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Olga Lubovitsky Lubovitsky

from New York, NY
Age ~61

Olga Lubovitsky Phones & Addresses

  • 66 W 88Th St APT 5B, New York, NY 10024
  • Princeton, NJ

Resumes

Resumes

Olga Lubovitsky Photo 1

Director

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Location:
New York, NY
Industry:
Financial Services
Work:
Smbc Capital Markets
Director

Wcg Management 2009 - 2016
Head of Development

Merrill Lynch 1997 - 2009
Director

Merrill Lynch 1996 - 2003
Manager of Equity Derivatives Model Group - Vice President

Sarnoff Corporation 1994 - 1996
Software Developer
Education:
Lomonosov Moscow State University (Msu) 1985 - 1989
Doctorates, Doctor of Philosophy, Mathematics
New Siberian Institute 1980 - 1985
Master of Science, Masters, Mathematics
Skills:
Fixed Income
Interest Rate Derivatives
Derivatives
Equity Derivatives
Options
Trading Systems
Risk Management
Market Risk
Quantitative Finance
Investment Banking
Bloomberg
Equities
Financial Modeling
C++
Technology Integration
Information Technology
Software Development
Statistics
Algorithms
Analytics
Capital Markets
Management
Full Sdlc
Software Project Management
Programming
Business Development
Foreign Exchange Options
Valuation
Finance
Financial Markets
Strategy
Project Management
Sql
Microsoft Excel
Microsoft Office
Unix
Leadership
Rates
C#
Visual Basic For Applications
Hedge Funds
Volatility
Trading
Structured Products
It Infrastructure Management
Equities Technology
Data Analysis
Statistical Data Analysis
Strategic Planning
Portfolio Management
Financial Services
Financial Risk
Languages:
English
Russian
Hebrew
Olga Lubovitsky Photo 2

Olga Lubovitsky

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Location:
New York, NY
Industry:
Financial Services

Publications

Us Patents

System And Method For Creating And Managing New And Existing Financial Instruments

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US Patent:
20040117282, Jun 17, 2004
Filed:
Aug 1, 2003
Appl. No.:
10/467028
Inventors:
Richard Green - Woodbury NY, US
Yonathan Epelbaum - New York NY, US
James Gatheral - New York NY, US
Jining Han - New Providence NJ, US
Bradley Kurtzman - New York NY, US
Olga Lubovitsky - Princeton NJ, US
International Classification:
G06F017/60
US Classification:
705/035000
Abstract:
It is an object of the invention to provide systems and methods for creating or developing, issuing, and servicing or maintaining convertible or exchangeable financial instruments. These convertible or exchangeable financial instruments are created by a building block approach, whereby new financial instruments can be generated and evaluated prior to issuance. In other embodiments, a user will be able to employ the systems and methods for origination, testing, issuance or sale, marketing, trading, hedging, risk management and regulation of convertible or exchangeable financial instruments.

System And Method For Creating And Managing New And Existing Financial Instruments

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US Patent:
20030093375, May 15, 2003
Filed:
Aug 12, 2002
Appl. No.:
10/217885
Inventors:
Richard Green - Woodbury NY, US
Yonathan Epelbaum - New York NY, US
James Gatheral - New York NY, US
Jining Han - New Providence NJ, US
Bradley Kurtzman - New York NY, US
Olga Lubovitsky - Princeton NJ, US
International Classification:
G06F017/60
US Classification:
705/040000
Abstract:
It is an object of the invention to provide systems and methods for creating or developing, issuing, and servicing or maintaining convertible or exchangeable financial instruments. These convertible or exchangeable financial instruments are created by a building block approach, whereby new financial instruments can be generated and evaluated prior to issuance. In other embodiments, a user will be able to employ the systems and methods for origination, testing, issuance or sale, marketing, trading, hedging, risk management and regulation of convertible or exchangeable financial instruments.
Olga Lubovitsky Lubovitsky from New York, NY, age ~61 Get Report