Penglu Zhao is an Associate and US Rates Strategist at TD Securities. He is primarily responsible for conducting fundamental and quantitative analysis on US interest rate markets, constructing discretionary and systematic trade ideas to clients. Penglu's specialties include Treasuries RV, money markets, TIPS, and interest rate volatility products.
Prior to joining TD, Penglu worked as global rates research analyst at Point72 Asset Management, where he was responsible for building out systematic rates trading frameworks for a portfolio team. He started his career at Nomura as a US Rates Strategist, where he focused on both linear and derivative interest rate markets.
Penglu has a Masters of Science in Computational Finance from Carnegie Mellon University.