Unconstrained fund investing across capital structure with tactical investments in the macro space - interest rates, inflation, and FX via futures, swaps, and optionsInvestment committee member Structure, execute, and monitor trades Work alongside CIO on identifying macro themes, developing investment ideas, and monitoring both public and private investments Combine fundamental and quantitative analysis to inform investment ideasMonitor portfolio risk, run stress tests scenarios, and manage tail risk

Quantitative equity portfolio management - US focused funds

Quantitative and economic analyst for alternatives and real assets within asset managementMacro strategy research - specific to commodities and real estate

Built and maintained regression models (in R or Eviews) to forecast FX rates and real GDP growth.Analyzed impact of macro-economic data on various risk assets (i.e., FX, equities, and bonds). Developed chart tools/models to monitor commodity price impact on LatAm countries for clients.Delivered bespoke relative analysis for outside portfolio managers for investment purposes.Monitored G8 and LatAm central bank policy actions to assess the impact on FX rates, inflation, sovereign debt yields, and country specific stock indices. Increased productivity by automating workflow using EViews / VB / VBA.

Analyzed the credit risk of various foreign sovereigns focusing on CDS, sovereign yields, and macroeconomic data (e.g., unemployment, debt/GDP, deficit/GDP, GDP growth, etc).Wrote monthly credit risk reports on fixed income portfolios pledged to the Discount Window totaling over $10 billion.Developed and maintained financial models to monitor the collateral performance of various private student loan, dealer-floorplan, and auto ABS totaling over $3 billion.Orchestrated the processes to gather and compile comprehensive consumer ABS datasets for a proprietary credit risk system.

Contributed to the trading and operations workflow re-engineering project at a major Canadian pension fund.Back-tested equity and fixed income trading strategies to resolve profit-loss breaks and calculate returns.

Researched the sub-prime mortgage space, and wrote/presented an internal paper on the Community Reinvest Act and predatory lending.