Economist with expertise in financial markets, quantitative strategies, and financial operations. My experience spans fixed income, repos, short-term interest rates, and commodities, with a strong track record in futures trading (SOFR, Fed Funds, oil) and settlements processes. I leverage advanced tools like Python, SQL, Bloomberg Terminal, and financial platforms (Murex, Calypso) to deliver efficient, data-driven solutions and optimize performance.In my current role, I manage settlements for fixed income and repos, achieving an 80% STP rate by streamlining processes using Euroclear, Iberclear, Murex, and Calypso. Previously, as a Quantitative Trader, I designed and implemented quantitative trading strategies (calendars, butterflies, condors), while conducting daily market analysis focused on key economic indicators (CPI, NFP, PMI).Key Expertise and Skills:Technical: Advanced Python (NumPy, Pandas, Matplotlib, Scikit-Learn), SQL (PostgreSQL, BigQuery), Excel (advanced modeling), VBA, MATLAB, Bloomberg Terminal, Murex, Calypso.Financial: Fixed income, repos, derivatives, quantitative strategies, futures trading, and settlements.Operational: STP processes, reconciliation, claims resolution, and dashboard creation for performance tracking.Analytical: Data analysis, modeling, automation, risk management, and visualization.I am passionate about leveraging my technical expertise and market knowledge to navigate complex financial environments, drive innovation, and contribute to the success of data-driven organizations.Open to new opportunities in trading, quantitative analysis, financial strategy, and market operations.