I am a consulting economist in London, targeting macro research and strategy roles across rates, FX, commodities, equity indices, and cross-asset themes.
My profile sits at the intersection of applied economics and markets: formal training in economics and finance, client-facing macro scenario work, and an independent research stack that turns macro questions into testable market hypotheses.
Core Profile
Economics and finance training. PhD Economics from the University of Geneva and MPhil Finance from Bocconi.
Applied macro and scenario work. At Public First, I work on quantitative economic analysis for global technology and policy clients, including scenario modelling, impact assessment, and applied econometric work.
Cross-asset research stack. Independently, I build and test macro-market frameworks across rates relative value, FX, equity-index options, inflation, and commodities. The emphasis is on reproducible research, clear trade logic, cost-aware backtests, and honest treatment of weak or rejected signals.
Macro Research Approach
The question I care about is how macro shocks transmit into asset prices: policy rates, curves, currencies, volatility, commodities, and regional equity-index risk.
The work starts with an economic mechanism, then moves to data, model choice, signal construction, validation, and writing. A useful research note should make the tradeable question explicit and show where the evidence is strong, weak, or conditional on regime.
Current Research Focus
- Rates — European front-end and curve factors.
- FX — macro factor signals and dollar cycles.
- Equity volatility — Nifty options and volatility regimes.
- Commodities — energy supply chains and oil/gas passthrough.
- UK macro — inflation, gilt curve, and breakevens.
Portfolio Purpose
This site is a public research portfolio. The writing is intended to be read by macro investors, strategists, and recruiters who want to see how I frame a question, test it, and communicate the result.
The current flagship note is the BTP-Schatz convergence study, which shows the fixed-income side of the process. The broader direction is cross-asset macro.