Trade Structuring Role - Investment Bank

Roles and Responsibilities:

- Implementation and backtesting of new cross asset risk premia indices

- Created analytics on risk premia indices using principal components to better understand the risk drivers

- Created a generic backtesting framework on Python to quickly test various cross asset strategies and their risk drivers

- Monthly rebalancing of equity risk premia and value indices using fundamental data

- Making marketing material like product Factsheets and Pitchbooks for new indices