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Pallav Raj, CFA, is a seasoned finance professional with extensive experience in fixed income trading, quantitative research, and risk management. Currently serving as Vice President of Agency MBS Trading and previously as Vice President of Quantitative Research at BNP Paribas, Pallav specializes in macro and credit financing, including agency and structured credit. Prior roles include Quantitative Analyst at Intercontinental Exchange, where contributions included developing liquidity risk models and performing stress testing, as well as a summer position at Moody's Analytics focused on machine learning applications in credit risk modeling. Pallav's background also encompasses experience in global markets risk management at Nomura, alongside academic accomplishments from Carnegie Mellon University and a Bachelor of Engineering from Netaji Subhas Institute of Technology.