•Exposed to strategies including: Benchmark UST Basis and Flies; TED Boxes; Futures’ Curves and Flies with PCA, duration and custom weightings, •UST Calendar rolls risk and or curve adjusted. •Created excel sheet to calculate accrued interest, dirty price, forward price, carry, conversion factor, financing cost, implied repo rate, gross basis, and net basis in order to determine the CTD bond •Calculated daily drop/carry of forward contracts•Created an excel sheet to calculate Fed Fund rate hike probability •Created a hedge matrix with excel

•Planned different marketing strategies to appeal to clients•Worked in client relations