Nancy Lee

Nancy Lee is a highly skilled and experienced professional in the fields of artificial intelligence and quantitative research. Currently serving as the Director and AI Researcher in the E-trading team at Citadel since April 2019, Nancy specializes in deep learning, natural language processing, and computer vision. Prior experience includes a role in the Modeling Research Department at Morgan Stanley, where Nancy developed Kalman Filters and Recurrent Neural Networks for market predictions, and performed analyses on complex financial instruments. Educational qualifications include a Master of Science in Computer Science from Stanford University, a Master of Mathematics in Finance from New York University, and a Bachelor of Science in Applied Mathematics from Xiamen University. Additional academic experiences include studying statistics and mathematics through exchange programs at Lund University School of Economics and Management and College of Charleston.