FFTW / BNP Paribas Investment PartnersPortfolio & Analytics Analyst
Jul. 2006 - Feb. 2009London, United Kingdom · On-site- Key member in a team of portfolio managers accountable for $3.6 billion in currency, global bonds, credit and emerging market debt investment portfolios
- Researched and wrote regular market strategy reviews and economic outlooks, maintained regular contact with investment consultants, institutional clients and central banks worldwide
- Contributed in weekly Investment Committee meetings to formulate investment strategies driven by macroeconomic themes, resulting in profitable trades across currency and global interest rate markets
- Monitored portfolio risk and sensitivity exposures in relation to currency, value-at-risk, collateral, credit rating, leverage and stress-testing drawdown limits, ensuring compliance with various mandate guidelines
- Researched, conceptualized and implemented a unique multi-factor scoring model that was relied upon by the portfolio manager to generate substantial returns in emerging market debt portfolios
- Programmed various quantitative tools that was used by the portfolio managers to track macroeconomic data, yield curve slopes and shapes, relative value and currency investment strategies