Non-retail model validation

•Developed Volatility Optimization Model for public debt fixed income portfolio through analyzing typical and atypical market indices and adjusting the leverage for both long and short position using XGBoost in Python, data preprocessing using Pandas.•Developed Issuer Selection Model which pick issuers with strong earning potentials from issuer candidates through modeling firm fundamentals.•Back tested the fixed income models using historical data and detected that the model increased the Sharpe Ratio.•Developed a User Interface that automatically generate two-aging debt invoices comparison report for private debt analysis, which increased the efficiency.