Beto Guerrero, Mba Email & Phone Number

Prolific derivatives trader with extensive experience pricing, modeling and arbitraging derivatives across asset classes in listed and OTC securities. Expertise in trading domestic and international indices, stocks, futures, options, variance swaps, VIX products, sector ETF's, interest rate swaps, and mitigating foreign exchange exposures.Active management of “greeks” inherent to a derivatives portfolio (delta, gamma, vega, theta, rho and dividends). Strong modeling and hedging ability of volatility term structure, volatility skew and convexity. VAR models, complex derivatives valuation and statistical Montecarlo simulations.Experience in Managing Global Business, and reducing operations risk, as well as working knowledge of Financial regulatory requirements, and compliance across international jurisdictions.Specialties: Equities, Equity Derivatives, Volatility Arbitrage, Interest Rate Derivatives, FX hedging, Global Macro Trading, Derivatives Valuation, Electronic Market Making, Caps, Floors, Binary options, Corridors, Barriers, Swaptions, High-Frequency Trading, Event Driven Trading, Systematic Trading, Variable Annuity Derivatives, Credit Risk, Forwards, Futures, Operations, Compliance, P&L, Accounting, Settlements, Reconciliations, Eurodollars, Hedging, Fixed Income, Algorithmic Trading, Middle Office, Portfolio and Risk Management, Asset Management, Hedge Funds, Financial Modeling, Investment Management, Relative Value Trading, Event Driven Trading, Interest Rate Swaps, Currency Swaps, Funding.

Listed skills include Illustrator/ Artistic Painter, Automotive Mechanics, 3D Visualization, Automotive Design, and 61 others.