New York, New York, United States
• Facilitate semester-long understanding of the material by serving as point of contact for students’ research papers • Conduct review sessions and answer questions related to weekly homework assignments • Assist head professor with data collection and grading assessments
• Collaborated closely with senior portfolio strategists in order to generate trade ideas for institutional customer portfolios • Partnered weekly with traders to calculate the spreads on their underlying products and published them weekly for institutional clients • Modeled all incoming fixed agency, agency bullets, and agency secondary callable bonds for the Memphis division’s inventory • Generated quantitative data such as speeds, convexity, duration analysis, price shock analysis, and cashflows on all fixed income products; MBS, municipals, corporates, agencies, CMBS, SBAs, CDs, agency and nonagency CMOs, ABS, treasuries • Updated Federal Home Loan Bank borrowing rates and daily agency bullets, European, and Bermuda spreads rates as well as called bonds twice daily • Maintained the division inventory for the trading desk as well as generated cashflows for all amortizing bonds in the portfolio • Calculated analytical data using eSwap, Bloomberg, Yieldbook, Efolio, and Excel to help clients make optimal portfolio decisions