Research Associate
CurrentDeveloped dynamic models to forecast interest rates, inflation, and asset prices, applying GARCH, copula, and bootstrapping techniques to enhance predictive accuracy.Analyzed global economic indicators and sectoral trends, integrating financial stress indices and real activity factors to guide investment strategies and assess tail risks.Delivered monthly reports on macro trends, monetary policy, and sectoral drivers, providing actionable insights to corporate and buy-side clients.Conducted probability-based scenario analyses, modeling Treasury yields, S&P 500 returns, and macroeconomic shocks with R.