Lehman Brothers has appointed Dr Hua He as head of quantitative fixed income research.

He will be based in Tokyo and will report to Tarun Jotwani, head of fixed income in Asia. He will be responsible for providing a wide range of analysis on fixed income markets, such as government bonds, interest rate derivatives, credit products, foreign exchange derivatives and asset-backed securities.

Dr He has published a number of articles and papers on mathematical finance theories and fixed income strategies and held tenured professorships from two universities in the United States. Prior to Lehman Brothers, He was a managing director in the fixed income arbitrage division of Salomon Brothers.

"Hua He's blend of industry and academic experience brings a unique mix of practical and theoretical insight to Lehman Brothers' fixed income research franchise in Asia," says Jotwani.