Edith Mandel
In the spring of 1996 I joined Goldman Sachs fixed income modeling group. My main focus since joining has been on time series analysis of financial data, yield curve modeling and model estimation techniques. In the past 2 years I have been working very closely with derivatives traders and strategists on developing tools for derivatives pricing, relative value analysis and curve risk management. As a swap desk strategist, I respond to various short-term requests of traders in New York and London offices. However, I am able to spend time on long-term modeling projects as well.

My education includes an undergraduate degree in Applied Math, Engineer's Diploma in Applied Math with thesis on "Numerical Methods for PDEs" and a MS in Operations Research from Columbia University, and I am currently in the Mathematical Finance program at Columbia working towards a PhD on a part-time basis.

Outside of work, I am trying to spend all of my free time with my 4 year old daughter Lina and my husband Dmitriy who also works for an investment bank in equity derivatives area. I also enjoy playing tennis, hiking, going to movies, museums & theater.