Rachel Cheng

Senior Portfolio Manager at FPCM, Head of Investment Analytics at Prudential Financial

United States

About

Experience

  • Head of Investment Analytics at Prudential Financial
    Sep 2021 - Dec 2023 · 2 yrs 4 mos

    Head of a group of 50 quants and researchers covering all gamut of fixed income assets. Responsible for overseeing asset modeling, portfolio optimization and risk analysis.

  • Senior Portfolio Manager at First Principles Capital Management, LLC
    Dec 2017 - Sep 2021 · 3 yrs 10 mos

    Lead portfolio manager for $6 billion of assets, including municiapl bonds, agency and non-agency mortgages, asset-backed securities, commercial mortgage-backed securities, inflation-linked securities, Treasury securities, interest-rate swaps, swaptions & caps/floors, CPI derivatives, equity options, and structured products.

  • Proprietary Trader at Zurich Capital
    Aug 2015 - Dec 2017 · 2 yrs 5 mos

    Generated $12 million in profits for the proprietary division over a two-year period with positive monthly P&L. Traded fixed income, equities, foreign exchange and derivatives.

  • Options Trader at Citi
    May 2013 - Aug 2015 · 2 yrs 4 mos

    Market maker for options on Treasuries, interest rate swaps, mortgages, and futures.