After a brief chat with the local Gods (Patrick and Andrew), I thought I would host an AMA for anybody interested in the life of a hedge-fund volatility trader.
- Undergrad: abroad so by definition a non-name school :) probably can be described as a double major in math and CS
- Grad School: PhD in something or other quantitative, lot's of math and lot's of coding
- Prequel to PMery: 15 years as an exotic derivatives market-maker, departed at director-level.
- Summary: I am not very smart, but I can lift heavy things.
I guess post your questions and I'll answer what I can.