Max Breier
Portfolio Manager - Systematic Volatility and Distribution Arbitrage @Neuberger
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WORK HISTORY
Portfolio Manager - Systematic Volatility and Distribution Arbitrage @Neuberger
NY, US
EDUCATION
Lehigh University - College of Business and Economics
BS
ABOUT MAX BREIER
Specialty: Volatility Strategy, Arbitrage and Advanced Option Theory Deep knowledge of advanced options theory and application Fluent in Matlab, C#, SQL, VB/VBA Authored several systematic volatility strategies including Relative Value (Volatility), Price Distribution Arbitrage and Optimal Distribution Capture. All 10 yr back-tested with >3 Sharpe Ratio Integrated coding environment with multiple option/volatility related data sources including Option Metrics, Volatility, Bloomberg API. Integration of automated option execution via Interactive Brokers api
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