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.
ExperienceAI Design - 15 yearsEquity Derivatives - 15 yearsOptions Trading - 15 yearsMachine Learning - 10 yearsReinforcement Learning - 10 yearsQuantitative Analysis - 10 yearsArtificial Intelligence (AI) - 10 yearsPython - 4 years
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.
- 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.
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
- Contributed to mobile development on the Windows Phone team.
Linear Regression, Options Trading, Quantitative Analysis, Machine Learning, Artificial Intelligence (AI), Deep Reinforcement Learning, Reinforcement Learning, Equity Derivatives, AI Design, Software Development
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