Lead Engineer · Intelligence Layer at Sail
Quantitative DeFi · Risk monitoring · Cross-chain yield optimization
Madrid, Spain · open to remote / EU
I founded the intelligence layer at Sail — a DeFi yield-optimization protocol on Base and Arbitrum — from a blank page. Two production systems, both designed and implemented end-to-end:
- Cross-chain optimization engine — constrained MDP formulation, simulated annealing with Metropolis-Hastings acceptance, CNN meta-controller predicting hyperparameters from APY/TVL history (3-5× search-space reduction). Energy-aware cost model covering execution, slippage, and TVL-dependent price impact.
- Sonar (risk monitoring) — z-score anomaly detection over multi-horizon baselines (1d / 7d / 30d), dual-mode SPIKE/TREND scoring, tier-based execution cycles, financial-inertia mechanism that cut unnecessary portfolio churn by 43 %.
I also defined the database schema, built the first user-facing UIs, and represented the intelligence layer to venture investors during fundraising rounds and the CEO during roadmap discussions.
The full mathematical framework is documented in two public research papers I authored (sole author).
First six months in production: ~$650M of volume routed for ~200 users at ~$600k TVL.
| Quarter | Mean APY | vs. best static | vs. T-Bills | Scope |
|---|---|---|---|---|
| Q4 2025 | 8.91 % |
+5.43 % | +123.87 % | 20 sources, single-currency |
| Q1 2026 | 6.06 % (USD) |
— | +44.3 % | 32 sources, multi-currency |
All returns net of every fee in the cost model.
Sonar suspended user exposure ahead of two publicly confirmed exploits — detection happened before public confirmation in both cases:
- Moonwell oracle exploit · Feb 15, 2026 — $1.78M bad debt, 181 borrowers harmed.
- Resolv Protocol exploit · Mar 22, 2026 — ~$80M minted via a compromised AWS KMS key, ~$25M extracted.
All four are sole-author work.
- 📄 Cross-Chain Optimization Engine V2 — Smart Spike Framework · paper · Jan 2026
- 📄 Cross-Chain Optimization Engine V1 · paper · Oct 2025
- 📊 Sail Agent Performance Analysis — Q4 2025 · report · Jan 2026
- 📊 Sail Agent Performance Analysis — Q1 2026 · report · Apr 2026
| optcg | Investment portfolio tracker | Python · SQLite · Textual TUI · ~6.8k LOC |
| Poker Vision | VGG16 card recognition + Monte Carlo equity sim | Python · PyTorch · OpenCV |
| Figbot | Multi-agent Twitch moderation bot | Java |
B.S. Computer Science — Universidad Politécnica de Madrid · 2018 – 2023
GPA 8.56 / 10. Matrículas de Honor in Operating Systems, Compilers, Semantic Web & Knowledge Graphs, Art of Programming, Prolog, Programming Project, Data Center Project.
alonso.miguel.alvaro1@gmail.com