Lyoe Lee
Data Sourcing & Strategy at Citadel Securities
Hong Kong SAR
Results-driven data professional with 10+ years of experience in financial data strategy, alternative data sourcing, and quantitative research across APAC. Built strategic data partnerships and drove data strategy into China, Japan, Taiwan, South Korea, and India; pioneered custom data products for quant modeling and spearheaded a brand-new Alpha Capture program across APAC.
Summary
I source and structure the alpha-generating alternative data that powers systematic and quantitative investment strategies across APAC. Over a decade, I've driven data strategy into China, Japan, Taiwan, South Korea, and India — building strategic data partnerships and pioneering custom data products for quant modeling.
At Citadel Securities I spearheaded a brand-new Alpha Capture program across the region. Across roles at Two Sigma and Bloomberg LP, I've led teams, built vendor relationships, and translated on-the-ground market data into modeling-ready products.
My background bridges economics research, quantitative analysis, and data leadership, with fluency in English, Mandarin, and Cantonese, and limited working Japanese.
Experience
- Spearheaded expansion and sourcing of numerous alpha-generating alternative datasets across APAC countries.
- Collaborated with data vendors to build unique datasets, resulting in additional alpha generated.
- Led the APAC expansion of Citadel Securities' brand-new Alpha Capture program — onboarded 250+ contributors across 50+ firms in 1.5 years.
- Sourced APAC's alpha-generating data and capabilities for quant modeling and Two Sigma's businesses.
- Led data strategy into China; expanded into key markets — Japan, Taiwan & South Korea.
- Established key China data partnerships and pioneered customized data products with them.
- Collaborated with engineers on data-transfer solutions; ran teach-ins for NYC modelers on APAC data & trading landscapes.
- Promoted to manage the Economics data product with a team of 11 across APAC, plus a team of 4 covering Localization & Profiles.
- Led collaboration with Bloomberg News on big-data analysis, generating unique insights on current events — including featured analysis on China's housing market.
- Led a team building a dashboard visualizing 1M+ client queries for internal stakeholders.
- Organized global discussions with product managers and engineers to revamp the Economics data viewer and Terminal search UI based on client feedback.
- Managed 10+ vendors covering Greater China & East Asia Economics data — 500,000+ time series from 80+ government and private sources.
- Worked with Bloomberg Economists to close product gaps and develop proprietary economic indices.
- Improved data quality and timeliness through technology solutions.
- Spearheaded global projects that grew new data adds by approximately 60% in one year.
- Taught Microeconomics to 3 classes of 20–30 undergraduates and assisted a 400-student lecture.
- Produced current-events-based problem sets and exams applying economic theory.
- Constructed a dataset of all Chinese provinces' interprovincial economic policies since the 1950s; authored senior honors thesis "The Flypaper and Teflon Effects: Evidence from China".
- Created macro datasets on fiscal and monetary policy since the 19th century for Professor Vuletin's research, "How is Tax Policy Conducted over the Business Cycle?"
- Analyzed a 1M+ entry dataset on the effects of affirmative-action law; awarded best seminar paper.
- As Goldfarb Scholar, researched tax policies across 50+ countries over the past century; presented findings on pro-cyclicality.
- As Teaching Assistant, taught Microeconomics and Macroeconomics to 50–60 undergraduates over 3 semesters.
- Conducted on-site client investigations of Beijing supermarket market shares; identified 3 major competitors and the target demographic.
- Partnered with the Shanghai team on China luxury-goods industry research for Bain's annual market report.
- Designed and conducted surveys of 300+ local citizens.
- Reviewed monthly tax and financial statements for 3 corporate clients; prepared Inland Revenue submissions.
- Prepared and completed tax filings for 200+ Hong Kong and international individual clients.
- Audited client financial reports and assisted with annual tax reports.
Skills, Languages & Certifications
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Let's connect.
Open to conversations on data strategy, alternative data, and quantitative research across APAC and beyond.