Hamish 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