Have worked as a Rates Trader / Quant at various banks.

My main interests are: Options Trading Strategies, Pricing Options on Interest Rates (i.e. the Libor Market Model / SABR / other models), and Financial Markets in general...

Here are some questions on this site that I found particularly interesting and that I enjoyed answering the most:

1. How does Implied Vol affect the convexity of an option price?

2. Can a short option have a negative Theta?

3. What is the risk neutral measure?

4. Are forward Libor rates always log-normal?

5. How to choose the correct pricing measure?

6. Do Vertical Credit Option Spreads benefit from higher IV?

7. How does IV affect a put back-spread?

And here are some questions that I asked myself that have received some great answers:

1. Intuition for the drift induced by the Stock Numeraire

2. Can the Numeraire be correlated to other assets under one pricing measure?

I always enjoy linking up with like-minded people who are interested in Quantitative Finance, please feel free to connect on LinkedIn.