Robert Scott Email & Phone Number

London, England, United Kingdom

London, United Kingdom

Responsible for business development, advisory and training services with central banks, sovereign wealth funds and national pensions across all regions. Produces industry-specific research on official institution and investment-related issues. Conduct training for Official Institutions in organised seminars or ad hoc on-site sessions covering topics.

Basel Area, Switzerland

Responsible for a team of six portfolio managers managing over USD 25 billion in global high-grade fixed-income portfolios for primarily central bank clients. Also developed an external manager programme for MBS. Re-developed the investment process from the ground up to a factor-based scalable approach. Daily responsibilities included rebalancing.

Basel Area, Switzerland

Responsible for managing JPY and USD government and agency fixed-income portfolios as well as the development of quantitative forecasting models to be used in the investment process across multiple factors. was also responsible for regular briefings to the Monetary and Economics department about market developments, investment themes and any anomalies in.

Basel Area, Switzerland

Worked in the Monetary and Economics department on derivatives statistics, macro research and yield curve modeling. was also responsible for research and writing input into the BIS Quarterly Review and for development of liquidity and market stress indicators for the BIS Committee for the Global Financial System as well as the G10 Governors Committee and.

Montreal, Canada Area

Launched the BCA Fixed-Income Strategist, a weekly US bond market strategy publication. The weekly focused on US Treasuries, curve, credit, MBS and other high-grade fixed-income investment strategies based on the BCA macroeconomic outlook. I also spoke at conferences and teleconferences on our fixed-income market outlook and yield curve and sector.

Montreal, Canada Area

Responsible for quantitative research and model development including the BCA Bond Model and other fixed-income related indicators. Wrote the yield curve strategy component of the BCA Interest Rate Forecast monthly publication while developing the framework and material to eventually launch the BCA Fixed-Income Strategist. Also developed a pricing database.