COMPETENCIES:
- Fixed Income/Derivatives Specialist and Manager
- Multi - faceted investment professional with experiences in capital markets, investment management and fixed income portfolio management.
- Strong background with macroeconomic and fixed income research. Excellent analytical skills, and hands-on and managerial experiences.
- Extensive knowledge of wide array of financial products including MBS (mortgage-backed security ), ABS (asset-backed security), Treasuries, Credit Derivatives and other complex financial instruments.
- Project management, problem-solving experiences in a fast-paced environment.
OVERVIEW OF SKILLS/EXPERIENCES:
- Fixed Income Experiences
- Investment Management Experiences
- Emerging Market Debt Experiences
- Project Management
PROFESSIONAL EXPERIENCES:
Sr. Fixed Income/Derivatives Specialist and Manager
Confidential, New York, NY
Responsibilities:
- Responsible for formulating EMD (emerging market debt) selection criteria, process and investment.
- Establish EMD Model portfolio - a model portfolio used by clients to invest in EMD markets.
- Fixed Income Consulting - research, review and engage fixed income investment.
- Used Calypso software tools to create and manage trade workflows for derivative and treasury products.
- Develop, research and strategize the optimal blend of sub-asset classes within fixed income - Treasuries, TIPS, Long Duration, Core, Global, EMD and High Yield.
- Review trading figures for interest rate, credit, and equity derivatives.
- Forecast key financial market and economic indicators, using multivariate and autoregressive time series regressions, to augment multi-asset investment process
- Apply performance measurement/evaluation techniques to evaluate the performance of money management against predetermined investment standards in order to optimize investment results.
- Manage projects to review and overhaul data classifications and representations of fixed income data sets and instrument types.
Fixed Income Investment Consultant
Confidential, New York, NY
Responsibilities:
- Responsible for oversight of fixed income investment portfolio.
- Structured strategy analysis, overlay and implementation of fixed income policy.
- Researched alternative ALM/LDI (asset - liability modeling/liability driven investing) strategies to use within investment program.
- Designed fixed income investment, set strategy and allocations in accordance with specific client and investment objectives.
- Operated the implementation of yield curve exposures across portfolios by macroeconomic analysis, value analysis and technical analysis.
- Formulated trades while adjusting portfolio duration, monitored cash levels of accounts.
- Carried out economic trend research in Global Fixed Income markets for client investment needs.
- Provide fixed income asset allocation guidance for institutional and private client.
- Constructed multivariable regression interest rate modeling tools.
Fixed Income Investment Analyst
Confidential, New York, NY
Responsibilities:
- Responsible for portfolio analytics, risk/return metrics, and performance reporting for fixed income and equity portfolios.
- Provided Mutual Funds, Fixed Income investment support - Municipal Bonds, Risk Arbitrage and Convertible Securities.
- Reconciled and maintained trade cash and long/short stock record positions including repo financing trades.
- Provided research reports on economic trend of Global Fixed Income markets for clients.
- Maintained overall target duration, yield curve exposures and sector weights in portfolios.
- Implemented fixed income allocation of portfolios based upon qualitative and quantitative research and asset selection .
