An interdisciplinary MFE program that integrates instruction in financial theory, mathematics, statistics and programming, and their application in today’s quantitative financial markets.

Rates StructuringFX Sales

Rebalanced and managed risk of client and firm portfolios based on econometric models investing in equity, bond, and commodity futures, currency forwards, interest rate derivatives, credit indices, and mortgage backed securities.Experienced in a variety of fund structures and investment styles including long only with alpha overlays, long short, absolute return, global asset allocation, managed futures, and risk parity.

Performed research focusing on both agency and non-agency mortgage backed securities and derivatives as part of the Mortage Strategy team. Contributed to the weekly UBS Mortgage Strategist publication.

Rotational program focusing in the product areas of Rates, Commodities, Structured Credit, and Mortgage Backed Securities. Presented summer project on Synthetic Collateralized Debt Obligations to senior managers and mentors.