Zavara runs a small, senior bench. Every production surface — the Rust trading pipeline, multi-venue connectivity, cross-venue arbitrage, the real-time data & AI infrastructure, and the trade-ops, custody and reconciliation layer — is owned by a named individual. No offshore body-shopping, no junior contractors.
Adam is a career options trader with 30+ years in volatility arbitrage and market making. He spent a decade at Goldman Sachs (1995–2005) — starting on the LIFFE floor trading Bund options, then progressing onto the OTC exotic JPY currency options desks across London, Tokyo and New York, where he ultimately led the global JPY exotic market-making book. Post-Goldman he built and ran ISM Capital in London, a boutique oil & gas options market-making operation, which he sold to a global market maker.
Today he is Team Lead at Zavara Holdings LLC, a quantitative crypto derivatives firm market-making BTC/ETH options on Deribit and running cross-venue volatility arbitrage. He leads a 6-person AI-assisted development team building institutional-grade infrastructure in Python and Rust, with the Paradigm RFQ auto-quoter as the desk's primary revenue stream. Educated at LSE (Mathematics & Economics, First Class) and Nottingham (Computer Science, First Class).
Ture is a senior trading executive and portfolio manager with 30+ years across FX, digital assets, and systematic trading. He is an expert in fragmented markets, order-book analysis, event-driven signals, and high-frequency / mid-frequency strategies. He has built OTC businesses, algorithmic trading strategies, liquidity solutions, and execution infrastructure for leading firms — including B2C2, Tower Research Capital, and Société Générale.
As a portfolio manager, he has run a single core multi-day-hold systematic strategy at three institutional shops, scaling capital from $50M at Soren Capital Management to $200M at Graham Capital and $100M at Infini Capital — a repeatable, transferable book of work across funds, geographies and market regimes. At Zavara he advises on trading strategy, liquidity sourcing, and execution architecture for the BTC/ETH options and cross-venue vol-arb desk.
Darpen is a market strategist with 25+ years across global derivatives, commodities, FX and digital-asset markets, with seats in London, Dubai and New York City. He combines deep trading experience with market analysis, strategy development and execution across diverse market conditions — the kind of operator who has traded through multiple cycles and built playbooks that survive regime changes.
More recently his work has focused on crypto derivatives, options volatility, signal generation and the continued development of trading frameworks for fast-moving digital markets. At Zavara he works directly with the quant and engineering teams on systematic trading strategies, low-latency execution systems, and the ongoing refinement of trading methodologies as market conditions evolve. Educated at Loughborough University — BEng (Hons) Manufacturing Engineering & Management and MSc Information Technology.
Davie read Physics and Mathematics at university and, after a stint in manufacturing, moved into programming to apply rigorous quantitative methods to complex, data-driven markets. He cut his teeth on sports analytics — building statistical models and machine-learning systems that combined probabilistic forecasting, optimisation, Bayesian inference and real-time data processing to surface market inefficiencies and generate alpha for professional betting syndicates.
He then transitioned into cryptocurrency markets, extending those systems and going on to design and implement automated trading systems for options traders. At Zavara he applies that quantitative toolkit directly to the desk's models — building algorithmic execution engines, volatility models, and systematic risk-management frameworks tuned for the dynamics of digital-asset derivatives.
Duong is a quantitative trading-infrastructure engineer with 13+ years building high-performance, low-latency backend systems for financial and digital-asset platforms. He specialises in Rust development for highly concurrent, performance-critical systems — HFT bots, exchange connectivity, and backend services where speed, memory efficiency and reliability are non-negotiable.
At Zavara he leads architectural decisions across the trading stack: order-processing pipelines, matching/queue services, wallet infrastructure, and the distributed microservice topology that runs production. His core strengths are distributed systems, scalability, production reliability, and ultra-low-latency execution. Prior roles include Technical Lead and Solution Architect across cryptocurrency, fintech, blockchain and enterprise platforms — including hands-on operation of live high-frequency crypto trading bots with real-time risk management.
Duy joined the desk in 2026 and now owns large parts of the Rust pipeline behind the market-making stack — the multi-venue feed layer and the quant engine that sits behind it, currently running live across Deribit, OKX, Hyperliquid, Paradex, Coincall and Derive. He also built and operates the cross-venue funding-rate arbitrage engine, the multi-exchange hedger that keeps delta-neutral inventory in line tick-by-tick, and the Tardis-backed parquet data lake the rest of the desk backtests against.
Outside the Rust stack, Duy leads on-chain analytics and statistical work — tracking DEX flow, liquidity, and protocol-level activity to surface trade ideas — drawing on the eight years of blockchain engineering he brought into the firm. Before Zavara, he shipped production smart contracts and full-stack dApps in C++ on EOSIO/WAX, Solidity on EVM chains, and Hyperledger Fabric, covering NFT DEXs, P2E games, supply-chain ledgers and on-chain ↔ off-chain syncing infrastructure.
Sac is a full-stack software engineer with 9 years across quant systems, low-latency engineering, and AI infrastructure. His core strengths span C++, Rust, and Python for distributed systems and high-performance backend, alongside modern frontend platforms — the rare combination that lets one engineer ship a latency-sensitive execution service and the operator-facing UI on top of it.
At Zavara he specialises in real-time data engines, market-data-style pipelines, and latency-sensitive execution services — optimising critical paths, memory usage, concurrency models, throughput, and system reliability. He designs and delivers end-to-end low-latency systems on AWS and Azure with hard requirements on availability, scalability, fault tolerance, and production-grade operations. On the AI side he works across data processing, scalable automation, model-serving workflows, and the platform tooling that connects complex backend systems to clean, reliable user-facing interfaces.
Marc is a digital-asset operations specialist covering middle & back office, trade lifecycle validation, reconciliation, and custody workflows — the layer between the trading engine and the books. He has supported institutional environments across OTC desks, hedge funds, exchanges, liquidity providers and digital-asset infrastructure platforms, with a focus on resolving operational breaks across execution, settlement and custody.
Most recently at Stillman Digital (NY), Marc ran institutional OTC ops — RFQ flow, LP coordination across B2C2, FalconX and Wintermute, post-trade reconciliation, and a centralised break-resolution workflow. Prior roles include OEMS technical trading support at CoinRoutes (multi-venue routing, exchange integration, venue-rule mapping) and Digital Asset Trading Analyst → Head Trader at Infini Capital, where he managed intraday P&L tracking, exposure monitoring and counterparty settlement against B2C2, Cumberland and Galaxy. He also builds AI-assisted ops tooling — incident-triage dashboards, attribution-curve engines, and reconciliation workflow systems.
Every production surface on the desk maps to a single named owner. This is the on-call & design-authority map allocators should ask about during operational due diligence.