Name variants:
Stephen Jaffe
Contact Information
Workplace
Senior Financial Engineer
Vienna, VA
Industry
Financial Services, Management Consulting Services, Business Services
Colleagues
Work History
Senior Financial Engineer
Modelling and analysis of Mortgage-Backed Securities, particularly as regards credit risk.
from Apr 2009
Education
1982 — 1989
1978 — 1979
1973 — 1977
1970 — 1974
Occupations
Executive
Vice President
Engineer
Supporting Member
Director
Chief Executive
Team Member
Operations Manager
Skills
Fixed Income
Trading Systems
Derivatives
Quantitative Finance
C++
Trading
Electronic Trading
Quantitative Analytics
Capital Markets
Options
Perl
Market Risk
Fx Options
Bloomberg
Equities
R
Credit Risk
Hedge Funds
Python
Interest Rate Derivatives
Credit Derivatives
Quantitative Analysis
Structured Products
Market Data
Vba
Foreign Exchange Options
Visual Basic For Applications