Robert Lindland is a quantitative researcher with eight years of experience applying machine learning, algorithms, and time-series methods to systematic trading and predictive modeling. An MIT Mathematics and Computer Science undergrad, he has moved between academia and finance—contributing novel imputation and model-selection techniques at CSAIL and Inria before deploying strategies at Seven Eight Capital and now Headlands Technologies. His background blends deep learning engineering (including a low-level DL library project and ASR work) with practical quant research, giving him fluency from prototype to production. Based in Chicago, he’s comfortable bridging theoretical rigor and real-world constraints in high-frequency environments. Colleagues note his knack for turning complex time-series insights into robust, deployable components—a skill honed through sustained research internships and trading roles.
8 years of coding experience
6 years of employment as a software developer
Mathematics and Computer Science, Mathematics and Computer Science at Massachusetts Institute of Technology
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