Quantitative Options Trader
CurrentCryptocurrency options trading• Options market making and volatility trading• Relative value trading across term-structures, volatility surfaces, and products• Volatility surface construction and calibration
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@umn.edu
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Matthew Nelson is listed as Quantitative Options Trader at MQN Research, based in New York, United States. AeroLeads shows a work email signal at umn.edu and a matched LinkedIn profile for Matthew Nelson.
Matthew Nelson previously worked as Quantitative Options Trader & Market Making Strategist at Marquette Partners and Interest Rate Derivatives Trader at Marquette Partners. Matthew Nelson holds Bachelor Of Science (B.S.), Finance from University Of Minnesota - Carlson School Of Management.
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Derivatives trader specializing in options market making, with a background in interest rates and a more recent focus on the digital assets space. Beyond the scope of conventional market making activities—such as pricing, volatility trading, and risk management—I am focused on building, implementing, and optimizing tech-driven trading models, algorithms, and systems.
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Cryptocurrency options trading• Options market making and volatility trading• Relative value trading across term-structures, volatility surfaces, and products• Volatility surface construction and calibration
Chicago, Il, Us
Collaborated with core development team on long-term project to develop and implement a revamped proprietary market making platform featuring an improved derivative pricing model, volatility engine, and suite of risk management tools
Chicago, Il, Us
Managed US Treasury Options market making desk during European and APAC market (US overnight) sessions• Directed all algorithmic trading strategies and automated mass quoting system as a leading CME liquidity provider; Simultaneously managed thousands of live quotes across the yield curve, through all active option expirations• Dynamically managed all portfolio risk resulting from market making activities, particularly in respect to option greeks and skew, diligently adhering to risk frameworks and guidelines• Key projects involved implementation of automated tools and algorithmic strategies for hedging, quoting, and trade execution
Chicago, Il, Us
• Managed and fit option pricing model parameters such as skew, volatility, and kurtosis in real-time to ensure accurate theoretical fair values• Key projects include automation of daily processes related to model calibration and administrative tasks using VBA• Corresponded with clearing house and brokers to reconcile trade and position discrepancies; ensured accuracy of all trades throughout the entire trade lifecycle
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Matthew Nelson works for MQN Research.
Matthew Nelson is listed as Quantitative Options Trader at MQN Research.
AeroLeads has found 1 work email signal at @umn.edu for Matthew Nelson at MQN Research.
Matthew Nelson is based in New York, United States while working with MQN Research.
Matthew Nelson has worked for Mqn Research, Marquette Partners, Wells Fargo, and Mashup Media.
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Matthew Nelson holds Bachelor Of Science (B.S.), Finance from University Of Minnesota - Carlson School Of Management.
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