Member of global macro hedge fund portfolio management team• Senior and originating member of four-person investment team working directly under CEO/CIO for a discretionary global macro hedge fund with $350mm AUM that launched in 2016.• Primarily responsible for portfolio management which included applying an analytical framework for developing top down fundamental based investment themes and generating bottom up quantitative driven ideas, while applying dynamic risk management at both a portfolio and trade level. • Invested in rates, FX, credit, and equity markets, focusing on volatility and other derivatives strategies in both developed and emerging markets.• Responsible for trade idea generation, optimization of trade expressions, execution of trade structures, and dynamic risk management of each position throughout the lifecycle of strategy.• Involved in direct fund marketing to prospective investors that was essential in the fundraising effort which resulted in successfully raising new capital in every year of the Fund’s existence. Client facing responsibilities included leading discussions showcasing investment philosophy, illustrating trade idea strategies, and featuring as a key presenter for monthly portfolio performance update calls.• Functioned as principal architect of the firm's technology framework and infrastructure from the ground up. Designed derivatives pricing application, trade warehouse system, proprietary analytics tools, and platform interconnectivity. Partnered with firm's CTO to guide and manage Quantitative Analytics team.

• Primary trading responsibilities: market making in USD exotics products for the firm’s customer franchise (including the largest global hedge funds, money managers, and insurance companies), trading in the interdealer broker markets, and executing exchange traded structures.• Managed positions and risk profiles in addition to developing trading strategies to achieve desk’s risk objectives and generate profits.• Served as the firm’s primary market maker in USD denominated product types including: Midcurves, Bermudan and American style Swaptions, CMS Spread Options, CMS Caps and Floors, Forward Vol Agreements, Zero Coupon Callable Swaps (Accreters), Cancellable Swaps, and Non-Callable Leveraged Steepeners.• Frequently traded hedging instruments such as European Swaptions, Caps and Floors, Interest Rate Swaps, US Treasuries, Eurodollar Futures, Eurodollar Future Options, and Eurodollar Midcurve Options.