Summary
Shubin L is a data scientist and quantitative researcher with 11 years of experience applying machine learning, big data, and quantitative techniques to financial markets. He has held data science and quant roles at JPMorgan, KCG (now Virtu), and since 2017 at Third Point, bringing institutional trading and hedge fund perspectives to model development and research. Trained at UC Berkeley in applied mathematics and operations research, he blends rigorous optimization and statistical foundations with practical deployment for trading strategies and risk analytics. Known for translating complex data into actionable signals, he pairs production-minded engineering with a researcher's curiosity for novel feature engineering and model robustness.
11 years of coding experience
3 years of employment as a software developer
Bachelor, Applied Mathematics, Operations Research and Management Science, Bachelor, Applied Mathematics, Operations Research and Management Science at University of California, Berkeley