01 / CONTEXT
Fixed-income decisions need disciplined evidence
The internship connected market analysis with the practical constraints of portfolio construction. One research track examined whether a parsimonious term-structure model and forecasting baselines could support analysis of the Moroccan sovereign yield curve.
02 / CONTRIBUTION
Research and portfolio analysis
- Supported bond-market analysis and investment-decision work with the Fixed Income Portfolio Manager.
- Managed a virtual bond-portfolio case study from security selection through allocation and monitoring.
- Structured a yield-curve forecasting study around reproducible, chronological evaluation.
03 / METHODS
Model assumptions stayed visible
Prepare publication-time yield observations and maturities.
Estimate Dynamic Nelson–Siegel factors.
Forecast factors with time-series and machine-learning candidates.
Compare against persistence in walk-forward tests.
04 / OUTCOME
What the public research supports
The related public repository documents a complete forecasting pipeline, baselines, evaluation tables, and explicit model limitations. Its one-year results show that forecast performance depends on maturity and horizon rather than producing a universal winner.
05 / DISCLOSURE BOUNDARIES
What is intentionally not published
- No client, portfolio, security-level, or internal investment information is disclosed.
- No employer performance metric or production deployment claim is made.
- The linked repository is a public research artifact, not Sterling Asset Management code.