Ivan Lee

Looking for new opportunities in the data science space as my interest lies in building data science products that involve predictive modelling

SACCADE CAPITAL LTD | Quantitative Analyst

Jun 2021 - Jul 2023

• Oversee operations of firm’s live trading strategy in specific exchanges
• Improved existing pricing and trading logic for systematic exchange-traded derivatives trading strategy
• Implemented regression models (Linear Regression, Decision Trees) to predict prices of financial instruments, resulting in 20-25% increase in simulation pnl.
• Implemented exchange specific latency and order queue assumptions in C++

based off statistics from live trading in firm’s backtester which improved accuracy of research results relative to live trading

• Onboarded new exchange: set up UAT and production environment with automatic deployments (Linux, Airflow)

NATIONAL UNIVERSITY OF SINGAPORE

BSocSci in Economics with

Statistics (Second Major)

Graduation: May 2021

GPA: 4.39/5