Leon Tatevossian

Adjunct Professor at New York University

Speaker

Leon Tatevossian is an adjunct professor in quantitative finance at New York University, where he teaches in the Finance and Risk Engineering Department at the Tandon School and in the Courant Institute of Mathematical Sciences. From 2009-16 Leon was a director in Group Risk Management at RBC Capital Markets, LLC where he focused on securitized-products market risk in secondary-trading, origination, and proprietary-trading areas. He 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 Leon worked at several large sell-side firms (Banc of America Securities, Goldman Sachs, Citicorp Securities, and Morgan Stanley).