Leon Tatevossian

Adjunct Professor at New York University

Speaker

Leon Tatevossian teaches quantitative finance at New York University (adjunct professor, Tandon School and Courant Institute) and Columbia University (lecturer, IEOR). From 2009-16 he was a director in Group Risk Management at RBC Capital Markets, LLC focused on securitized-products market risk in secondary-trading, origination, and proprietary-trading areas. Leon has twenty-eight years of experience in the fixed-income capital markets (trader, quantitative strategist, derivatives modeler, and market-risk analyst), with product background covering US Treasury securities, US agency securities, interest-rate derivatives, mortgage-backed securities, asset-backed securities, and credit derivatives. Prior to RBC he worked at several large sell-side firms (Banc of America Securities, Goldman Sachs, Citicorp Securities, and Morgan Stanley).