Dexter Dysthe

Associate Consultant

United States4 yrs 11 mos 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

The tcw group

2 roles

Assistant Vice President, Quantitative Research Group

Apr 2024Present · 1 yr 11 mos · 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 2023Mar 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 2022Dec 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 2022Aug 2022 · 2 mos · Los Angeles, California, United States

  • CLO, ABS, and Agency MBS Strats

Mathematical sciences research institute - msri

Summer Student

May 2021Jun 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

Probitas partners

Research Analyst Intern

Jun 2017Sep 2019 · 2 yrs 3 mos · San Francisco, California, United States · On-site

  • Private Equity, Private Credit, and Real Assets Fundraising & Advisory Services

Education

Columbia Business School

Master of Science — Financial Economics

Jan 2023Present

San Francisco State University

BA/MA — Mathematics

Jan 2021Present

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