Putnam was acquired by Franklin Templeton in 2024.

• Responsible for the research, development, and deployment of quantitative strategies in Emerging Market Fixed Income sectors, including EM local rates, FX, sovereign credit, and EM sector allocation models.• Fully automated trades in Python for the following strategies: - A multi-factor EM local rates trading alpha model: On paper since 2020 and trading live since 2022 in the Multisector Fixed Income funds, this model has achieved a strong live PnL record after implementation costs. - EM local rates and EM FX beta strategies: Designed to efficiently capture systematic EM premia and diversify portfolios, these strategies use G10 hedges to reduce volatility and correlation with DM assets.• Led the creation of an EM macroeconomic and factor database, streamlining the collection and processing of key economic indicators for systematic model inputs and weekly discussions.• Maintaining a backtesting and research infrastructure codebase, along with a Snowflake database housing a few Fixed Income sector indices and constituent-level data.• Collaborating with EM and Multi-sector Fixed Income portfolio managers to incorporate systematic metrics and processes into investment decisions.• Providing weekly EM local markets summaries and macro data release discussions.Past Projects:• EM Cross-Asset Factor Analysis• EM Corporate Screener• Backtesting framework and research infrastructure• Market monitoring and peer analysis frameworks• Reporting and attribution frameworks

Worked closely with portfolio managers on constructions and back-testings of multi-asset globally diversified portfolio.Designed a process for external manager evaluation and selection and a performance attribution report.Designed and ran reports on cross-asset correlations and data for macroeconomic and FX outlook.