Summary
Nathan Liles is a Senior Data Scientist with 17 years of experience applying forecasting and NLP techniques to large-scale ad products at Microsoft. He blends deep financial engineering and quant trading roots with modern ML and MLOps, routinely building production pipelines using AzureML, PySpark, and PyTorch. His background spans trading desks and consulting labs, giving him a rare mix of rigorous quantitative modeling, business-facing consulting, and operational product delivery. Nathan’s hybrid experience as a program manager and data scientist means he understands both the constraints of production systems and the strategic levers that move metrics. Based in Carlisle, Massachusetts, he also follows AI policy, reflecting an interest in the broader impacts of the models he builds. Notably, his early work optimizing trading engines informs a pragmatic approach to model risk and efficiency in advertising systems.
17 years of coding experience
3 years of employment as a software developer
Juris Doctor (J.D.), Juris Doctor (J.D.) at Northwestern University School of Law
BS IEOR Financial Engineering, BS IEOR Financial Engineering at Columbia Engineering
Kellogg School of Management