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Peter Leoni

photo Peter Leoni

Dr Peter Leoni graduated with a PhD in mathematical physics and started his professional career in Belgium, where he worked for KBC Asset Management as a risk manager modelling equity and interest rate derivatives. He then moved to ING as a front office quant on the exotic equity derivatives desk; and before the credit crunch hit, Dr Leoni realized that energy modelling had a lot of unsolved issues and decided to change his career path towards commodities, focusing on energy.

Dr Leoni then spent 4 years in the trading unit of GDF Suez in Brussels, working thereafter for a private fund in Geneva and Macquarie Bank in London. He is currently the director of trading for the London/Geneva office of a privately owned trading firm.

He holds a position of visiting professor for the Catholic University of Leuven in Belgium since 2011 and has published several articles on modelling, pricing and hedging derivatives in equity and commodities markets. In 2014, Dr Leoni published the book “Hedging and the Greeks Explained”.

Teaches:


Option Hedging Simulation