David Dai
About David Dai
David Dai is a Software Engineer with extensive experience in data science and quantitative finance. He has worked at notable organizations such as Two Sigma, OnDeck, and Harvard University, and holds advanced degrees in Statistics and Computational Science and Engineering.
Current Role at Two Sigma
David Dai has been working as a Software Engineer at Two Sigma since 2021. He is involved in developing software solutions that leverage advanced statistical techniques and machine learning algorithms. His role focuses on implementing quantitative methods that support the firm's investment strategies and risk management processes.
Previous Experience in Software Engineering
Prior to his current position, David held various roles in software engineering and data science. He worked at OnDeck as a Software Engineer from 2017 to 2020, and as a Data Scientist from 2016 to 2017. He also gained experience at Apto Payments as a Software Engineer for eight months in 2020. His work in these roles involved applying statistical modeling and machine learning techniques to solve complex problems.
Educational Background
David Dai holds a Master's Degree in Computational Science and Engineering from Harvard University, where he studied from 2014 to 2016. He also earned a Master of Science in Statistics from the University of Arizona from 2012 to 2014, and a Bachelor of Science in Mathematics from the University of Arizona Honors College from 2008 to 2012. His educational background provides a strong foundation in statistical analysis and quantitative methods.
Skills and Expertise
David possesses a range of skills in statistical techniques and data science. He specializes in time series analysis and market beta, which are important for risk analysis. His expertise includes advanced statistical methods such as Hidden Markov Models, Kalman Filters, and Particle Filters. He is also proficient in implementing machine learning algorithms and has experience with Markov chain Monte Carlo algorithms.
Internships and Teaching Experience
David's early career included internships and teaching roles that contributed to his professional development. He interned at Genesis Capital in 2014 and The Red Capital, LLC in 2009. Additionally, he served as a Graduate Teaching Fellow at Harvard University in 2015 and 2016, and as a Graduate Teaching Assistant at the University of Arizona from 2013 to 2014. These experiences helped him build a solid foundation in both practical and theoretical aspects of his field.