Careers in Quantitative Finance With Eric Liverance

The Stuart School of Business Career Management Center presents a seminar on Careers in Quantitative Finance with Eric Liverance, a former professor and current front office quantitative analyst at Bank of America with over eight years of experience, who will be giving a lecture on Fed Monetary Policy on October 30 from 4–5 p.m. in Room 470 of the Conviser Law Center. 

Throughout his career, Liverance has acquired great expertise, having previously worked in research positions at Morgan Stanley, UBS, and RBS, where he authored and delivered lectures on the interest rate derivatives market for clients. Below is the abstract he has prepared for the lecture. 

The FOMC is currently active in fighting inflation using monetary policy. We discuss the FOMC role. Fed Funds Futures can be used to extract expectations for near term FOMC meetings. The financial world has recently completed its transition from LIBOR to SOFR as the fundamental interest rate in finance. We will discuss the new world of SOFR, as well as how to extract long-term Fed expectations using SOFR futures, options, and SOFR swaps.

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