• Interpreted market and macroeconomic data for client portfolio positioning.• Directly supported the Chief Investment Officer for Global Wealth Management & Private Banking and Investment Group; actively engaged in constructing our market views and communicating our view through our monthly and quarterly client presentations.• Collaborated on model portfolio solutions for ultrahigh net worth clients and institutions, including asset allocation modeling, Monte Carlo simulation and portfolio risk factor analysis.• Co-developed a global set of quantitative asset allocation signals, which are used as tactical inputs for portfolio positioning.

• Interpreted market and macroeconomic data for client portfolio positioning.• Directly supported the Chief Investment Officer for Global Wealth Management & Private Banking and Investment Group; actively engaged in constructing our market views and communicating our view through our monthly and quarterly client presentations.• Collaborated on model portfolio solutions for ultrahigh net worth clients and institutions, including asset allocation modeling, Monte Carlo simulation and portfolio risk factor analysis.• Co-developed a global set of quantitative asset allocation signals, which are used as tactical inputs for portfolio positioning.

• Evaluated and analyzed clients’ asset allocation and manager selection; evaluated portfolios for unintended risks, including aligning portfolio objectives, risk, and manager combinations.

• Evaluated IG credit sector exposure and assisted in security selection based on the portfolio objectives while mitigating yield curve exposure. • Built portfolio duration models to predict portfolio analytics during rebalancing periods.• Researched and created presentation materials for a new product offering, Levered TALF Legacy CMBS Fund.

Asset Backed Securities, Home Equity, 2007-2008• Responsible for distressed home equity ABS book; including hedging, risk management, and loan warehouse modeling. • Managed strategic strategy for monetizing $800MM warehouse loan portfolio.• Profit & Loss responsibility for securities and loan book, including cross-securitized products ABS home loan deal structuring.• Managed two employees on various aspects of the analysis and development of metrics for the home equity trading business.Agency Collateralized Mortgage Obligations, 2005-2007• Co-managed a trading book of $9B in Agency CMO derivate instruments. • Representative to the deal structuring team. • Developed and implemented a hybrid agency paydown model .• Member of the integration team that tested a new trading system which measured profit and loss accuracy and risk exposures.