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.