Instructor since 2009
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 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 graduated from MIT (SB; mathematics) and was a Ph.D. student in mathematics at Brown University. He has also 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 Department of Finance and Risk Engineering at NYU’s Tandon School.