Leon Tatevossian was a director in Group Risk Management at RBC Capital Markets, LLC from 2009-16, 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 a product background that includes US Treasury securities, US agency securities, interest-rate derivatives, mortgage-backed securities, asset-backed securities, and credit derivatives. In addition to RBC, his work experience includes positions at several large sell-side firms (Banc of America Securities, Goldman Sachs, Citicorp Securities, and Morgan Stanley).
Leon has taught courses in quantitative finance at Columbia University (Department of Industrial Engineering and Operations Research) and at Baruch College–The City University of New York (Department of Mathematics). Currently, he is also an adjunct professor in the Mathematics in Finance MS program at NYU – Courant Institute.
Massachusetts Institute of Technology, 1977
Brown University, 1983
PhD Program in Mathematics (ABD)
“Fixed-Income Risk Management: Design and Practice” (with J. Langsam) The Handbook of Interest Rate Risk Management, edited by Jack C. Francis and Avner Wolf. (Irwin, 1993).
"Canonical liftings of formal modules” Number Theory - Canadian Mathematical Society Proceedings, Volume 7. (American Mathematical Society, 1987). https://zbmath.org/?q=an:0635.14019