Penglu Zhao

G10 Rates Quantitative Strategist


New York
Penglu.Zhao@tdsecurities.com
phone +1 212 827 7643

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Background

Zhao, Penglu
G10 Rates Quantitative Strategist

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.




 
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Saturday August 8, 2020
[19DF1A9E022D829328928054C1B8E9B4.crysoc | Sat Aug 08 07:33:08 EDT 2020]