Focus Day: Trading European Volatility Markets: Daily Options & VSTOXX 2024

Esmail Afsah is an Equity Derivatives Strategist for European Markets at JP Morgan, where the team was ranked 2nd in the latest II investor survey. The team covers most equity linked products including options, delta one and dividends. Prior to joining JP Morgan in 2018, Esmail worked for BNP Paribas and Nomura. Esmail started his career as a fundamental Equity Analyst at Citi.

Dorte is part of the Eurex Equity & Index sales team, where she is responsible for covering UK hedge funds and Nordic buyside clients. Also, she is coordinating the sales activities for Eurex’ newly launched daily options. Before starting at Eurex in 2019, Dorte held a position as director in Deutsche Bank, working with derivatives and solution sales towards institutional investors.

Abhinandan Deb is Managing Director and Head of Global Cross Asset Quant Investment Strategy at BofA, with nearly 20 years of experience in the industry. His research areas and expertise include volatility as an asset class, correlation, dividends, hedging and alpha generation using derivatives, cross asset analysis, risk premia, quantitative strategy development and portfolio construction. He manages a team of quantitatively oriented cross asset researchers producing consistently top-ranked research content. He is a regular presenter and moderator at BofA and industry conferences focussed on derivatives, quant and risk premia strategies. Previously, he worked at Barclays as a vice president in equity derivatives research. Deb has a BSc (Hons) in Physics from the University of Delhi, a BA in Computation from the University of Oxford and an MSc in Advanced Computing from Imperial College, London.

Sophie Granchi has over 25 years experience selling Equity derivatives to UK & US Hedge Funds and Asset managers. She was leading EQD sales desks at BNP, Dresdner & Nomura and worked for Lehman Brothers. She joined Eurex a year ago as an Equity & Index sales, based in Paris. Among others, she leads the sales efforts in VSTOXX futures and options in Europe.

Matt Koren is part Eurex’s Equity and Index sales team, responsible for covering US based hedge funds and banks from New York. He is also responsible for overseeing Eurex’s global sales efforts for VSTOXX derivatives. Before joining Eurex, Matt held sales trading roles at Citi, Jefferies, Exane, and Tradition.

Daniel Krause is the Head of Portfolio Management at finccam, a Munich-based asset manager specialized in systematic risk premia and risk management strategies. He has more than 10 years of portfolio management experience using derivatives for managing institutional portfolios, both at finccam and his former employer Allianz Global Investors. Daniel holds a M.Sc. in Finance & Information Management from TU Munich.

Charles has been managing the Melanion Volatility Fund for over seven years. The fund is an arbitrage-focused fund invested in equity options. Charles has over 24 years of experience in equity derivatives. Prior to this, he held various management and trading positions in investment banks.

Russell Rhoads is a faculty member at the Kelley School of Business at Indiana University who also offers independent analysis of listed derivative markets. His career spans 20 years on the buyside with firms like Balyasny Asset Management and Millennium Management. Before joining Kelley, Russell taught at other universities and was head of the Options Institute at Cboe Global Markets.

Hamish leads STOXX’s efforts to develop a portfolio of concepts and capabilities designed to meet modern investor needs. Hamish has held several roles at the company, including Head of Index R&D, and Head of Axioma’s index business. Prior to joining Axioma, Hamish worked at Credit Suisse and Dow Jones Indices.

Noel Smith is the Managing Partner and Chief Investment Officer of Convex Asset Management and the Head of Options Trading at Tanius Technology. As a member of the CME, CBOT, and CBOE, Noel has over 25 years of experience trading volatility, Market Making, and managing risk. Noel is an expert in Options, Stocks, Bonds, ETPs, Commodities, Futures, and Volatility.