• Conducted thorough portfolio risk analysis by simulating various scenarios related to movements in treasury futures, absolute and relative option volatility shifts, and their associated profit/loss outcomes.• Developed hedging strategies covering a spectrum of the yield curve, spanning from 2-year to 30-year treasury futures, effectively mitigating risks associated with underlying futures positions and multi-dated options exposure.• Excelled in high-pressure situations, ensuring smooth operations under stress.• Built strong relationships with stakeholders, aligning project progress with expectations.• Engaged in active market-making activities for treasury options, utilizing both electronic trading platforms and direct telephone communication.• Employed advanced evaluation techniques considering factors such as volatility, liquidity, and expected profitability to ascertain optimal trade prices and sizes.

• Played a key role in managing a treasury options portfolio with capital ranging from $1.5 - 2.5 million, achieving impressive annual returns on capital (ROC) ranging between 100% to 300%, with a peak exceeding 400% in 2008.• Formulated and executed a daily trading strategy centered on portfolio risk management, analyzing, and adjusting Gamma, Vega, Theta, Epsilon, and Delta positions to align trading activities with daily portfolio objectives.• Effectively communicated with and provided guidance to portfolio members on the trading floor, ensuring a clear understanding of portfolio goals and the implementation of strategies to achieve target positions.• Acted as a mentor to new hires and trading assistants, contributing expertise to the company's training program by delivering comprehensive classes covering fundamental trading principles and advanced portfolio management strategies.

• Engaged in high-volume trading of options on various treasury futures, including the 30-year, 10-year, 5-year, and 2-year contracts, averaging over 5000 contracts daily, representing 2 - 3% of the total daily treasury options volume.• Cultivated strong relationships with multiple brokers, leveraging these connections to gain a competitive edge in accessing order flow and volatility information, enhancing trading efficiency and effectiveness.• Actively participated in market-making activities and executed trades on the trading floor within the 5-year and 10-year treasury options pits, consistently providing significant liquidity to the market, often exceeding 20 - 25% of the open outcry volume.

• Executed daily clerical duties within the S&P and Dow futures trading pits, as well as the SPX and OEX options pits, ensuring smooth operations and accurate record-keeping.• Held the role of arbitrage clerk for SPX and OEX traders, facilitating efficient trading activities and optimizing arbitrage opportunities.• Conducted regular risk analysis on portfolio profit/loss scenarios, evaluating potential outcomes based on different movements in underlying futures, contributing to informed decision-making and risk management strategies.