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Dmitriy G Glinberg

from Chicago, IL
Age ~58
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Also known as:
Dmitriy J Glinberg
Phone and address:
5455 N Sheridan Rd APT 1611, Chicago, IL 60640
(773) 506-8196
Related to:
Mark GlinbergDavid GlinbergA GFred Glinberg, 85
Connected to:
Justin S Glincher, 37Rachel S Glincher, 36John C Glindeman, 57Diann R Gline, 79Brian R Glines, 60Charles R Glines, 84Christine M Glines, 73Curtis L Glines, 48Jordan Glines, 31Mandi L Glines, 42

Dmitriy Glinberg Phones & Addresses

  • 5455 N Sheridan Rd APT 1611, Chicago, IL 60640 (773) 506-8196
  • Northbrook, IL

Work

Company: Occ Jul 2020 Position: First vice president, renaissance technology integration

Education

Degree: Master of Business Administration, Masters School / High School: The University of Chicago Booth School of Business 2000 to 2002 Specialities: Finance

Skills

Derivatives • Trading Systems • Options • Electronic Trading • Financial Markets • Market Risk • Fx Options • Interest Rate Derivatives • Sdlc • Equity Derivatives • Fixed Income • Quantitative Finance • Credit Derivatives • Market Data • Interest Rate Swaps • Cds

Languages

Russian

Industries

Financial Services

Resumes

Resumes

Dmitriy Glinberg Photo 1

First Vice President, Renaissance Technology Integration

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Location:
5455 north Sheridan Rd, Chicago, IL 60613
Industry:
Financial Services
Work:
Occ
First Vice President, Renaissance Technology Integration
Hall Kinion 1997 - 1998
Consultant
Cme Group 1997 - 1998
Executive Director, Risk Systems Development
Accenture 1994 - 1997
Senior Software Engineer
Northwestern University 1993 - 1994
Programmer Analyst
Education:
The University of Chicago Booth School of Business 2000 - 2002
Master of Business Administration, Masters, Finance Moscow State Institute of Radio Engineering, Electronics and Automation (Technical University) 1986 - 1992
Master of Science, Masters, Computer Science
Skills:
Derivatives
Trading Systems
Options
Electronic Trading
Financial Markets
Market Risk
Fx Options
Interest Rate Derivatives
Sdlc
Equity Derivatives
Fixed Income
Quantitative Finance
Credit Derivatives
Market Data
Interest Rate Swaps
Cds
Languages:
Russian

Business Records

Name / Title
Company / Classification
Phones & Addresses
Dmitriy Glinberg
Director, Director Risk Systems Development
CME Group
Financial Services · Security and Commodity Brokers Dealers Exchanges and Services · Security/Commodity Exchange · Security and Commodity Exchanges · Securities & Commodity Exchanges
20 S Wacker Dr, Chicago, IL 60606
30 S Wacker Dr #1000, Chicago, IL 60606
(312) 930-1000, (312) 453-0045, (312) 930-3323, (312) 466-4410

Publications

Us Patents

System And Method For Hybrid Spreading For Risk Management

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US Patent:
7428508, Sep 23, 2008
Filed:
Jan 7, 2005
Appl. No.:
11/030869
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Tae S. Yoo - Bartlett IL, US
Dale A. Michaels - Westmont IL, US
Edward Gogol - Skokie IL, US
Assignee:
Chicago Mercantile Exchange - Chicago IL
International Classification:
G06Q 40/00
US Classification:
705 37, 705 36 R
Abstract:
A risk management system and method is disclosed which utilizes a flexible and configurable set of spreading techniques which may be incorporated into existing risk management software to enhance functionality, flexibility and accuracy. In the disclosed embodiments, multiple different types of spreading are combined to allow for a more accurate assessment of risk. In one exemplary embodiment, a subset of the derivative products held by a futures trader are first analyzed by the scanning based spreading methodology. Typically, futures products in the same class of products (e. g. equity futures or agricultural futures) would be analyzed together by the scanning based spreading methodology. Then an average delta would be calculated for that subset. Using that delta, that subset would then be analyzed in relation to the remaining derivative products(not in the subset) using a delta based spreading methodology. The delta for the subset could be computed in a variety of ways including scaling the deltas for each product, tying the delta to a fixed time period or other methods.

System And Method Of Margining Fixed Payoff Products

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US Patent:
7430539, Sep 30, 2008
Filed:
Jan 7, 2005
Appl. No.:
11/030849
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Tae S. Yoo - Bartlett IL, US
Dale A. Michaels - Westmont IL, US
Edward Gogol - Skokie IL, US
Assignee:
Chicago Mercantile Exchange - Chicago IL
International Classification:
G08Q 40/00
US Classification:
705 40
Abstract:
A system and method is disclosed for determining performance bonds related to fixed payoff products, i. e. contracts which payoff a fixed amount based on the outcome of an underlying event regardless of the particular value of the underlying event. The worst outcome of the overall portfolio, which may contain more than one instrument, is calculated. This permits the portfolio to have both long and short positions on the same underlying event and offsets, e. g. long (bought but not closed out) and short (sold but not closed out) positions, among instruments in the portfolio are factored in. A universe of outcomes is constructed including single events with single outcomes, and the probability thereof, an single events with multiple outcomes, each with a probability thereof. This universe is implemented in a matrix probabilities on different outcomes, also referred to as “strikes. ” Each strike/outcome then has an associated price and probability, typically factored together as single value reflective of both.

