Q&A: PM at HF (Former sellside macro trader)
Attended a top non-ivy undergrad with a degree in mathematics and economics. Prior to leaving for a multi-strat hedge fund (think Bluecrest, Millennium, Balasny, etc.), I was a macro derivatives trader on the sellside. The vast majority of my daily work was focused on idea generation, backtesting and quantifying risk/reward on prop positions with the rest 20% market marking related.
Given my current role on the buyside, my product scope includes futures, bonds, CDX index swaps, CDX index swaptions, IRS, Swaptions, ED$ options and more exotic derivatives as well. The objective is pretty much generating as much uncorrelated(or machinely) possible while maximizing Sharpe, etc.
Nontraditional Route -
Instead of a traditional campus recruiting process, I started my networking process late at the start of my senior year by cold calling every alumni and any contact I could find on the internet. I regularly flew to Manhattan on my own dime after lining up multiple coffee sessions and persistently followed up. Eventually, this translated to onewhere an analyst position was created for me on a derivatives desk.
Feel free to ask me whatever you'd like, or PM me if you're more comfortable doing that instead.
Want to work with me? Check my profile here.