I am the right person to consult on all types of options. I have experience trading and structuring combinations of standard and exotic options products. My skills and experience are perfect for the role.
I have extensive knowledge of modeling and pricing of everything from basic American / European options and combinations (such as spreads, butterflies, and condors) to complex strategies such as path-dependent barrier options and multi-asset rainbow options. Basically, if you can dream up a payoff profile I can explain the modelling of the option. I spent 8 years structuring and selling customized options products for corporations and high net worth individuals. During this time I worked first for Goldman Sachs and later for JPMorgan. I am currently a full-time consultant dedicated to options and quantitative trading.
I am extremely skilled at explaining complex products in a simple way. In addition, I can help create beautiful excel models and Powerpoint presentations to assist with explaining these products to clients. I can also program in MATLAB to create customized options pricing models if needed.
I hold a BS in Engineering from MIT with a GPA of 4.9/5.0. I currently live and work in New York, and could arrange to meet at your convenience over Skype or GoToMeeting.
My typical fee is $75 per hour. I suggest we discuss over the phone your specific needs, at no charge to you. Once I know where to begin, we can determine the scope of your consulting needs in this area. I would be happy to discuss an extended project or relationship if that seems to make more sense.