Search

Alexander L Belikoff

from Brooklyn, NY
Age ~52
Get Report
Also known as:
Alexander Alexander, Alexander F
Phone and address:
52 92Nd St, Brooklyn, NY 11209
(718) 491-1681
Related to:
David S Cramer, 97Sondra L Cramer, 60
Connected to:
Igor Belikov, 60Adam G Belila, 45Dale R Belile, 75Justin Beliles, 35Misty Beliles, 57Nicole R Beliles, 35Robert A Belill, 70Jean M Belille, 68Alona E Belilovsky, 42Ruth Belilty, 54

Alexander Belikoff Phones & Addresses

  • 52 92Nd St, Brooklyn, NY 11209 (718) 491-1681
  • 52 92Nd St #2A, Brooklyn, NY 11209 (718) 491-1681
  • Sunny Isles Beach, FL
  • East Stroudsburg, PA
  • Pocono Lake, PA
  • 10837 71St St, Forest Hills, NY 11375 (718) 261-2903
  • Flushing, NY
  • New York, NY

Resumes

Resumes

Alexander Belikoff Photo 1

Director Of Engineering

View page
Location:
New York, NY
Industry:
Financial Services
Work:
Google
Director of Engineering
Thomson Reuters May 2012 - Jun 2013
Eikon Service Platform Development Manager
Google May 2012 - Jun 2013
Senior Engineering Manager
Bloomberg Lp Mar 2009 - Jun 2012
Head of Risk Analytics R and D
Bloomberg Lp Jan 2005 - Mar 2009
Fixed Income Quant
Education:
Nlp (Columbia University) 2013 - 2013
, Nlp (Columbia University) 2013 - 2013
Stanford University 2013 - 2013
New York University 2005 - 2008
Master of Science, Masters, Mathematics, Finance Gubkin Russian State University of Oil and Gas (National Research University) 1988 - 1994
Master of Science, Masters, Applied Mathematics
Skills:
Fixed Income
Bloomberg
C++
Unix
Distributed Systems
Trading Systems
Quantitative Finance
Risk Management
Portfolio Management
Analytics
Perl
Market Data
Software Project Management
Algorithms
Derivatives
Scalability
Large Scale Systems
Python
Linux
Interest Rate Derivatives
Market Risk
Object Oriented Design
R
Software Design
Java
Electronic Trading
Quantitative Analytics
Risk Modeling
High Performance Computing
Mathematics
Mbs
Soa
Options
Credit Derivatives
Hadoop
Equity Derivatives
Grid Computing
Team Management
Linux Application Development
Latex
Parallel Computing
Matlab
Risk Analytics
Portfolio Analytics
Pvm
Objective C
Quantitative Research
Middleware
Erlang
Mpi
Languages:
Russian
Certifications:
Professional Risk Manager (Prm)
License Ms5Mgtq
Alexander Belikoff Photo 2

Alexander Belikoff

View page

Business Records

Name / Title
Company / Classification
Phones & Addresses
Alexander L Belikoff
BRAINFLECTION INC
52 92 St APT 2A, Brooklyn, NY 11209

Publications

Us Patents

Pricing Mortgage-Backed Securities

View page
US Patent:
20100063915, Mar 11, 2010
Filed:
Sep 11, 2009
Appl. No.:
12/558115
Inventors:
Xusheng Tian - Wappingers Falls NY, US
Alexander Belikoff - Brooklyn NY, US
International Classification:
G06Q 40/00
US Classification:
705 35
Abstract:
Systems, methods and computer program products stored on a computer readable medium or media are described for providing pricing of mortgage-backed securities and other financial instruments. Multiple cashflow paths resulting from different interest rate development scenarios are consolidated into a single cashflow path. A continuously compounded interest rate spread (“equivalent cc spread”) corresponding to the option adjusted spread prevailing at the market is determined, as is a relationship between the two. Reformulating computations of option adjusted spreads and prices using an equivalent cc spread and factoring out assumption changes approximates individual cashflow path and interest rate path calculations and allows use of consolidated cashflows calculations as a very good approximation. In some embodiments, the consolidated cashflow and the relationship between two spreads is employed to compute the value of the financial instrument, as a very good approximation, at a later time, so that the price reflects changes in the market yield curve and the option adjusted spread. For example, interest rate paths, cashflow paths, consolidated cashflow paths, discount factors and the equivalent cc spread are computed at market close, and only the consolidated cashflow paths, discount factors and the equivalent cc spread (and not the interest rate paths and cashflow paths) are stored for later on-demand use when the discount factors are adjusted to reflect the then current market environment.
Control profile
Alexander L Belikoff from Brooklyn, NY, age ~52 Get Report