Set up an ice water bath with a sieve in a bowl, set over a larger bowl full of ice and water.
In a small saucepan, whisk all the ingredients continuously on medium high heat until mixture thickens and almost comes to a boil. This should take approximately 3-5 minutes.
Pour the mixture into the sieve and, using a rubber spatula, lightly push down so that the curd separates from any solids.
When the mixture cools, remove from the ice water bath, and place a piece of plastic wrap directly on the curd. Refrigerate for approximately 2 hours or until cold and thickened.