Philip Michaelides Email & Phone Number

Rates derivatives strategist at J.P. Morgan Securities. My team and I, including the broader team that covers cash Treasuries, economics, TIPS, short duration, MBS, etc. contribute to J.P. Morgan's flagship publication: U.S. Fixed Income Markets Weekly. In the publication, we present our macro views, trading strategies/recommendations and analysis for our institutional clients. On the derivatives side, we cover strategies involving interest rate swaps, swaptions, swap spreads, futures, and exotics.My previous work as a quantitative analyst for Wells Fargo involved building, testing, and validating cross asset derivative pricing models in Python along with publishing the theoretical pricing framework. I obtained my Master of Science in Financial Mathematics from the University of Chicago. Through my work experience and studies, I was able to develop a deep understanding on various investment related topics ranging from fixed income, global macro, equity, economics, financial statement analysis, and portfolio management. I enjoy applying these skills in practice by trading my own portfolio using fundamental valuation and quantitive strategies while keeping abreast of international market conditions daily.

Listed skills include Microsoft Excel, Mathematics, Pricing Analysis, Data Analysis, and 15 others.