Victor Glazer
Technical Fellow and Managing Director @Fidelity Investments
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WORK HISTORY
Technical Fellow and Managing Director @Fidelity Investments
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
University of Toronto - University of Trinity College
Hon.B.Sc. (with High Distinction), Computer Science and Mathematics
University of Toronto
M.Sc., Computer Science
SKILLS
ABOUT VICTOR GLAZER
Quant technologist with 18+ years of experience supporting portfolio managers and desk…
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