Alexander C.

Alexander C. is a Quantitative Research Analyst at PIMCO since December 2020, specializing in systematic trading and portfolio optimization. Prior to this role, Alexander worked at The Rohatyn Group from June 2019 to June 2020 in Fixed Income and Currencies, where responsibilities included building machine learning models to identify pricing discrepancies in emerging market assets, developing a Python and Linux script pipeline for data ETL, modeling, and report distribution, as well as deploying a monitoring system for FX, FX options, CDS, and swaps to identify re-rating opportunities. Alexander holds a Master of Arts in Financial Mathematics from Columbia University, obtained in February 2020, and a degree from National Chengchi University, completed in June 2015.