Neil Brookes

Neil Brookes Email and Phone Number

Portfolio Manager, Equity Derivatives. @ Elequin Capital, LP
Neil Brookes's Location
New York, New York, United States, United States
Neil Brookes's Contact Details
About Neil Brookes

20+ years of experience trading US index and single stock derivatives. Particular skills involve modelling VIX/SPX complex for futures/options and dispersion trading.Quant/software development skills, deep experience in building derivatives pricing/risk systems using .NET/C++ .

Neil Brookes's Current Company Details
Elequin Capital, LP

Elequin Capital, Lp

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Portfolio Manager, Equity Derivatives.
Neil Brookes Work Experience Details
  • Elequin Capital, Lp
    Director Of Business Development
    Elequin Capital, Lp Oct 2024 - Present
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  • Elequin Capital, Lp
    Portfolio Manager
    Elequin Capital, Lp Jun 2023 - Present
    New York, United States
    Distribution Arbitrage.
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  • Sea Otter Securities Group Llc
    Vix/Spx Options Trader
    Sea Otter Securities Group Llc Jan 2021 - Apr 2022
    New York, United States
    VIX futures arbitrage trading.
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  • Bluefin Trading Llc
    Vix/Spx Options Trader
    Bluefin Trading Llc Sep 2012 - Jan 2021
    Greater New York City Area
    VIX/SPX options trader.Managed a VIX/VXX/SPX volatility arbitrage portfolio.Wrote my own pricing / risk management and volatility modeling software using C# and SQL Server, enabling me to quickly identify relative value across correlated implied volatility surfaces.
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  • Nico Trading
    Senior Financial Engineer
    Nico Trading 2010 - 2012
    Chicago
    Built pricing and volatility surface modeling software for Equity volatility traders.
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  • Infinium Capital Management
    Quant/Derivatives Trader
    Infinium Capital Management 2008 - 2010
    -Traded options on VIX futures.-Developed pricing/volatility mapping models for SPX/SPY, NDX/QQQQ options trading. -Developed volatility models used by Nat Gas, Fixed Income, FX and Equity Derivative traders.
  • Susquehanna International Group
    Equity Derivatives Trader
    Susquehanna International Group May 1999 - Jun 2003
    -Worked on Index Arbitrage and Exotic Fixed Income Derivative desks.-Traded US equity single stock/sector options.
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Neil Brookes Skills

Financial Engineering Equity Derivatives Software Development C# Commodity Derivatives Volatility Surface Modeling

Neil Brookes Education Details

Frequently Asked Questions about Neil Brookes

What company does Neil Brookes work for?

Neil Brookes works for Elequin Capital, Lp

What is Neil Brookes's role at the current company?

Neil Brookes's current role is Portfolio Manager, Equity Derivatives..

What is Neil Brookes's email address?

Neil Brookes's email address is ne****@****yny.com

What is Neil Brookes's direct phone number?

Neil Brookes's direct phone number is +131260*****

What schools did Neil Brookes attend?

Neil Brookes attended Carnegie Mellon University - Tepper School Of Business.

What skills is Neil Brookes known for?

Neil Brookes has skills like Financial Engineering, Equity Derivatives, Software Development, C#, Commodity Derivatives, Volatility Surface Modeling.

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