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 onean 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.