Analyzed the term structure of interest rates using H2 2024 Treasury yield data, identifying a flattening yield curve as the 10Y-1Y spread narrowed by approximately 5 bps. Developed a barbell portfolio strategy based on yield-curve analysis and applied a riding-the-yield-curve approach, allocating 30% to 1-year and 70% to 10-year Treasury bonds. Led the management of a $100 million virtual bond portfolio, achieving a 0.117% total return (2.451% annualized) and a Sharpe ratio of 4.137 over the simulation period.

Collected and organized bond issuance materials, supporting the team's preparation and documentation for fixed-income issuance activities. Synthesized key discussions from fixed-income meetings into structured meeting minutes for internal reference and follow-up.