DRIVEN BY MARKETS
Cross-Asset Investment Risk · NYC

I build automated analytics, pipelines, and dashboards that turn complex portfolio data into material investment insights — at scale. Currently monitoring 930+ portfolios at Morgan Stanley.

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EXPERIENCE

Sept 2025 — Present

Cross-Asset Investment Risk Analyst

Morgan Stanley — New York, NY
  • Developer and owner of automated liquidity, counterparty, and leverage analytics tools built in Python, SQL, and Linux, supporting portfolio monitoring across 930+ multi-asset investment portfolios.
  • Deliver daily portfolio risk, liquidity, and counterparty exposure insights to portfolio managers and senior leadership, supporting allocation, hedging, and funding decisions.
  • Collaborate with investment teams to align portfolio construction and liquidity management with market conditions and regulatory thresholds.
CURRENT
Jan 2025 — Sept 2025

Model Risk Analyst

MUFG — Tempe, AZ
  • Validated market risk models including VaR, interest rate swaps, credit sensitivities, and market data aggregation through benchmarking, backtesting, and collaboration with Market Risk teams.
  • Extracted and analyzed data from Bloomberg using BQL functions to support validation and automate workflows using R and Python.
  • Authored comprehensive model documentation detailing methodology, assumptions, validation results, and regulatory considerations.
June 2024 — Aug 2024

Model Risk Summer Analyst

MUFG — Tempe, AZ
  • Assisted with periodic and scope validations for name screening, transaction, and securities lending models.
  • Scripted challenger models in R including Levenshtein Distance, Soundex, and DCM forecasting for backtesting, benchmarking, and sensitivity analysis.
  • Collaborated with model owners to conduct 25 performance monitoring reports.
Aug 2023 — Dec 2023

Enterprise Risk Management Intern

Enterprise Bank and Trust — Phoenix, AZ
  • Evaluated the likelihood and potential impact of identified risks throughout 7 departments using decision trees and risk matrices.
  • Prepared reports and presentations for management using Excel, sharing key risk findings, trends, and mitigation strategies.

PROJECTS

01
FIXED INCOME

Bond Portfolio Sensitivity Engine

Built custom functions in R for pricing, duration, convexity, and DV01. Applied discounted cash flow methods for portfolio stress testing and risk-return analysis.

R DCF STRESS TESTING FIXED INCOME
02
PORTFOLIO ANALYTICS

Portfolio Optimization Dashboard

Designed an interactive tool that calculates efficient frontiers, maximizes Sharpe ratio, and visualizes portfolio allocation, volatility, and performance attribution.

R OPTIMIZATION SHARPE RATIO VISUALIZATION

SKILLS

Tools & Languages

Python Expert
R Advanced
SQL Advanced
Excel Advanced
Linux Intermediate

Platforms & Systems

Bloomberg Terminal Advanced
BlackRock Aladdin Intermediate
Archer IRM Intermediate
Git Intermediate

Risk & Markets

Portfolio Analytics Expert
Model Validation Advanced
Liquidity Management Advanced
Portfolio Construction Intermediate

EDUCATION

M.S., Industrial Engineering

Arizona State University
Expected May 2026

B.S., Mathematics

Arizona State University — GPA: 3.85/4.0
Dec 2024

LET'S WORK
TOGETHER

Open to opportunities at the intersection of quantitative finance and systems engineering.

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