MIT Women in Physics -- EVENTS
Lydia Kong
I have been working in the Fixed Income Research department for almost 2
years now. My job involves supporting the daily operation of the swaps
trading desk, specifically by managing the distribution of real-time
market data. Other enjoyable aspects of my job include developing
mathematical models and an econometrics library, and contributing to our
swap analytics tools. For these projects, I use C++, sql, perl, lisp and
other languages you can't imagine.... Prior to joining Goldman, I worked
at Merrill Lynch for 1.5 years as a software developer on a fixed income
portfolio system for emerging markets securities. Before that, I worked
as a programmer for 1.5 years at a client/server data management software
company.
I completed my undergraduate and graduate studies in Math and Computer
Science ('92), and Computer Science ('94) respectively, from SUNY at
Albany. Currently, I'm pursuing a Masters' degree in Computational
Finance as a part-time student at Carneige Mellon.
Outside of work, I like travelling, listen to classical music, attending
concerts, going to movies and playing tennis.