Dexter Dysthe

Associate Consultant

United States5 yrs 1 mo experience

Most Likely To Switch

Key Highlights

Strong quantitative background in finance and operations research.
Experience in credit markets and securitized products.
Proficient in advanced quantitative analytics and machine learning.

Stackforce AI infers this person is a Quantitative Finance expert with a focus on credit markets and securitized products.

Contact

Skills

Core Skills

Quantitative FinanceFixed IncomeSecuritized Products

Other Skills

CC++EconometricsLaTeXMachine LearningMicrosoft ExcelOptimizationPythonQuantitative AnalyticsSQLStatisticsStochastic Calculus

About

Quantitative researcher/strategist focused on the credit markets. Strong quantitative background with a Master of Science in Financial Economics from Columbia Business School (PhD coursework in Finance and Operations Research) and BA/MA in Mathematics.

Experience

5 yrs 1 mo

Total Experience

2 yrs 6 mos

Average Tenure

2 yrs 10 mos

Current Experience

The tcw group

2 roles

Assistant Vice President, Quantitative Research Group

Apr 2024 – Present · 2 yrs 1 mo · Los Angeles, California, United States

Quant Research/Strats - IG & HY Credit, Leveraged Loans, CLOs (tranche investing)

Quantitative FinanceFixed IncomeEconometricsQuantitative AnalyticsMachine LearningStatistics+2

Assistant Vice President, Securitized Products Group

Jun 2023 – Mar 2024 · 9 mos · Los Angeles, California, United States

CLO and ABS Strats; Portfolio & Relative Value Analytics

Quantitative FinanceFixed IncomeEconometricsQuantitative AnalyticsMachine LearningStatistics+3

Columbia business school

Graduate Teaching Assistant

Sep 2022 – Dec 2022 · 3 mos · New York, New York, United States

Dr. Michael Johannes (Chair of Finance Division)
B9336: Continuous Time Finance (PhD), B9337: Advanced Derivatives Pricing (PhD)

The tcw group

Summer Analyst, Securitized Products Group

Jun 2022 – Aug 2022 · 2 mos · Los Angeles, California, United States

CLO, ABS, and Agency MBS Strats

Mathematical sciences research institute - msri

Summer Student

May 2021 – Jun 2021 · 1 mo · Montreal, Quebec, Canada · Remote

CRM-PIMS Summer School in Probability Organizers: Louigi Addario-Berry, Omer Angel, Mathav Murugan
Courses: A PDE approach to mean-field disordered systems, Optimization in random discrete systems
Mini Courses: Free boundary problems and branching particle systems, Asymptotics of interacting particle systems on sparse graphs