With work experience over 16 years, this professional is now working at Hudson River Trading based in 4 as a Researcher, Team Lead. Iain received his education from 2011 to 2016 at the Massachusetts Institute of Technology. Iain speaks fluently two languages: English and Japanese. This professional can be found in Cambridge, Massachusetts. To contact Iain, you can look for their phone number or email or find exhaustive information by requesting access to this expert's further details on SoftwareOfficial.
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Iain Dunning
Last updated May 20, 2024
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Work History
Researcher, Team Lead
150 Greenwich St, New York, NY 10006
I'm the team lead for "HAIL" - HRT AI Labs. We use a variety of cutting-edge machine learning techniques, primarily deep learning, to improve our trading across all the instruments HRT trade...
from Aug 2018
Senior Research Engineer, Team Lead
Solve intelligence, use it to make the world a better place" Designed and implemented deep reinforcement learning (RL) training systems for a variety of environments, including the Quake 3-...
Jul 2016 — Jul 2018
Phd Candidate and Research Assistant
77 Massachusetts Ave, Cambridge, MA 02139
PhD candidate at the MIT Operations Research Center, supervised by Prof. Dimitris Bertsimas. My thesis work focused on optimization under uncertainty via robust optimization, in particular n...
Sep 2011 — May 2016
Teaching Assistant
77 Mass Ave, Cambridge, MA 02139
Teaching assistant for:
Spring 2013: Executive MBA class "The Analytics Edge"
Spring 2014: Executive MBA class "Data, Models, and Decisions"
Spring 2015: MBA class "The Analytics Edge"...
Jan 2013 — Apr 2016
Decision Support Engineering Intern
1600 Amphitheatre Pkwy, Mountain View, CA 94043
Worked on search engine, specifically the crawler. Researched, adapted, developed uncertainty-exploiting algorithms to improve the crawl, then analyzed expected impacts using MapReduce over ...
May 2013 — Aug 2013
Research Assistant
Development work on OpenSolver (with Andrew Mason) and Dippy and PuLP (with Michael O'Sullivan).
Apr 2011 — Jul 2011
Developer
Developed simulation in Microsoft Excel to simulate workforce training in the NZ primary sector, particularly the dairy industry.
Developed modeling fitting and data exploration tools in M...
Mar 2011 — Jul 2011
Various Academic Support Roles
Teaching Assistant
ENGSCI 211
Mathematical Modelling 2 (2011)
Tutor for:
ENGSCI 233
Computer Systems and Computational Techniques (2010, 2011)
Grading for:
ENGGEN 131
Engineering Co...
Jul 2008 — Jun 2011
Research Studentship
In this project a computer program (“LPG”) that solves linear programs (a type of optimization problem) with and without the use of these GPUs was written. It was found that if a GPU was uti...
Nov 2009 — Feb 2010
Intern
Developed QA system in VBA for inputs and outputs to various industry modelling packages.
Nov 2008 — Feb 2009
Intern
Broomfield, CO
Worked on design of Auckland City Council school safety plans, made extensive use of AutoCAD.
Nov 2007 — Feb 2008
Education
2011 — 2016
2007 — 2010
2006 — 2006
2001 — 2005
Occupations
Scientist
Researcher
Executive
Team Leader
Accountant
Finance and Accounting Specialist
Engineer
Survey Researcher
Operations Manager
Accounting Bookkeeper
Bookkeeper
Skills
Mathematical Modeling
Simulations
Algorithms
Matlab
Operations Research
Python
Optimization
Data Analysis
Programming
R
Statistics
Modeling
Microsoft Excel
C++
Applied Mathematics
Vba
Optimizations
Analytics
Heuristics
Mathematical Programming
C
Latex
Machine Learning
Julia
Spreadsheets
High Performance Computing
Data Mining
Ampl
Quantitative Analytics
Statistical Modeling
Visual Basic For Applications
Excel
Simulation
Linear Programming
Mathematics
Signal Processing
Analysis
Science
Cplex
Analytical Skills
Management Science