• Worked on the emerging markets corporate fixed income team performing market and security-specific research/modeling to inform managing director’s investment recommendations to portfolio managers• Coordinated with sector/country analysts, portfolio specialists, and PMs to develop proprietary data driven ESG scorecards for over 75 individual credits in preparation for the launch of TCW’s UCITS sustainability fund• Prepared a capstone investment strategy by forecasting credit fundamentals, conducting multi-dimensional sensitivity analysis, and assessing relative value; presented investment thesis to PMs

• Worked as member of global unconstrained fixed-income team to employ data science techniques that advance ESG guided investment strategies• Designed algorithms that identify correlations between asset-level data and ESG best practices to assign ESG scores to individual ABS packages• Wrote R web-scraping script that automatically pulls SEC ABS loan data, calculates specified summary statistics, and converts data to local Excel file. Program serves as firm’s alternative to $50K third-party data subscription service.

Performed bookkeeping and collected client records for preparation of tax returns, converted physical client records to digital files and created database containing those files, prepared CPA client invoices.

Worked with research leads Prof. Nicholas Bloom (Stanford GSB), Prof. Scott R. Baker (Northwestern, Kellogg), and Prof Steven J. Davis (University of Chicago, Booth), as a member of student team contributing to the NBER's "Perceived Causes and Clarity of Financial Market Jumps" project. Research focused on examining next-day newspaper articles following a severe market movement and coding the article's explanation for perceived causation and lucidity of reasoning.

Ensured safety of patrons, performed water rescues, treated injuries of varying severity; trained to perform CPR and operate an AED.