc), Physics at Universidade de São Paulo / USP
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