With over two decades of experience at the forefront of derivatives trading and structuring—first as an exotic options trader at Goldman Sachs, then as Global Head of Financial Engineering at Leonteq—I bring deep, first-hand expertise to help you understand, evaluate, or create structured products.
Structured products often sit at the intersection of investor demand, market risk, and complex derivatives pricing. Whether you're launching a new payoff or reviewing the risks embedded in a legacy book, I can help you navigate this complexity with precision.
I combine practical trading insight with academic research. My work includes quantitative studies on how structured products impact volatility surfaces and hedging flows. This dual approach—practical and theoretical—makes my analysis uniquely valuable.
Whether you are on the buy side, sell side, or managing a product platform, I bring clarity and rigor to your structured product analysis.
I help clients design and assess new structured product payoffs, from idea generation to pricing dynamics. This includes analysis of hedging strategies, market impact (e.g., on volatility surfaces), and product competitiveness.
I provide a clear assessment of the risks a buyer is taking on—whether retail or institutional—including sensitivity to market moves, path dependency, and potential mark-to-market volatility.
I offer retrospective analyses of trades and structures—what worked, what didn’t, and why. These case studies are ideal for internal training, product governance, or improving future structuring decisions.
Training is not just about knowledge transfer—it’s about relevance, credibility, and clarity. I regularly design and deliver high-impact training sessions to teams across the industry: investment banks, private banks, asset managers, hedge funds, and family offices.
Each session is tailored to your team’s needs—beginner to advanced—and grounded in real market practices. I don’t teach textbook theory; I teach how the market actually works.
I also speak regularly at industry conferences such as SPI and SRP, and offer keynote presentations or technical seminars at private client events or institutional workshops.
If you're looking to sharpen your team’s expertise—or to engage clients with high-quality content—I can deliver sessions that are insightful, technically solid, and tailored to your context.
A comprehensive introduction to the world of structured products: how payoffs are built, priced, and hedged. Ideal for new joiners or teams expanding into structured solutions.
An insider’s view on what’s trading in today’s market. From the latest variations of autocallables and yield enhancement products to the regulatory and macro factors shaping demand.
Intensive sessions focused on autocallables, barrier structures, Greeks and greeks under stress, volatility surface mechanics, or tail-risk management. These are suited for experienced teams looking to go beyond the basics.
If you have questions about our training programs or academic approach, don’t hesitate to contact us directly.
