Lee Lin
Equity Derivatives Developer
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.
Portfolio
Experience
AI Design - 15 yearsEquity Derivatives - 15 yearsOptions Trading - 15 yearsMachine Learning - 10 yearsReinforcement Learning - 10 yearsQuantitative Analysis - 10 yearsArtificial Intelligence (AI) - 10 yearsPython - 4 yearsLocation
Availability
Preferred Environment
Emacs
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
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.
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.
Software Design Engineer
MIcrosoft
- Contributed to mobile development on the Windows Phone team.
Experience
RealtyHop
https://www.realtyhop.comSkills
Languages
PHP 7, SQL, Python, JavaScript, Java, C++, Perl
Other
Linear Regression, Options Trading, Quantitative Analysis, Machine Learning, Artificial Intelligence (AI), Deep Reinforcement Learning, Reinforcement Learning, Equity Derivatives, AI Design, Software Development
Tools
Emacs
Education
Master of Business Administration Degree in Business Administration
Harvard Business School - Boston, MA
Masters of Engineering Degree in Computer Science and Math
MIT - Cambridge, MA