Biography

Henrique F Bucher, PhD, MSc, BSc

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Henrique has extensive expertise with market microstructure and high-frequency trading, having architected dozens of enterprise-size trading systems, research platforms and data warehouses for firms in Chicago and New York.

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Prior to Vitorian LLC, Henrique had a long stint at JP Morgan where he architected the ULLTRA platform (Ultra Low Latency Trading and Research Analytics) and the financial database HTDW (Historical Tick Data Warehouse).

ULLTRA was the seed for several successful spin-offs as EAGLE that empowers the whole FX e-commerce effort at JP Morgan. ULLTRA is also used in Credit derivatives, rates/QMM and Commodities.

The historical tick database, now renamed HERMES, forms the backbone of the tick data collection and processing for ATHENA, JP Morgan’s strategic database.

Before JPM, Henrique created Sun Trading’s KO high-speed trading system, Sun’s fastest system to date while doing quantitative research in US Energy and Equities markets.

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Henrique contributed to Citadel’s super low latency efforts and built several other successful data-centric solutions like statistical arbitrage portfolio optimization algorithms, futures/FX/equities aggregation systems.

All projects were completed successfully on time and were running in the most robust fashion, without a glitch for more than ten years.

Previous to the financial industry, Henrique pursued an successful academic career with publications in high impact, peer-reviewed scientific journals and conferences around the world.

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While a researcher at the Center for Computational Research (CCR) at SUNY Buffalo, Henrique was awarded a provisory patent for his work in urban microsimulation and praised by UB’s business partners Bergmann’s Associates as their “secret weapon”.

Doctor of Science, Engineering

Four year government (CNPq) grant: covers healthcare, rent, tuition and researcher’s salary for four years of advanced studies at COPPE/UFRJ.
COPPE/UFRJ is the best and toughest graduate-level Engineering course in Brazil, having achieved the maximum academic grade for the past 5 years of independent evaluation.

International Scholarship

Brunel University, UK
One year government (CAPES) grant: covers salary, tuition, rent, healthcare and roundtrip air tickets for researcher and spouse.
Dr Luiz Wrobel, PhD, head of Mechanical Engineering at Brunel University and the researcher’s advisor, is the top internationally awarded researcher in the field of Numerical Methods for Integral Equations.

Masters of Science, Engineering

Two-year government (CNPq) grant: covers healthcare, rent, tuition and researcher’s salary for two years of advanced studies at COPPE/UFRJ.
COPPE/UFRJ is the best and toughest graduate-level Engineering course in Brazil, having achieved the maximum academic grade for the past 5 years of independent evaluation.

Bachelors of Science, Engineering

– First place national selection process (vestibular). In that year the applicant-per-vacancy ratio at this course was 30-to-1.
Civil Engineering. Federal University Espirito Santo.

– First place national selection process (vestibular). In that year the applicant-per-vacancy ratio at this course was 50-to-1.
Computer Engineering. Federal University Espirito Santo.
This year Henrique ranked #2 in overall points across all university’s courses (engineering, medicine, mathematics, etc).