Victor Glazer

Victor Glazer

Technical Fellow and Managing Director @Fidelity Investments

New York, NY, US
EMAILS
v••••••••@fmr.com
MOBILE NUMBERS
+13•••••••01

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WORK HISTORY

Feb 2007 — Present

Technical Fellow and Managing Director @Fidelity Investments

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New York, NY, US

I am a hands-on leader of a team of Quantitative Developers responsible for cross-asset pricing model implementation. The team\'s primary stakeholders are Systematic and Fundamental Portfolio Managers who use our Python SDK to make API calls to C++ pricing services as part of generating alpha signals and hedging risk exposures for Interest Rate Swaps, Cross-currency Swaps and Swaptions. Previously, I was a Quant with a focus on Government Bond Curves, Interest Rate Derivatives and FX Options. During that time, I also provided analytical support to the Agency Mortgages desk.

EDUCATION

1999 — 2003

University of Toronto - University of Trinity College

Hon.B.Sc. (with High Distinction), Computer Science and Mathematics

2003 — 2005

University of Toronto

M.Sc., Computer Science

SKILLS

MbsFixed IncomePerlDerivativesAlgorithmsLinuxC++Computer SciencePython

ABOUT VICTOR GLAZER

Quant technologist with 18+ years of experience supporting portfolio managers and desk…

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