Finance | Math | Statistics | Machine Learning | Risk | Banking
Experienced economist and quantitative researcher with a focus on fixed income, monetary policy, and risk management. A seasoned finance professional with over 15 years of industry experience, including a decade as an Economist/Quantitative Researcher. Proficient in financial mathematics, risk management, fixed income, deep learning, machine learning, AI, monetary policy and repo markets. Programming languages C++, Matlab, Python, and R. Skilled in credit and operational risk, settlement, counterparty credit and market risk. Historical VaR, multi-factor bond returns, volatility, and liquidity risk models. Yield curve and fixed income models