Encouraged and guided a grassroots movement within Bank Resource Management and beyond to focus on diversity, inclusion, and equity.Book Club:• Created a Book Club focused on diversity and equity• Monthly engagement with 50+ members in two-way dialogue to normalize conversation• Focus on being a better ally and proactive education through shared experiences• Material and topics included: "The Invisible Man" by Ralph Ellison, NYT podcast "Nice White Parents," "Minor Feelings" by Cathy Park Hong, Mental Health: No-prep conversation related to Simone Biles and Naomi Osaka, and "Tomorrow will be Different" by Sarah McBride21-Day Racial Justice Habit Building Challenge• Take one action a day for 21 days to further understanding of racial equity• 100+ people participated across multiple divisions• Developed a diverse set of reference material and activities for each day• Weekly meetings to create brave spaces for discussion and growth• Opportunity for self-reflection, examination of privilege, and connection with our colleagues• Mix of reading, watching, listening, noticing, action, and reflection. Included: Bryan Stevenson TED talk, "Unpacking the Invisible Knapsack," Implicit Association Test, Pop culture topics such as Aunt Jemima, Colin Kaepernick, and Karens, Gender Identity, and the icrease in discrimination against Asian-Americans since CovidExpansion:• Created smaller events where people could share their culture, such as cook-a-longs• Hosted prominent experts in the field for fireside chats• Engaged with Philanthropy committee for community outreach• Continued to grow and invest in diverse talent, including participation in multiple MS programs such as the Experienced Professionals Program, JumpStart Initiative with L.E.A.D., and ISG Connects

Led a team of 15+ responsible for covering customer shorts, managing single name risk, optimizing the overall sourcing portfolio, and financing relationships across all products including US/CAD common stocks, ETFs, ADRs, and Corporate Bonds as well as International trading in NA for Asia and Europe. • Optimization: focused on enhancing efficiencies for our general collateral book across collateral, currency, and entity. Collaborated with the COO team, Treasury, and firm funding to monitor and administer firm balance sheet and inventory usage to maximize revenue while managing to various binding constraints.• Single-name risk: focused on positioning and mitigating risk: we created global risk-pricing model and risk book hedges to significantly bring down gross market exposure while enabling our clients to maintain their desired short positions. • Global trading and rates product manager, responsible for prioritization and project guidance within an agile framework to increase electronic trading and automation, and develop visualization tools. Projects included innovation of new rate and pricing logic, 24-month decommission of 20-year old domestic trading platform, and implementation of model-driven algorithmic short sale approval logic. We also focused on increasing transparency related to synthetic sourcing, reducing settlement friction, integrating systematic collateral costs, and developing next generation trading systems.

Primary trader for the ADR financing book. My responsibility was to mitigate franchise risk and provide depth and breadth of liquidity for clients. During my time on the ADR book, I was able to redesign the book management process in order to maximize conversion and realignment opportunities and reduce dividend liability. I also initiated trading in the Crossbook for short coverage and PnL opportunities while managing FX and cross-currency exposures. In the early 2010s, Chinese ADRs became a popular product to gain exposure to the growing Chinese tech sector. I was able to provide outsized liquidity in the product by utilizing the strength of relationships and the franchise. We also conducted several Asia-based client roadshows with IED and PB to highlight MS’s depth of supply, execution skill, and market color capabilities. I also developed Chinese-ADR specific content for weekly distribution to our client base. While managing the ETF book, I was responsible for optimizing supply through borrow, Create to Lend, Swap, and EFP sourcing. We also employed a Redeem-to-Fund strategy in order to maximize B/S efficiencies and PnL. Further responsibilities included trading and managing products including buy-in risk positions, term, option conversions, and pay-to-holds.

Traded the Corporate Bond and US ETF financing portfolios with custodial banks/brokers to facilitate short selling. Engaged in both supply and demand relationship management during my time: responsibilities included communicating trade flow and market color to hedge funds and helped develop daily, weekly, sector-based analytics and commentary. Worked closely with the ETF Trading and Swaps desks to source synthetic inventory

Selected for highly competitive Equities and Fixed Income Sales & Trading summer internship program. Participated in a rotational program through multiple desks with additional work trial and presentation opportunities.