Charles-Edouard Lugagne

Data architecture · Quantitative finance

Reliable data foundations for research and trading.

I am a data architect and senior Python engineer working at the intersection of market data, quantitative research and production trading. I design scalable data systems, shared models and engineering standards that make high-volume financial data reliable, reproducible and useful.

Expertise

Architecture through production

Hands-on delivery across governance, software, infrastructure and data-intensive financial systems.

Data architecture and governance

Schema design, data contracts, reference data, lineage, dataset versioning and vendor integration.

Market-data platforms

Tick, trade, quote, reference and on-chain data serving research, execution and operations.

Distributed data engineering

High-volume ingestion and compute using Python, Rust, Apache Arrow, Dask, Ray and cloud storage.

Research and ML infrastructure

Reproducible datasets, GPU-enabled research environments, experiment tracking and productionisation.

Selected impact

Systems built at production scale

Up to 50 TB of market data processed per day

Designed and deployed high-volume Rust pipelines handling approximately 160 billion rows.

2–8× throughput improvements

Optimised core Python pipelines and removed processing bottlenecks affecting research and trading.

Reference data across approximately 100 exchanges

Built a shared service providing consistent instrument and asset identities across venues.

Reproducible research data

Introduced point-in-time correctness, versioning and lineage so results can be reconstructed reliably.

Technology

Core toolkit

A practical stack organised around the systems I design and operate.

Languages & APIs

  • Python
  • Rust
  • SQL
  • gRPC
  • FastAPI

Data & compute

  • Apache Arrow
  • Dask
  • Ray
  • ClickHouse
  • S3 data lakes

Cloud & platform

  • AWS
  • GCP
  • Docker
  • Kubernetes
  • CI/CD

Research infrastructure

  • Distributed compute
  • GPU workloads
  • Experiment tracking
  • ML infrastructure