Ivan Lai
About Ivan Lai
Ivan Lai is a Senior Applied Scientist with extensive experience in quantitative trading and data science. He has worked for several financial institutions and specializes in time-series analysis and deep learning model optimization.
Work at Streetbees
Ivan Lai has been employed at Streetbees as a Senior Applied Scientist since 2021. In this role, he applies his expertise in data science and machine learning to enhance the company's data-driven insights. His responsibilities include developing and fine-tuning algorithms that leverage large datasets to inform business decisions. His experience in transformer-based deep learning models contributes to the innovative approaches taken at Streetbees.
Previous Experience in Trading and Data Science
Before joining Streetbees, Ivan Lai held several significant positions in trading and data science. He worked as an Algo Trader at ALGOMAX LIMITED from 2009 to 2018, and as a Quantitative Trader at RBS International from 2005 to 2008. His role at Deutsche Bank as an eFX Algo-Trader lasted from 2008 to 2009. Additionally, he served as a Senior Data Scientist at Pricesearcher.com from 2018 to 2020, where he focused on data analysis and algorithm development.
Education and Expertise
Ivan Lai earned his Bachelor of Science degree in Mathematics, Operational Research, Statistics, and Economics from the University of Warwick, completing his studies from 1992 to 1995. He further pursued a Doctor of Philosophy in Bayesian Forecasting and Dynamic Models at the same institution, graduating in 1999. His academic background provides a strong foundation for his specialization in time-series analysis and forecasting.
Technical Skills and Specializations
Ivan Lai possesses hands-on experience in fine-tuning transformer-based deep learning models, utilizing Google TPUs and GPUs. He specializes in time-series analysis and forecasting, employing techniques such as Kalman filters and Bayesian dynamic linear models. His work often involves managing extensive datasets, exceeding 2 billion records, where he focuses on algorithm efficiency and data pipeline design.
Background and Interests
Ivan Lai has a diverse professional background, having worked in various roles across the finance and data science sectors. He has explored Great Britain extensively by bicycle, demonstrating resilience in challenging weather conditions. This personal interest reflects his commitment to overcoming obstacles and pursuing new experiences.