* Generated ideas and executed trades for the funds since inception* Enhanced portfolio returns with tactical investment and execution include volatility capture, relative value capital structure, convertible arbitrage and directional high yield and equity* Designed proprietary trading and valuation models for convertible securities, mandatory equity units, and OTC derivatives* Collaborated in marketing efforts including client due diligence meetings, market outlook, risk management reporting, and monthly commentaries* Identified portfolio exposures and implemented efficient measures to reduce or hedge exposures given current market outlook and conditions

Quantitative Trader and Analyst* Researched investment ideas, managed risk, and modeled securities for the convertible arbitrage funds* Developed models including individual valuation/screening and risk scenario analysis to stress test portfolios and identified risk exposures* Determined interest rate and credit portfolio exposure and recommend hedges based on economic/investment environment* Modeled new issues and existing convertible securities with input (credit/volatility assumptions) and analyzing model outputs (greeks)* Created customized client risk reports and internal portfolio risk statistics* Assessed convertible models for the pricing of evolving convertible structures (takeout protection, embedded warrant structures, mandatories, net share settle)