David Mieczkowski, Ph.D.

My blogs

About me

Location Chicago, United States
Introduction I am the manager of the fixed income research group at FactSet Research Sytems. I lead the research efforts in mortgage prepayment and loss products, credit, interest rate, and risk models for FactSet. I joined FactSet in 2007 as a Financial Engineer working in our Chicago offices, before moving into the fixed income product development group. I have experience with a broad range of quantitative risk management techniques, as they apply to the equity, fixed income, and FX spaces. I hold a doctorate in mathematics from The Pennsylvania State University and an MBA from Cornell's Johnson School.