Daniel Lam
Macro-Economic Quantitative Researcher
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolDaniel Lam is a Macro-Economic Quantitative Researcher in New York with nine years of current-focused experience and over two decades building quantitative finance systems across global macro, multi-asset portfolio construction, and risk management. He has led quant research and engineering at hedge funds and major asset managers, developing models for expected returns, optimized portfolios, systematic trading, and bespoke client solutions across stocks, bonds, FX, commodities and alternative risk premia. At Bloomberg he applies advanced Bayesian inference and practical engineering to evaluate funds and design customized solutions that bridge systematic and discretionary strategies. Trained at NYU Courant (M.S. Mathematics in Finance) and with a background in physics and software engineering, he blends rigorous mathematical modeling with hands-on infrastructure oversight. Colleagues rely on him for translating complex macro signals into liquid, investable strategies and for operationalizing research into production-grade trading and risk systems.
9 years of coding experience
6 years of employment as a software developer
Master of Science (M.S.), Mathematics in Finance, 4.0, Master of Science (M.S.), Mathematics in Finance, 4.0 at New York University, Courant Institute of Mathematical SciencesThe University of Melbourne
Github Skills (13)
cocoapods10
apple-tv7
swift-framework5
hexo5
ios5
tvos5
logging5
swift4
macos4
server-side-swift4
vapor4
development-kit2
mpandroidchart1
Programming languages (2)
Github contributions (5)
linyuanteng/vue-project-demo
Sep 2022 - Sep 2022
Contributions:23 pushes, 1 branch in 11 days
Swerfvalk/SwerfvalkExtensionKit
Aug 2017 - Aug 2017
Contributions:6 releases, 13 pushes, 1 branch in 10 days
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