Curriculum Vitae

Antonio Roldao, Ph.D. CQF

Experience


2015/5-today
London & San Francisco
Co-Founder and CTO

• Buildinga HPC/Big-Data and Machine Learning platform using elastic resources provided by Cloud Computing
• Applying Deep Learning, Bayesian, Stochastic methods, and other ML methods to speech and object recognition
• Combining the latest technologies and concepts such as Deep Convolutional Neural Networks with FPGAs to create higher-order analytic and predictive systems that perform speech and object recognition

 

2011/9-2015/05
London
EAI Accelerator Group

• Member of the strategic group responsible for cross-technology libraries and platforms used by the entire firm
• Created a state-of-the-art platform for Rapid Hardware Development bridging a number of software development concepts with hardware design methodologies
• Designed and implemented a proof-of-concept for an Ultra-Low-Latency FPGA-based trading system including IP Cores for: UDP/IP, Book Building with Ultra-Fast Order Sorting, Matching and Crossing Engine with Pricing and Crossing rules
• Proposed and guided an academic collaboration which resulted in the creation of ScalaHDL and an IEEE paper1
• Implemented a documentation scheme that extracts text and examples directly from source code
• Designed and implemented a Graph Database using MongoDB with a reactive web-based front-end for suggestive and intuitive graph traversal
• Managed teams to successfully deliver a myriad of projects including: a Total Order Communications Scheme; ULL FPGA-based Memory Cache-system; PubSub bridge used for market data distribution; benchmark a range of SerDes schemes (e.g. SBE, GPB, Fast, C-structs)
• Actively engaged in recruiting and mentoring new hires including talks at Imperial College and Oxford University

 

2010/8-2011/9
London
Analytics Strategic Group

• Member of the Athena Core team which is responsible for developing, maintaining, and supporting a state-of-the-art platform for trading and risk reporting. This system included the trade-model; a globally replicated high performance database (C++), a graph-based RAD programming language (on top of Python) with a custom IDE, and the entire surrounding ecosystem with its scheduler, logging, GUI-widgets, web services, and messaging


 

2010/3-2010/8
London
Circuits and Systems Group

• Collaborated with the Embedded Optimization for Resource Constrained Platforms (EMBOCON) initiative to accelerate the heavy computational requirements for finding the optimal control moves • Collaborated with the Novo-G Supercomputer initiative to build the most powerful reconfigurable computer
 

2008/1-today
WebCanvas
London
Founder and CEO

• Invented, developed, deployed, and maintain WebCanvas. This concept implements an infinite canvas where anyone can paint and watch others paint. This project won second prize at London Start-up Camp in 2008, and has been featured on BBC's Technology program:


 

2004/9-2006/4
Guildford, UK
GNSS Embedded Systems Engineer

• Presented work at NASA’s Office of Digital Design conference MAPLD 2005 Int. Conference: submission 168
• Developed hardware (FPGA design) and software (Low-Level drivers) that are space-borne onboard GIOVE/A
• Developed a C++ GUI application to process and visualize data originating from a space qualified GPS receiver
• Assembled and tested band-pass filters for GPS signals

 

2000-2001
Noordwijk, NL
Junior Satellite Engineer

• Pioneer in the Student Space Exploration & Technology Initiative
• Participated in European Space Agency's 4th Student Parabolic Flight Campaign
• Coded in C and OpenGL a 3D simulation of the effects of electrical fields on a charged particle in Zero-Gravity

 


Publications & Talks


Ph.D. Thesis
• Accelerating Iterative Methods for Solving Systems of Linear Equations using FPGAs, Imperial College, 2010
The application of these methods was demonstrated using state-of-the-art Model Predictive Control systems
 

Papers
• ScalaHDL: Express and Test Hardware Designs in a Scala DSL, ICCD 2014: 521-524
• A High Throughput FPGA-Based Floating Point CG Implementation for Dense Matrices, TRETS 3(1) (2010)
• A Fused Hybrid Floating-Point and Fixed-Point Dot-Product for FPGAs, ARC 2010
• More Flops or More Precision? Accuracy Parameterizable LE Solvers for Model Predictive Control, FCCM 2009
• A High Throughput FPGA-based Floating Point Conjugate Gradient Implementation, ARC 2008
• A Floating-point Solver for Band Structured Linear Equations, FPT 2008
• FPGA Design of an Integrated CAN and EDAC for Spacecraft Applications – NASA, MAPLD 2005

 

Talks
• Modern Big Data Systems for Machine Learning – London, 10/07/2015
• Scala in Finance – Open Source Quantitative Finance – London, 02/04/2015
• The Bitcoin Innovation – University of Oxford – Oxford, 28/10/2014
• FPGAs in Finance – Imperial College London – London, 14/10/2014
• STAC - Hardware Acceleration Today – London, 04/12/2013
• Next Generation Networks – The Path to Zero Latency – London, 17/09/2014
• Bitcoin Analytics and Statistics – Python for Quants – New York, 14/03/2014
• What is Web 2.0 and how it changes almost everything – London, 14/05/2009
• More FLOPS or More Precision? Equation Solvers for Model Predictive Control – London, 23/03/2009
• An FPGA-Based Floating Point Solver for Band Structured Linear Equations – London, 23/03/2009
• Conjugate Gradient: Optimizing FPGA Speed using Custom Precision – London, 19/11/2008

 


Education


2014-2015
London
Certificate in Quantitative Finance

• Highly comprehensive and pragmatic quantitative course divided into 6 modules with a final project
• Final project involved the implementation of a portfolio analysis and construction using Black-Litterman

 

2006-2010
London
Ph.D. in Acceleration of Scientific Computations using FPGAs

• Research was focused on accelerating the solution of systems of linear equations in the context of Quadratic Programming for Model Predictive Control. Presented research in London, Taipei, Bangkok, Napa, Belfast, …
• Results achieved at least an order of magnitude improvement when compared to high-spec computer systems
 

2002-2006
Guildford
Electronics and Computer Engineering

• Graduated top of the class with First Class Honours
• Final year project involved the integration of a GPS receiver on an FPGA
• Presented at NASA’s Digital Design Conference in Washington D.C.

 


Other Interests & Hobbies


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