Experience

Maryland State Retirement and Pension System

• Government Administration
• 100 - 200 Employee

• Managing Director - Fixed Income Currencies and Commodities

  • Feb 2014 - Present

  Baltimore, Maryland Area Responsible for and leading the Fixed Income Currencies and Commodities group. Core/Core+ Fixed Income, TIPS/Global Inflation-Linked, US High Yield, Emerging Market debt and Commodities allocations and managers, tactical exposures management. Approximately $20bn. Member of Macro, Tactical Asset Allocation and Portfolio Construction Committees. Manage in-house bond portfolios and trade bonds for these strategies. Trade derivatives and foreign exchange for internally managed portfolios and for… Show more Responsible for and leading the Fixed Income Currencies and Commodities group. Core/Core+ Fixed Income, TIPS/Global Inflation-Linked, US High Yield, Emerging Market debt and Commodities allocations and managers, tactical exposures management. Approximately $20bn. Member of Macro, Tactical Asset Allocation and Portfolio Construction Committees. Manage in-house bond portfolios and trade bonds for these strategies. Trade derivatives and foreign exchange for internally managed portfolios and for the Pension Plan. Show less



NISA Investment Advisors

• Senior Fixed Income Portfolio Analyst

  • Feb 2012 - Oct 2012

  Member of Fixed Income Portfolio Management team responsible for management of active taxable total return portfolios benchmarked to Barclays US Aggregate Index, Citi Strips indices, TIPS, US Treasuries, custom benchmarks designed for ALM/LDI mandates.



T. Rowe Price

• United States
• Financial Services
• 700 & Above Employee

• Portfolio Investment Analyst

  • Aug 2006 - Jan 2012

  Member of the team responsible for management of active taxable total return portfolios benchmarked to Barclays US Aggregate Index, Citi Big Index, TIPS, US Treasuries intermediate and long, custom benchmarks designed for ALM/LDI mandates. Portfolio Responsibilities: Model portfolio trades to acquire or maintain strategy exposures across mandates while funding redemptions or investing subscriptions; model month end extension trades as well as portfolio offsets for specialist… Show more Member of the team responsible for management of active taxable total return portfolios benchmarked to Barclays US Aggregate Index, Citi Big Index, TIPS, US Treasuries intermediate and long, custom benchmarks designed for ALM/LDI mandates. Portfolio Responsibilities: Model portfolio trades to acquire or maintain strategy exposures across mandates while funding redemptions or investing subscriptions; model month end extension trades as well as portfolio offsets for specialist desks’ relative value trading. Use global Sovereign bonds, USD Government Related bonds, USD High Yield bonds, Global Inflation-Linked bonds, Tax Exempt Munis, Treasury Futures, options on Treasury Futures, currency spot and forward trades. Coordinate timing of all portfolio trades across multiple trading desks. Perform continuous surveillance of portfolios’ risk exposures across duration, curve, sector allocation, currency and local rates’ dimensions. Ensure accuracy of start of day exposures across all portfolios. Research Responsibilities: Design and lead multiple quantitative team projects on efficient portfolio construction, custom benchmark design for ALM/LDI mandates, study in detail historical performance of Investment Grade Corporate Index across maturity, credit quality and industry dimensions. Lead ad hoc projects such as on empirical duration of High Yield and how to best hedge High Yield and MBS duration, study risk parity portfolios and Japanese experience, inflation swaps, CPI seasonality adjustments for TIPS. Present research to the Portfolio Management group. Show less