Focused on Bond Trading and Data Analysis. I develop bond microstructure models that enable quantitative trading strategies in fixed income markets: quantitative market making, electronic liquidity provision, latency arbitrage, statistical arbitrage, cross-sectional arbitrage, pair-trading, and hedging strategies. My work also supports institutional investors in developing systematic strategies beyond execution and risk management, and provides risk managers with improved pricing models for illiquid positions. With extensive experience across US and European fixed income markets, I focus on bridging the gap between traditional bond trading and modern quantitative approaches.