Asset allocation professional who blends fundamental and quantitative insights to deliver portfolio solutions for insurance asset management. * Dynamic Asset Allocation conditional on macro-economic and credit cycle environment * Credit Cycle Modeling using credit availability, leverage, volatility, and macroeconomic indicators.* Scenario-based model of HYG ETF buy-and-hold and dynamic composition simulations through the cycle. * Correlation and Volatility regimes forecast (using market sentiment signals) for portfolio construction along the capital structure (bonds and stocks). * Sector and Issuer Credit Curve Estimation, using liquidity scores to adjust the contribution of each security, and a hierarchical model to condition level and curvature.* Transaction cost modeling in fixed income, adjusting for odd lots and large positions. * Risk Management, VaR, C-VaR, statistical estimation, scenario and Monte Carlo simulation, robust portfolio optimization, multifactor risk models, regime-switching volatility models.* Liquidity estimation in fixed income, TRACE. Simulation-based system to estimate time to liquidate a fixed income portfolio or list of securities.