Leo is working for Citi Treasury Investments Foreign Exchange and International Markets team in Citigroup as a FX trading assistant vice president. CTI FXIM actively manages Citigroup international capital and earning over 80+ counties. Leo trades FX forward, options and basis swaps to hedge the FX volatility of Citigroup. Also, Leo researches on trading strategies to improve FX hedging performance. Before FXIM, Leo worked as a quant researcher in the Citi Treasury Investments Asset Allocation team to allocate capital over Rates, MBS and Credit assets. Before Citigroup, Leo worked as a quant researcher in JP Morgan about Initial Margin model for OTC derivatives.