Rapid IO LTD is a specialized technical consultancy. We architect, implement, and optimize mission-critical software for hedge funds, investment banks, and technology organizations. Our work spans low-latency distributed architectures, multi-terabyte simulation engines, and sovereign agentic workflows.
Core Technical Capabilities
Engineering robust, cloud-native distributed platforms with Microsoft Orleans and the virtual actor pattern. Architecting stateful, resilient microservices capable of partition tolerance, automatic state recovery, and high-concurrency throughput.
Building high-throughput, event-driven backtesting engines to validate algorithmic trading strategies across multi-terabyte historical tick datasets. Simulating realistic order queue dynamics, market impact, slippage, and execution fills.
Front-office electronic trading platforms, pricing engines, and multi-asset risk management systems. Experience covering Rates, FX, Equity Derivatives, Prime Brokerage, and counterparty credit risk (xVA) calculations across distributed compute grids.
Integrating frontier large language models (Anthropic Claude 3.5 Sonnet / Opus) with core enterprise workflows. Designing deterministic retrieval-augmented generation (RAG) pipelines, multi-agent orchestration, and private VPC model deployments with zero data retention.
Low-Allocation .NET & Systems-Level Optimization
High-throughput financial software demands mechanical sympathy with the underlying hardware, memory model, and runtime execution profile.
Zero-allocation execution paths utilizing Span<T>, MemoryPool<T>, structs, and Pinned Object Heap to prevent Gen2 GC pauses on critical execution loops.
Elimination of lock contention via actor grain single-threaded execution guarantees, asynchronous channels, and lock-free ring buffers for high-volume message queues.
Real-time latency monitoring, price discrepancy detection across multi-venue gateways, and strict SQALE code quality metrics resulting in zero-incident deployments.
Battle-Tested Institutional Pedigree
Selected architectural assignments across front-office trading, risk, and quantitative platforms.
Green-field electronic trading platform running natively on AWS with teams distributed across London, Portugal, and Spain.
Designed and built high-performance distributed microservices, including two real-time pricing engines and market gateway adapters.
Continuous quote generation across market gateways with sub-millisecond execution and automated latency tracking.
High-frequency trading and strategy evaluation environments requiring large-scale distributed backtesting and data retrieval.
Engineered distributed core platforms using Microsoft Orleans virtual actors, integrating high-throughput simulation grids with RAG-based data pipelines.
Parallelized simulation across multi-terabyte tick history with zero cluster partition failures and deterministic execution.
Bank-wide strategic risk platform calculating cross-asset counterparty credit risk (xVA) across all global derivatives products.
Optimized computational pipelines and grid distribution farms in .NET Core; developed centralized management infrastructure for quants and traders.
Substantial reduction in calculation turnaround times on large-scale valuation runs with zero production incident record.
Mission-critical quoting and execution gateways connecting to Bloomberg, Tradeweb, TrueEx, and ERIS for over 1,500 instruments.
Engineered price discrepancy detection microservices, automated deployment pipelines, and deep CPU/GC profiling for straight-through processing.
Completed 250 production releases within a 12-month window with zero production incidents, verified against SQALE quality metrics.
Frontier AI for Capital Markets & Quantitative Workflows
We integrate frontier models into real-world institutional environments where determinism, security, and low latency are non-negotiable.
Building multi-turn autonomous agents utilizing Anthropic Claude 3.5 Sonnet and Opus for hypothesis formulation, data synthesis, and quantitative code verification.
Retrieval-augmented generation pipelines over structured financial data, legal contracts (ISDA/CSAs), and regulatory filings with exact citation proofs and zero hallucinations.
Deploying AI workloads inside client private networks (AWS, Azure, GCP) or on-prem clusters with zero data retention policies and strict adherence to financial regulatory standards.
Initiate a Consultation
We work with clients on strategic technical advisory, green-field system delivery, and specialized architecture sprints under mutual non-disclosure agreements.