Work closely with PMs, head of rates, heads of fixed income on portfolio management, rates strategy, duration management and derivative hedging on overall portfolio.

Worked with Portfolio managers, traders and research team on active portfolio management with a focus on U.S corporates. Assisted PMs on daily portfolio management including new issue buy/sale, duration and cash management and overall beta management. Proposed trade recommendations to generate alpha. Also responsible for portfolio constructions for new capital. Worked on research projects such as global credit growth trend analysis and global hedging cost.

Worked with head of SSGA FICC quant research on fixed income model design and portfolio construction.