• Main CMBX strategist covering CMBX 6-14 and 2-5• Responsible for proprietary CMBX cash flow analysis across AAA to BB and computed loss-adjusted yield across 15 credit scenarios including distressed retail and double recession projections.• Created 18+ economic scenarios to correctly assess prepay/credit risks associated with conduit CMBS/CMBX investments from bottom-up loan level• Established proprietary internal rating methodology on entire public conduit universe across the entire deal stack• Implemented XA quartiling process to optimize investments including quantifying prepayment with penalty benefit to XA bonds• Fully automated both qualitative and quantitative inputs for monthly optimization process• Conducted monthly surveillance process on >$5bn CMBS/X investment• Responsible for 150+ conduit deals and conducted both new deal underwriting and monthly re-underwriting• Maintain and improve proprietary Credit-based CMBS model which utilizes monthly data feed at loan level from Trepp and macro economic outlook from REIS • Led various special research projects and key contributor to monthly research review meetings• Launched ESG research framework for Conduit and SASB CMBS deals across 20,000+ properties

• Managed daily cash-flows and month-end extensions on $18 billion AUM • Manually constructed monthly/quarterly Stable Value reporting on $2 billion AUM • Lead Associate Portfolio Manager in TBA monthly roll and US Inflation Strategy • Acted as Subject-Matter-Expert in security level analytics with specialty to TRS, CPI Swaps, and FX swaps

Fixed Income Attribution Evaluate performance attribution on monthly, quarterly, and YTD basis for US Multi-sector, Low Duration, Muni, High Yield, Emerging Markets, and Global strategies; Analyze Yield curve environment on a daily basis to determine validity of term structure management; Assist portfolio management team on providing month-end commentaries for relative performance; Conduct sector allocation and security selection on key institutional portfolios on a monthly basis; Conduct Top/Bottom 10 Contributor/Detractor analysis for US Credit and Global Credit strategies; Compute duration matching Treasury return on Corporate and Securitized bonds on a monthly basis; Train and coach junior analysts on performance attribution analysis; Support more than 200 institutional portfolios, over $100 billions in assets.

Conducted month-end performance evaluation for private clients Improved department efficiency and set standards and procedures to follow Reduced headcount from 15 consultants to 4 full time analysts Worked with IT to build in quality control filters to semi-automate production Reconciled and approved +1,000 accounts daily Resolved inquiries from financial advisors on a timely manner

Assisted clients with equity and derivative trades and portfolio analysis Generated 7 daily management reports and evaluated call statistics Managed account risks and solved margin and regulatory issues Provided translation across all functionalities for Asia Pacific clients