David Rickard
Co-founder · CQF
CQF; 20+ years in OTC financial markets — from rates and FX structuring to directing global trading desktop strategy for FX, money markets and derivatives across Asia.
LinkedIn →A compact specialist team
QuantDesigned combines deep financial markets experience with advanced academic credentials — PhDs, CQF designations, and decades of practitioner expertise across FX, rates, equities, commodities, and OTC markets. Based in Hong Kong, Singapore and Australia; engaged globally.
What we bring
- Doctoral and CQF-level quantitative finance qualifications
- Decades of practitioner experience on trading desks and in research roles
- Asset class coverage across FX, rates, equities, commodities, and OTC markets
- Based in Hong Kong, Singapore and Australia — with engagement experience across APAC, North America and Europe
- Vendor-neutral approach — clients retain full choice over data, platforms, and execution systems
Co-founders
Detailed backgrounds are reserved for meetings and proposals. The summaries below establish credibility — the full story is best had in conversation.
Patrick Costello
Co-founder · PhD · CQF
PhD in Mathematics and CQF; 15+ years across quantitative finance and data science — from fixed income quant research and macro modelling to senior ML engineering across industrial and built-environment sectors.
LinkedIn →
Andrea Bartolucci
Co-founder · PhD · CQF
PhD in Finance and CQF; 10+ years in quantitative research, financial analytics and education — from building financial engines to academic research and teaching at world-ranked programmes.
LinkedIn →Extended team & associate specialists
We have an extended network of specialists that have a depth of experience across the following areas. A curated network of senior practitioners engaged per engagement, fractionally, or on demand. The right specialist is introduced at proposal stage.
AI & Machine Learning Lead
Sell-side experience in structured debt and derivatives across Asia-Pacific, followed by a pivot to applied AI and machine learning for financial risk, quantitative modelling and data science.
- Structured debt, derivatives and quantitative risk (Asia-Pacific sell side)
- Applied AI, machine learning and data science for financial services
- Predictive modelling, credit risk scoring and risk analytics
- Business intelligence, analytics and solutions engineering
- Founder and principal of an AI/ML consultancy (APAC)
Quantitative Risk & Research Specialist
PhD in Operations Research; a career in model risk, stress testing and quantitative risk spanning global banks and sovereign investment institutions — with deep expertise in VaR, scenario design and PPNR modelling.
- Model risk management and model validation
- Stress testing and scenario design (DFAST / CCAR / enterprise risk)
- Stochastic modelling and Value-at-Risk analytics
- PPNR model development
- Quantitative risk at sovereign and institutional scale
- Operations research and optimisation
Quant Strategist
PhD in Physics; derivatives quant spanning credit, FX options and CVA at major investment banks, then alpha research and institutional crypto derivatives at leading digital-asset trading firms.
- Credit derivatives pricing and risk
- FX options and CVA modelling
- Balance sheet optimisation
- Alpha research and systematic strategies
- Crypto / digital-asset derivatives
- Exchange liquidity and product design
AI & Quant Technology Architect
PhD in Computer Science; a career in emerging financial technology — from market-data and trading architecture at major financial data providers to agentic AI workflows and end-to-end trading pipelines.
- AI and agentic workflows; LLM and RAG; deep learning and adaptive systems
- Quant R&D and alpha-signal identification
- Market-data, OMS/EMS/PMS and low-latency trading infrastructure
- Cross-asset coverage — FX, equities, fixed income and digital assets
- Solution and enterprise architecture; cloud (Azure)
- Python/R, C++, Java
Senior Data Engineer
Builds the data backbone for trading and analytics — pipelines, databases and live streaming data at scale.
- Market-data pipeline design and ingestion
- Relational and time-series database design
- Real-time / streaming live-data systems
- Data quality, normalisation and vendor-neutral connectivity
- Production data discipline at volume
Work with QuantDesigned
We keep the core team small and senior, and extend it with a curated network of specialists — full-time, on-demand, or per project. That is how every engagement gets current, state-of-the-art expertise matched to the problem.
- Strong quantitative foundations — pricing, risk, statistics, and numerical methods
- Production-minded engineering — Python first, with sound software and data discipline
- Real markets knowledge across FX, rates, equities, commodities and OTC
- The judgement to own a deliverable end to end, and explain it clearly
- Credentials that signal depth — PhD, CQF, FRM, CFA — alongside practitioner experience
Full-time — Core team
Help build the firm and lead client engagements end to end. Senior, hands-on, and implementation-focused.
On-demand — Associate network
Bring your specialism to high-calibre engagements on a recurring, fractional basis — without a permanent seat.
Project-based — Specialists
Engage on a single, well-defined deliverable, scoped around clear milestones.
Working alongside
