Lee Lin, Developer in Las Vegas, NV, United States

Lee Lin

Equity Derivatives Developer

Las Vegas, NV, United States
Toptal Member Since
June 27, 2018

Lee graduated from MIT with Bachelor's and Master's degrees in Computer Science, Math, and Electrical Engineering. He has also obtained an MBA from Harvard Business School. With over 15 years of experience developing software for hedge funds, startups, and large software companies, he is excited to put his expertise to work for new clients.

Lee is available for hire
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Two Sigma
Python, Java
D. E. Shaw and Co.
Perl, Python, C++


AI Design - 15 yearsEquity Derivatives - 15 yearsOptions Trading - 15 yearsMachine Learning - 10 yearsReinforcement Learning - 10 yearsQuantitative Analysis - 10 yearsArtificial Intelligence (AI) - 10 yearsPython - 4 years


Las Vegas, NV, United States



Preferred Environment


The most amazing...

...game I've built is a Dr. Mario AI that uses Nintendo Wii-motes to compete. I've also created a real estate photo classification tool that outperforms brokers.

Work Experience

2010 - 2013

Quantitative Trader

Two Sigma
  • Created systematic forecasts and trading strategies for exchange-traded equities in US, EU, and Asia.
  • Analyzed and joined many public and proprietary data sets to predict future returns and prices.
Technologies: Python, Java
2007 - 2009

Quantitative Developer

D. E. Shaw and Co.
  • Fixed Income Analytics.
  • Forecasted mortgage prepayment and default at the deal level and individual loan level.
  • Developed credit default analysis on residential mortgages.
Technologies: Perl, Python, C++
2004 - 2007

Software Design Engineer

  • Contributed to mobile development on the Windows Phone team.
Technologies: C++



Website designed for real estate investors to research and discover under-priced condo and co-op deals across the country.



PHP 7, SQL, Python, JavaScript, Java, C++, Perl


Linear Regression, Options Trading, Quantitative Analysis, Machine Learning, Artificial Intelligence (AI), Deep Reinforcement Learning, Reinforcement Learning, Equity Derivatives, AI Design, Software Development




2016 - 2017

Master of Business Administration Degree in Business Administration

Harvard Business School - Boston, MA

1999 - 2004

Masters of Engineering Degree in Computer Science and Math

MIT - Cambridge, MA