Victor Glazer

Current

• Associate at BlackRock

Past

• Visual Search Engineer at Idée Inc

Education

• University of Toronto
• University of Toronto - University of Trinity College

Recommended

1 person has recommended Victor

Connections

115 connections

Industry

Financial Services

Websites

• My Website
• My Company
• My Bookmarks

Victor Glazer’s Summary

Fixed Income Quant with a background in Computer Science and Mathematics. Excellent grasp of algorithms and data structures. Thorough understanding of Numerical Analysis, Linear Algebra and Statistics. Familiar with a variety of asset classes including Interest Rate Derivatives, Mortgage-backed and Asset-backed Securities, Foreign Exchange and Inflation Derivatives. Proficient in C++ and Perl. Extensive experience with Linux and Solaris.

Victor Glazer’s Specialties:

Derivatives, Fixed Income, Interest Rates, Foreign Exchange, Swaps, Futures, Swaptions, Forwards, Caps, Floors, Callable Bonds, Options, Algorithms, C++, Perl, MATLAB, Octave, SQL, Linux, Solaris

Victor Glazer’s Experience

• Associate

  BlackRock

  (Public Company; BLK; Financial Services industry)

  February 2007 — Present (2 years 10 months)

  I am a member of the Term Structure team in the Financial Modeling Group. My main focus is on analytics for interest rate derivatives and fixed income securities. I also sometimes work on FX options.

• Visual Search Engineer

  Idée Inc

  (Privately Held; Computer Software industry)

  June 2005 — January 2007 (1 year 8 months)

  Together with two other Visual Search Engineers I was responsible for designing and implementing the firm's market-leading visual search algorithms. Current Idée clients include Associated Press, Agence France-Presse, Adobe Systems and Digg.

Victor Glazer’s Education

• University of Toronto

  M.Sc. , Computer Science , 2003 — 2005

  Advisor: Charles Rackoff
  My research was in the area of Foundations of Cryptography, a subfield of Theoretical Computer Science. More specifically, it dealt with Fiat-Shamir signature schemes and public-key encryption in the Random Oracle Model. After finishing my Master's I was admitted to the Ph.D. program before taking a leave of absence to join Idée, a Toronto-area startup.

• University of Toronto - University of Trinity College

  Hon.B.Sc. , Computer Science and Mathematics , 1999 — 2003

  Graduated with High Distinction

  Activities and Societies:

  Golden Key International Honour Society

Additional Information

Victor Glazer’s Websites:

• My Website
• My Company
• My Bookmarks

Victor Glazer’s Groups:

•    University of Toronto Alumni (5,000+)
•    Financial Engineering Group
•    Quant Finance
•    The Quant Group
•    Fixed Income Quant Group
•    BlackRock Employees and Alumni
•    Quant Linked Group (QLG: Wall Street Quants)
•    Quant Masters - Quantitative Professionals Worldwide

Victor Glazer’s Honors:

University of Toronto Fellowship recipient (2004 - 2005)
NSERC Undergraduate Research Award in Numerical Analysis (2003)
NSERC Undergraduate Research Award in Combinatorial Optimization (2002)

Victor Glazer’s Contact Settings

Interested In:

• getting back in touch