Derivatives Consultancy

derivatives consultancyHamish Raw offers a derivatives consultancy specialising in the pricing and risk management  of options traded.

What You Get

  • an interim team member dedicated to your cause.
  • a highly experienced trader who traded conventional options (on LIFFE, LTOM, CBOT, CME, SFE, EUREX) in size with his own money.
  • a guy that codes (proficient in Excel/VBA) and tests his own financial models.
  • an adept teacher/trainer in the field of both financial engineering and practical trading.
  • an expert in options portfolio risk analysis and management to coach your risk manager.
  • an entrepreneur that has IPO’d a software company (£54.5m) offering trading systems.
  • the author of a comprehensive risk management book on digital options.
  • an innovator, a problem solver who thinks out-of-the-box.
    • Feasibly created the first pricing methodology involving a sliding skew.
    • Advised the LIFFE Board on the introduction of a Value-at-Risk margining system for LIFFE options.
    • Applied derivatives methodology to the catastrophe insurance market.
    • Recently created a quantitative method of calculating a path dependent historic volatility of asset prices.
    • More recently created a Swaps package for establishing the valuation of supranational banks buyback bids.

I will only deliver first class results; this means I will not take on work outside of those subjects I consider I am an expert in. I have turned away work when not comfortable with my ability to excel.


  • the analysis and management of market risk
  • training options traders and/or options market-makers
  • vanilla and exotic options pricing
  • practical trading issues
  • volatility trading
  • market arbitrage


  • an MBA
  • traded as a self-financed futures and options trader in the pits and onscreen
  • founded a software company that offered DMA software and IPO’d on AIM
  • consulted as a specialist options risk manager
  • published a specialist book on the risk management of digital options
  • approaching 35 years experience in the derivatives business


Hamish Raw’s Derivatives Consultancy
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