Victor Ly

Summary

Quant developer and trader with a background in finance and law, who designs, builds and operates automated trading systems end to end. For the past year I have run a live market maker on the prediction-market exchange Polymarket that has made $39,866 net on $4.95M of notional, most of it from liquidity-provider rewards. Previously three years as an investment analyst at an IBEX 35 listed real estate group, with a double degree in law and business administration from ICADE. Based in Madrid, open to quant development, trading systems, fintech and AI engineering roles.

Experience

1. 2022 — present

   Independent developer and trader

   Self-employed · Madrid, Spain

   • Designed, built and operate an automated market-making system on Polymarket's order book: $43,480 in liquidity-provider rewards paid on 257 separate days and $2,141 in rebates and yield, less $4,072 of trading losses and $1,683 in fees — $39,866 net on $4.95M of notional.
   • Built the fair-value engine behind it — 0DTE option implied volatility and futures basis resolved into an uncertainty band, with a documented fallback ladder and a realised-volatility anchor — plus barrier and digital pricing derived from first principles.
   • Engineered the reliability layer after a live incident in which a dead market-data gateway passed every conventional health check: three independent freshness signals, fail-closed price lookups, and an automatic pause across all markets that keeps exit orders working.
   • Ran the whole thing in production on an always-on VM under systemd with a containerised broker gateway, watchdog, alerting, a runbook and a suite of verification harnesses.
   • Built and run the ordering and card-payment system behind balobrador.es — Stripe Checkout priced on the server, a signature-verified webhook, pickup scheduling — and delivered production sites for four other Madrid businesses.
   • From 2022, made my living trading my own capital, and built the data and backtesting tools behind it.

2. 2019 — 2022

   Investment analyst

   Merlin Properties SOCIMI · IBEX 35 · one of Europe's largest listed real estate groups

   • Part of the team on the €225M sale of a 26-building office portfolio (2019).
   • Analysed real estate acquisitions and disposals, and helped build the group's budget projections for 2021 and 2022.
   • Took part in tenant negotiations that saved the company more than €2M.

3. 2017 — 2021

   Self-taught developer and investor

   Personal projects

   • Learned to program in order to make better investment decisions, starting with data analysis and backtesting before moving into production systems.

4. Summer 2017

   Finance and strategy intern

   Santander Securities Services · Madrid, Spain

   • Worked across the strategic planning, accounting and financial management departments.
   • Analysed the main client's and its competitors' pricing strategies by market segment, and built an automated Excel model to repeat the analysis on new data.

Education

• ICADE, Universidad Pontificia Comillas · Madrid

  Double degree in Law and Business Administration (E-3), finance track, 2019. Grades: 8.6/10 in business administration, 8.2/10 in law.

• McGill University · Montreal

  Exchange semester in finance, autumn 2017.

Selected systems

• Automated market maker — Python, asyncio, Interactive Brokers API, WebSocket feeds, Polygon PoS, Docker, systemd. Live and publicly verifiable.
• Ordering and card payments for balobrador.es — Astro, React, Stripe Checkout, Netlify Functions. Prices set on the server and a signature-verified webhook; live since October 2025.
• Options payoff visualiser — Next.js, React, TypeScript. Sixteen structures with live payoff recomputation.
• Seasonality research dashboard — Python, Streamlit, statsmodels, Plotly. 47 assets, daily refresh.
• Market scanner and unattended script-to-video production pipeline — Python, forced alignment, ffmpeg.

Skills