Steve Mandel is the former Managing Director of Citigroup Fixed Income Research where he was responsible for the Yield Book, the leading fixed income analytics system currently licensed to over 300 buy-side and sell-side institutions.
Dr. Mandel joined Salomon Brothers in 1981 where he developed Salomon’s internal Fixed Income Portfolio Analysis and Optimization System. Working with Dr. Martin Leibowitz, he created optimization-based portfolio strategies such as Cash Matching and Horizon Matching and played a key role in the creation of the Salomon Fixed Income Indexes. He has co-authored a number of papers on Structured Fixed Income Portfolio methodologies.
His research focuses on Risk Management, Portfolio Optimization, and Return Attribution, subjects he has written about and taught at numerous industry workshops and conferences.
Dr. Mandel earned a B.A. in Mathematics from Yeshiva University and MS and Ph.D. degrees in Operations Research from New York University.