Conducting academic research to turn into industrial solutions for the banking and finance industry in the field of financial engineering.Research Fields: Fixed income, Asset Pricing, Credit risk, Asset management, Derivatives, Quantitative Modeling, Computational Finance, Machine Learning

Management of HSBC Asset Management’s multi-asset funds which are designed for pension companies and HSBC Bank’s retail and institutional clients. • Investment in diversified portfolios containing wide-range of asset classes in local and global financial markets such as equities, fixed income, commodities, FX and alternative products.• Design and implementation of strategic and tactical asset allocation processes • Trade idea generation, application of top-down and bottom-up investment insights to multi-asset class portfolios.

Developing quantitative asset management tools, fixed income and credit analyticsCredit bond portfolio management, systems development/management, risk management.Research fields : Fixed income, Yield curve modeling, Portfolio choice and Asset allocation, Hedging, Risk management, Options and Volatility surface modelingBusiness projects including Capital Markets Board of Turkey, Central Registry Agency, Turkish Derivatives Exchange, ISE Settlement and Custody Inc, HSBC, Finansbank and Fibabanka

Development, analysis and maintenance of financial risk management modules : Asset Liability Management : Development of cash flow analysis, balance sheet simulations, gap and duration analysis, interest rate simulations, integration of module to several banks.Market Risk : Implementing VaR methodologies, simulations, sensitivity analysis. Pricing of securities, stocks, derivatives etc. Integration of module.Credit Risk : Implementation of LGD, EAD, EL, UL calculations. Analysis of credit and customer data in large volume.