System And Method For Asymmetric Offsets In A Risk Management System

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US Patent:
7509275, Mar 24, 2009
Filed:
Jan 7, 2005
Appl. No.:
11/030833
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Tae S. Yoo - Bartlett IL, US
Dale A. Michaels - Westmont IL, US
Edward Gogol - Skokie IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 99/00
US Classification:
705 35, 705 36 R
Abstract:
A system and method for using asymmetrical offsets for products in a risk management analysis system are disclosed. Conventional systems assign symmetrical offsets for products, that is, if two products have an 80% correlation they each would be assigned an offset of 80% with respect to each other. However, it is desirable to allow for asymmetrical offsets. In the disclosed system and method, when two products have a correlation of 80%, one may be assigned an offset of 75% and the other may be assigned an offset of 80%. There are many reasons to vary the offset between the products. The varying offset may reflect an asymmetry in the risk in one of the products, such as being traded in an illiquid market or in a less desirable venue. The varying offset may correct for an imbalance in spread credits due to special charges from intra spreading.

System And Method For Hybrid Spreading For Flexible Spread Participation

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US Patent:
7593877, Sep 22, 2009
Filed:
Jan 7, 2005
Appl. No.:
11/031182
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Tae S. Yoo - Bartlett IL, US
Dale A. Michaels - Westmont IL, US
Edward Gogol - Skokie IL, US
Assignee:
Chicago Mercantile Exchange, Inc. - Chicago IL
International Classification:
G06Q 99/00
US Classification:
705 35, 705 36 R
Abstract:
A system and method for risk analysis of a portfolio of derivative products is disclosed which is conducted based on a set of flexible rules. The system and method allow creating predefined sets of products for the purpose of future risk offsets. If a futures trade as a subset of that set of products that met a threshold level, then the subset is assigned the offset value (or a pro rata or other portion of the offset value) of the predefined set. For example, assume that the predefined set consists of one S&P 500 futures, one NASDAQ futures, one S&P Midcap 400 futures and one Russell 1000 futures and the threshold is three. If the futures trader holds any three of those four futures, the three futures can be grouped, assigned an offset value, and this group can be used as one asset for purpose of further risk offsets.

System And Method For Using Diversification Spreading For Risk Offset

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US Patent:
7593879, Sep 22, 2009
Filed:
Aug 15, 2006
Appl. No.:
11/504379
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Edward Gogol - Skokie IL, US
Dale A. Michaels - Westmont IL, US
Assignee:
Chicago Mercantile Exchange, Inc. - Chicago IL
International Classification:
G06Q 99/00
US Classification:
705 35, 705 36 R
Abstract:
A system and method for analyzing a portfolio that includes a variety of diverse products is disclosed. The system and method determines the extent or non-extent of the correlation between the products within the portfolio in order to offset the risk associated with the portfolio. Thus, if the products within the portfolio are determined to be diverse and uncorrelated, a credit can be assigned or applied to the portfolio or an initial margin associated with the portfolio in order to determine a diversification spread based performance bond or margin that reflects the determined risk of the portfolio.

System And Method For Activity Based Margining

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US Patent:
7769667, Aug 3, 2010
Filed:
Jan 7, 2005
Appl. No.:
11/030815
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Tae S. Yoo - Bartlett IL, US
Jodi L. Abudarham - Highland Park IL, US
Dale A. Michaels - Westmont IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/00
US Classification:
705 37, 705 38
Abstract:
A system and method for factoring in a trader's trading activity into the margin requirements is disclosed. In the securities arena, day traders are assessed different margins than non-day-traders, however, the specific profile of the trader is analyzed (that is, the same rule applies to all day traders).

Hybrid Cross-Margining

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US Patent:
7801810, Sep 21, 2010
Filed:
Jun 14, 2006
Appl. No.:
11/452673
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Edward Gogol - Skokie IL, US
Tae Seok C. Yoo - Bartlett IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/00
US Classification:
705 38, 705 35
Abstract:
A hybrid cross-margining system is disclosed. The disclosed provides for both joint accounts, maintained by multiple exchanges, as well as non-joint accounts, whereby the system recognizes both intra-account offsets within the joint account and inter-exchange offsets between the joint account and accounts maintained by another exchange to minimize the margin requirement of the associated market participant with respect to the positions reflected in these accounts.

Hybrid Cross-Margining

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US Patent:
7930245, Apr 19, 2011
Filed:
Aug 18, 2010
Appl. No.:
12/858911
Inventors:
Dmitriy Glinberg - Northbrook IL, US
Edward Gogol - Skokie IL, US
Tae Seok C. Yoo - Bartlett IL, US
Assignee:
Chicago Mercantile Exchange Inc. - Chicago IL
International Classification:
G06Q 40/00
US Classification:
705 38, 705 35
Abstract:
A hybrid cross-margining system is disclosed. The disclosed provides for both joint accounts, maintained by multiple exchanges, as well as non-joint accounts, whereby the system recognizes both intra-account offsets within the joint account and inter-exchange offsets between the joint account and accounts maintained by another exchange to minimize the margin requirement of the associated market participant with respect to the positions reflected in these accounts.
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Dmitriy G Glinberg from Chicago, IL, age ~58 Get Report