Director of Product Development
leslie.abreo@kalotay.com

Leslie Abreo directs new product development and manages client support at Andrew Kalotay Associates, as well as overseeing the company’s finance and operations functions. Leslie recently directed the development of iteRate™, a program that extracts implied optionless yield curves from callable tax-exempt curves.

Leslie has led the development of the Survivor’s Option Bond Calculator and AKA’s after-tax analytics for municipal bonds. He has co-published numerous papers on various topics of debt management with Andy Kalotay including bond insurance, debt refunding, tax-driven transactions, and hedge effectiveness testing.

Leslie has previously worked at a large privately held trading firm. Prior to that he was an operations officer at a commercial bank in Kuwait managed by the Chase Manhattan Bank.

Leslie holds a BBA in Finance from Baruch College and a MS in Financial Engineering from Polytechnic University. He has completed several advanced level graduate courses at the Courant Institute of Mathematical Sciences at New York University.