Experienced Research Assistant with 2 years of experience working in the quantitative economic and financial research and regulatory industry. Skilled in economic forecasting, regression analysis, and development with R/Python/Stata/SAS in high-performance computing environments. Strong research professional with a Bachelor of Science focused in Economics, Chinese, Mathematics, and Statistics from the University of Wisconsin-Madison.
Improved the efficiency and design of legacy program code in Python/SAS/Stata/R for production of data and charts used in routine briefings and internal memos.
Created daily time-series of securities lending inventory/position data on corporate/public debt issues by aggregating and cleaning transaction level datasets of up to 100 million observations.
Migrated production work to internal git repositories for version-control, better management of code, and documentation of procedures.
Managed the production and dissemination of internal data on unconventional structured finance products, securities lending, and repo transactions of nonbank institutions.
Researched the corporate structures and affiliated legal subsidiaries of insurance conglomerates in order to trace their investment activities.
Engineered program code to track quarter-on-quarter developments in our internal data and verify the integrity of the data for consistency.
Produced and refined charts and exhibits for internal distribution to policymakers to guide financial stability assessments.
Managing Counterparty Risk in Over-the-Counter Credit Default Swap Markets. Research on the interconnectedness of parties/counterparties in derivatives transactions, and the characteristics of banks that take on roles as intermediaries in the market (with Celso Brunetti, Chris Frei, Agostino Capponi). See FEDS paper.
Interconnectedness of Life Insurers and Corporate Bonds Markets. Deducing the interconnectness of life insurers' corporate bond investments and potential spillovers to the real economy based on industry sectors that rely on insurers for financing as large purchasers of their outstanding corporate debt (with Carlos Ramirez, Doriana Ruffino, and Stefan Gissler).
Life Insurers and Private Equity. Evolution of life insurance industry and private equity firms (with Stephane Verani and Nathan Foley-Fisher)
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