•Under the supervision of the analyst, I worked on a multi-factor model using financial market valuation measures, along with market and credit measures of supply to forecast level of the credit cycle. I evaluated the impact of the variables for statistical significance. The forecast is then used in the PPM loss model to measure the change in systematic factors.•Developed a scenario model prototype using Excel, VBA, and DV01 measures coming from Yield Book which was used in the PPM Spotfire BI tool to approximate the impact of curve shocks on several portfolios simultaneously so the team can identify outliers in the portfolio. •Wrote Excel Macros (VBA) with purposes ranging from reformatting large data files to calculating various analytical measures. •Ran portfolio scenario analysis using the Yield Book and developed interactive spreadsheets to assist the quant team in the interpretation of the results•Assisted in development of a model meant to analyze the persistence or anti-persistence of a security’s returns.•Frequently used Bloomberg and Bloomberg Excel API for research and data gathering purposes

•Followed up on qualified leads in order to provide high quality potential student leads to colleges and universities•Developed communication skills essential to conveying ideas in an effective and respectful manner under difficult circumstances