Peter Mayne Email & Phone Number

London, Gb

London

Co developed live Risk system - live greeks including timweighted vega, premium over parity - Specified and designed position matrix tool for easy position analysis group by symbol,industry, strike, nstrike, relfwd displaying greeks and other metrics for both positions and trades.- Specified and designed Risk Scenario system shocking spot vol combinations, SSR and correlation.- Created Event Pricer for Risk using fwd vol.- Rewrote Strategy Limits framework to be appropriate for a vol trading business.- Strategy review.- Redesigned option execution limits.- Specified limit design and behaviour for delta hedger for options.-Created formulaic classification for single name equities with universe.-Created liquidation metric.- Advising CIO office on market positioning and vol topics.-Designed and built vol risk report.- Researching and building risk signals to predict stock variance. - Became strategy Interview round for prospective PMS both MLP and WQ

London, England, United Kingdom

Spearhead all global risk functions encompassing quantitative, proprietary and market making trading strategies across equities, fixed income, commodity, and FX derivatives markets, with responsibility for strategy and teams in multiple international locations. Deliver expertise in portfolio analysis and risk management of proprietary, algorithmic and flow trading strategies. Serve as key member of leadership team responsible for strategy and company positioning. Report and present at Board level, including serving as Member of Board Advisory Team. • Successfully refactored all risk and FO position analysis tools to compensate for blind spots across short end / long end rates, equities, FX, and commodities. Trading desks now use risk reports as one of the primary tools to manage positions. • Designed and implemented new risk limit framework across firm, including bespoke structures introduced to cover different markets and trading mandates from fixed income prop to quant-driven equity desks. Framework is used by all teams to measure exposures with intraday communication between risk and desks. • Significantly reduced operational errors by improving algorithmic safeties to Mako architecture. Now used by all virtual trader machines.Skills: Global Risk, Portfolio Analysis, Team Leadership, Strategic Planning, Goal Attainment

London, England, United Kingdom

Oversaw all aspects of Eurostoxx derivatives trading book, with responsibility for developing and implementing proprietary trading positions and providing liquidity to the inter-dealer broker market. Provided highly accurate pricing and liquidity for buy side clients, ranging from pension funds to insurance companies. Provided oversight of VSTOXX and VIX proprietary trading book. Negotiated brokerage rates for Eurostoxx desk, liaised with the exchange, and represented Mako interests at Eurex working committees. • Co-founded and built Eurostoxx deskinto market leader returning in excess of 150% annual return on capital over a 16 year period.• Received promotion to roles of increasing scope and managerial responsibility. Made Equity Partner in 2006.• Co-led team that developed VIX arbitrage strategy; returned multi-million PNL annually.Skills: Global Risk, Portfolio Analysis, Team Leadership, Strategic Planning, Goal Attainment

Bsc (First Class Honours ), Economics

Investment, Risk And Taxation

Uk Regulation And Professional Integrity

Futures And Options Representative