Summary
Andre De Oliveira is a founder and quantitative technologist with 12 years of experience building low-latency, production-grade systems for derivatives markets that have powered nearly $1 trillion in notional trading. He leads quartix.io and OctaX PRO, platforms that combine high-throughput event buses, complex event processing, and millisecond pricing/execution engines to serve OTC liquidity providers and algorithmic execution desks. His background spans kernel and high-performance engineering, quantitative development, and large-scale clearing systems, giving him rare depth across infrastructure, quant models, and productization. Trained in financial engineering, mathematics and computer science, he bridges academic rigor with pragmatic engineering to turn noisy market data into real-time hedging and execution tools. An owner-operator at heart, he iterates on both core platform components and client-facing quant tools, delivering measurable latency and throughput improvements in live trading environments.
12 years of coding experience
2 years of employment as a software developer
Computer Science, Computer Science at Universidade Estadual Paulista Júlio de Mesquita Filho
Mathematics, Mathematics at Pontifícia Universidade Católica de São Paulo
Financial Engineering in Interest Rates and FX (C++ applications in Quantitative Finance), Financial Engineering in Interest Rates and FX (C++ applications in Quantitative Finance) at University of London
Derivatives: Pricing and Hedging, Derivatives: Pricing and Hedging at Insper Instituto de Ensino e Pesquisa
Economics foundations, Economics, Economics foundations, Economics at Instituição de Ensino FIPE
Introduction to Mathematical Economics, Introduction to Mathematical Economics at IMPA
Probabilities and applications, Probabilities and applications at Instituto de Matemática, Estatística e Ciência da Computação (IME-USP)