This is David Y. I worked as the “number guy” in several credit-focus fixed income funds since 2007. Harking back to my STEM research background, I always enjoy the quant side of my work. Probably similar to many who work in smaller funds, there are also times I wear another hat and get involved more in the portfolio management – worrying about the market, chasing P&L, sorting out actual risk exposure etc. Both lines of work appeal to me and bring me valuable experience.
My work can be intense and one does not want to talk to close to the actual work (by the way, credit index tranche was my bread-and-butter in recent years) either. Yet I still research or at least keep track on areas (from interest rate product to electronic trading and machine learning) that pique my interest in my free time through the years. My blog tends to see burst of activity every few years. Now I am in one of those phases: retool myself for the next challenge and write about my journey. If you see any opportunity that I should explore, please reach out using the contact form below to connect!
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Looking forward to your feedback and suggestions.
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