Tim Glauner is Head of Summit Capital Markets Americas at Finastra Global Solution Consulting specializing in front-office, risk and quantitative areas in Capital Markets for broad asset class coverage including interest rate/inflation/FX/hybrid derivatives, fixed income including corporate and ABS/MBS securities.

Over the last 25 years he has worked as a quant developer for Summit, for a Tier-1 investment bank and a large statistical arbitrage hedge fund. For Finastra, he led the Technical Consulting team (ran 20 member team implementation projects) and is now working in pre-sales covering functional areas for front-office and risk. His client exposure includes over 100 financial institutions including Deutsche Bank, HSBC, World Bank, Citibank, State Street, Truist, Fannie Mae, Bank of America.

He has implemented the earliest Explanatory P&L analytics for Rates along with implementing one and two factor interest rate models using lattice and Monte-Carlo models, prepayment models, relative value analytics and firm wide risk management analytics. He was also instrumental designing and writing the pricing and curve API library for Summit.

Tim holds a B.S. from the Technical University in Karlsruhe and M.S. in Computer Science and M.S. in Mathematics from the Courant Institute at New York University. He has in deep experience in financial markets as well as advanced technology including High Performance Computing, Big Data, Machine Learning and Open APIs.

Tim is an adjunct professor at Fordham, Gabelli School of Business, and has taught courses covering Capital Markets, FRTB and LIBOR transition. He is also an Associate at Columbia University in the Enterprise Risk Management program.