Senior quantitative financial strategist with deep expertise in Capital Markets and Securitization, Machine Learning, econometrics, and algorithmic investment strategies. Specific sector expertise in fixed income, structured products, and credit derivatives. Top-performing fixed income Hedge Fund Portfolio Manager, with core competencies in trading, risk management, securitization, proprietary model building, and quantitative analysis, including machine learning and AI. Broad buy-side and sell-side experience across asset classes including RMBS, CMBS, ABS and CDOs. Proven revenue generator, with strong industry relationships. Ability to explain and communicate complex technical concepts to non-quant audiences.Current areas of research focus: Deep learning, natural language processing, reinforcement learning, algorithmic investing. Expertise in Python, Tableau, SQL, BQL, Power BI.
Listed skills include Banking, Corporate Finance, Credit, Equities, and 29 others.