Sail · Lead Engineer, Intelligence Layer · Nov 2024 – present
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: the cross-chain optimization engine that decides where user capital sits, and Sonar, the risk-monitoring system that decides what to avoid. I also defined the database schema and built the first user-facing UIs.
Leadership. Presented the intelligence layer to venture investors during fundraising rounds, owned the technical narrative for the engine and Sonar in those conversations, and led roadmap discussions with the CEO on direction and trade-offs.
Cross-chain optimization engine
Formalized portfolio allocation as a constrained Markov Decision Process. Non-convex objective (yield, transaction cost, slippage, concentration risk) optimized via simulated annealing with Metropolis-Hastings acceptance. A CNN meta-controller predicts the annealing hyperparameters from APY/TVL history, cutting the parameter search by 3-5×.
The full mathematical framework — formulation, proofs, and empirical validation — is documented in two public research papers I authored.
Sonar — risk monitoring
z-score anomaly detection over multi-horizon APY baselines (1d / 7d / 30d), dual-mode SPIKE / TREND scoring (80/20 vs 40/60 weighting), tier-based execution cycles (1h / 2h / 6h), and a financial-inertia mechanism that cut unnecessary portfolio churn by 43 %.
Sonar suspended user exposure ahead of two publicly confirmed exploits — detection happened before public confirmation in both cases:
- · Moonwell oracle exploit $1.78M bad debt, 181 borrowers harmed. Sonar flagged abnormal oracle behaviour on Moonwell's Base markets and suspended exposure before the scale of the exploit was publicly confirmed.
- · Resolv Protocol exploit ~$80M USR minted via a compromised AWS KMS key, ~$25M ETH extracted, USR de-pegged to $0.003. Sonar detected unchecked-minting activity and suspended Resolv-exposed positions before USR's de-peg became publicly visible.
Production performance
All returns net of gas, bridge fees, slippage, and protocol fees.
| quarter | mean APY | vs. best static | vs. T-Bills | scope |
|---|---|---|---|---|
| Q4 2025 | 8.91 % | +5.43 % | +123.87 % | 20 sources, USDC + USDT |
| Q1 2026 | 6.06 % | — | +44.3 % | 32 sources, USDC + USDT, +EURC |
