Livio Fetahu
Livio Fetahu is a software engineer and quantitative developer. He earned a B.Sc. in Computer Science and Engineering from MIT (2015-2019) and represented Albania at the International Mathematical Olympiad in 2014, where he received an Honourable Mention with 14 points. His professional experience spans quantitative trading and low-latency systems engineering, including Quantitative Developer roles at Tower Research Capital (C++, crypto trading team) and SESCO Enterprises (Python and Nim, SESCO Quantitative Trading team), and a Junior Software Developer role at Vector Trading, LLC, alongside software/ML internships at Broadway Technology and Nasdaq.
- Quant employment verification: CONFIRMED. Livio Fetahu held actual quantitative-finance roles, not merely student programs: Quantitative Developer at Tower Research Capital (a proprietary trading firm / electronic market maker, 2021-2022, C++ on a crypto trading team) and Quantitative Developer at SESCO Enterprises (an energy-focused proprietary trading firm; 'SESCO Quantitative Trading' team, Python/Nim, 2020-2021), plus Junior Software Developer at Vector Trading, LLC (2019-2020). Employer classification: Tower Research Capital operates as a quantitative proprietary trading firm/market maker; SESCO Enterprises LLC is an energy (electricity) trading firm whose SQT team is quantitative; Vector Trading is a proprietary trading firm. Evidence for the roles is LinkedIn-indexed career history; identity is supported by the MIT education, Albanian language, and the Albania IMO 2014 record for the same name. Note: role descriptions and employer classification are index-derived and were not independently re-verified from each employer's own records.
- Represented Albania at the International Mathematical Olympiad 2014 and received an Honourable Mention with 14 points (problems 7,0,0,7,0,0).Jul 1, 2014
- Quantitative Developer at Tower Research Capital (Chicago), 2021-2022, described as 'all things C++ within a 3-member crypto trading team'.
- Quantitative Developer at SESCO Enterprises (Pittsburgh), 2020-2021, Python & Nim in the SESCO Quantitative Trading (SQT) team.
- B.Sc. in Computer Science and Engineering from MIT, 2015-2019, with the Undergraduate Research Opportunities Program (UROP).
- Junior Software Developer at Vector Trading, LLC (Chicago), 2019-2020, low-level engineering and special projects.
- Software Engineer Intern at Broadway Technology (New York), 2018: built a FIX adaptor in C++ for an FX market operated by a major European bank/exchange.
- Machine Learning Winter Intern at Nasdaq (Boston), 2018: built a machine-assisted ETF portfolio generator and a rebalancing scheme; earlier Software Engineer Intern at Nasdaq (2017) built a blockchain-based application.
- MIT teaching roles: Course and Lab Assistant for 6.004 Computation Structures (2017) and Tutor for 6.006 Algorithms (2016-2017).
- Authored a scipy bug fix (github.com/scipy/scipy/pull/14979) during the SESCO period, indicating open-source contribution to scientific Python.
- An Albanian business-magazine article ('Livio Fetahu, nga olimpiadat në universitetin numër një të botës') links his olympiad background to study at a top world university; body text was blocked by bot protection and only recoverable via Wayback.
- A LinkedIn post by Qanie Fetahu titled 'Welcome LIVIO FETAHU!' dated 2023-03-27 indicates a public welcome/milestone around that date; the post context (role/company) is not stated in the accessible preview.Mar 27, 2023
All things C++ within a 3-member crypto trading team.
- Python & Nim development in the SQT Team (SESCO Quantitative Trading). - Fixed a bug in the Python scipy package: https://github.com/scipy/scipy/pull/14979
Low-level engineering and special projects
Built a FIX adaptor in C++ for the FX market operated by one of the major banks/exchanges in Europe.
Built a machine-assisted ETF portfolio generator and a portfolio management scheme for rebalancing.
Designed and built a blockchain-based application.
Supervised the labs and guided the students into designing a computer processor in Jade.
Helped students in algorithms design and analysis.
Competition record
Albania · IMO