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Peter Luro

Software Engineer  ·  Data Engineer

I build data systems for financial workflows — validation pipelines, ingestion frameworks, and trading infrastructure that operate reliably in production. Currently at Talcott Resolution, where my work feeds directly into hedging, reporting, and actuarial processes. My primary tools are Python and SQL. I focus on systems where data quality matters: catching schema drift before it reaches downstream consumers, designing for failure modes, and keeping pipelines maintainable as requirements evolve.

Open To

Quantitative Engineer Senior SWE — Backend / Data Trading Systems Engineer Market Data Engineer

Current Focus

  • Building validation and reconciliation systems for financial datasets across heterogeneous sources
  • Designing Python-based tools for market data analysis and signal generation
  • Deepening into quantitative methods — time-series analysis, backtesting, and trading system architecture

Work Highlights

Full details on the Projects page.

Financial Data Validation Platform Python pipelines that detect schema drift, stale data, and identifier mismatches across Oracle and SQL Server before they reach downstream risk workflows.
Azure Ingestion Pipelines Containerized jobs with retry logic, structured logging, and environment-aware execution for processing large financial datasets at scale.
Trading Execution System Personal project: ingests intraday market data, evaluates EMA and breakout conditions, and submits orders through Alpaca's API with PDT compliance built in.

Approach

Systems I build are:

  • Predictable — fail loudly with clear signals, not silently
  • Honest — documented assumptions, explicit schemas, typed where it matters
  • Maintainable — readable by the next engineer without a walkthrough
  • Useful downstream — consumers shouldn't need to work around my output

Location

Open to opportunities in Boston, Florida, Utah, and Texas. Open to remote.