Co-lead the U.S. Rates Strategy team at J.P. Morgan. Our team produces market-leading research and strategy for US Treasuries, TIPS, Agencies, interest rate derivatives, and short-term fixed income.

I am responsible for U.S. cash interest rate strategy: developing duration, curve and spread views for the Government and Agency markets at J.P. Morgan. I co-author the US Treasury Market Daily, and am the principal author of the Treasuries and Agencies sections of our flagship fixed income strategy publication, U.S. Fixed Income Markets Weekly.

Covered money center and regional banks for their investment portfolio and balance sheet hedging needs. Helped bank CIOs and senior ALM professionals with balance sheet hedging strategies, involving interest rate derivatives and structured borrowings.

Covered domestic asset managers and macro hedge funds for interest rate products.

Lead Agency strategist: authored Agency section of US Fixed Income Markets Weekly. Completed extensive analysis of Agency callable valuations. Worked closely with trading desk in developing and implementing relative value trades within the Agency bullet and callable markets.

Member of Institutional Investor-ranked Government Strategy team.Assisted head government strategist in producing periodic strategy publications, including US Interest Rate Markets Strategy and US Fixed Income Markets Weekly. Developed and marketed yield curve relative value trades for both internal trading desks and external client base.

Intern on US Fixed Income Research team