
Ivan Lee
Technology / Internet
About Ivan Lee:
Looking for new opportunities in the data science space as my interest lies in building data science products that involve predictive modelling
Experience
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)
Education
NATIONAL UNIVERSITY OF SINGAPORE
BSocSci in Economics with
Statistics (Second Major)
Graduation: May 2021
GPA: 4.39/5
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