• Directly responsible for the research and development of our systematic credit strategies. • Developed our systematic credit ‘alpha’ model that is not directional to equity and credit market movements and relies on precise measurement of a bond’s systematic market risk exposures, peer universe, and contemporary credit assessment.• Designed risk-allocation frameworks for precise separation of intended vs. unintended risks in fundamental active core and core-plus portfolios. Developed a proprietary interest rate hedging tool, three-factor principal component matched, to improve upon krd matched hedging supported by Aladdin. • Designed a fixed income asset allocation model to capitalize on the predictable component of the corporate credit cycle to allocate risk across spread and rate sensitive sectors in core and core-plus portfolios. • Integrated advanced financial machine learning methods (IPCA, Fin-GAN) for credit sector timing, business cycle modelling, and tactical asset allocation.• Implemented quantitative trading methods to reduce implementation shortfall compared to model portfolios for the systematic credit portfolios.

• Created several proprietary industry-specific models to enhance existing equity alpha models.• Responsible for rebalancing quantitative equity strategies in a tax-aware manner to ensure effective risk management via transaction cost and exposure monitoring.• Developed a specialized machine learning model capturing factor autocorrelation and interactions, augmenting factor models' explanatory power in the cross-section of stock returns. • Designed/customized equity and fixed income quant solutions for prestigious clients, including sovereign wealth funds.• Researched and developed several successful systematic credit strategies such as HYGV – Value investing in US High Yield Universe.• Authored several white papers, blogs, and webinars. Regularly presented at Industry Conferences and Northern Trust events.• Helped shape Northern Trust's ESG integration philosophy.