Investment professional with 10 years of experience and a proven track record of success working across teams in Corporate Treasury, Finance, and Risk Management on complex asset-liability and risk management solutions. I’m a strong professional with two Master’s Degrees in quantitative fields and excellent analytical, communication, and technical skills with interests in machine learning, portfolio optimization, and factor investing. Skills: Python, VBA, SQL, Bloomberg, BlackRock’s Aladdin.Fixed Income Portfolio ManagementExperienced in fixed income research, portfolio analytics, attribution, mortgage prepayment analysis, and active portfolio management against a customized index. Knowledgeable in various investment grade fixed income asset classes and derivatives including rates products (US treasuries, TIPs, interest-rate swaps, caps, and floors), Agency RMBS, corporate bonds, municipal bonds, and structured products. Balance Sheet and Risk ManagementExperienced in managing interest rate risk, liquidity requirements, and net interest income of a large bank’s balance sheet. Skilled in balance sheet valuation, forecasting, and scenario analysis / stress testing.Model DevelopmentSkilled in the entire model development life cycle (business requirements, data capture, model design, implementation, validation, documentation, and deployment) within a regulated environment.TechnologyProficient in designing, implementing, deploying, and maintaining scalable data pipelines and automating workflows as well as building in-house tools leveraged for portfolio management and analysis.People ManagementManage a small team of quantitative analyst / associates responsible for delivering in several of the aforementioned areas. Furthermore, I direct cross functional engagement across teams in Corporate Treasury and Risk Management to address deficiencies and drive improvements in existing balance sheet processes.