Bloomberg Volatility Forum: All Options Considered

Anna Edwards is the co-anchor of the Opening Trade on Bloomberg Television and a frequent host of “Bloomberg Daybreak Europe” on Bloomberg Radio. Anna has more than twenty years experience in business news having previously worked at CNBC Europe and freelanced for CNN in London. Before working in TV Anna was an equity analyst at UBS and qualified as a Chartered Management Accountant at Pricewaterhouse Coopers.

Catherine Clay is Executive Vice President, Global Head of Derivatives at Cboe Global Markets. Clay leads Cboe’s global derivatives business, which consists of Cboe’s U.S. futures and options exchanges, Cboe Europe Derivatives (the first pan-European derivatives marketplace), Cboe’s product innovation hub, and the Options Institute, which provides expert options education to new and experienced traders alike.  In her previous role as Executive Vice President of Global Digital and Data Solutions, she led the company’s efforts to align Cboe’s digital assets, data and analytics product suite and market data services with strategic objectives. Under Clay’s leadership, Cboe’s market data and access services, market and risk analytics, global indices and order and trade management offerings work in tandem, providing Cboe’s global client base with more efficient and streamlined access to the company’s full suite of data services and trading resources. Clay began her career as a clerk in Interactive Brokers’ market-making unit, Timber Hill, and progressed to Lead Market Maker and Director of Floor Trading and Operations. In 2006, she left Timber Hill to co-found Thales LLC, a market-making firm on the NYSE Options Floor and on the OneChicago single stock futures exchange. She joined Livevol, Inc. in 2010 as Chief Strategy Officer. At the time of Cboe’s acquisition of Livevol in 2015, Clay held the position of Chief Executive Officer. 

Diego Parrilla, Chief Investment Officer at $1.5b Quadriga Asset Managers in Madrid, where manages the volatility, tail risk, and protected equity mandates. Diego has 27+ years of investment and senior leadership experience in London, New York, and Singapore across industry leaders JP Morgan, Goldman Sachs, Merrill Lynch, BlueCrest Capital, Dymon Asia, 36 South Capital. Diego is visiting lecturer at Imperial College Business School in London and co-author with Daniel Lacalle of “The Energy World is Flat” (Wiley, 2014), published in English, Spanish and Chinese, and “The Anti-Bubbles” (BEP, 2017), selective contributor to the Financial Times (published two Insight Columns), Wall Street Journal, CNBC, CNN, Bloomberg TV, Real Vision TV, Hedgeye, MacroVoices, amongst others. Diego holds a MSc Mineral Economics from the Colorado School of Mines in Golden, MSc Petroleum Economics and Management from the French Institute of Petroleum in Paris, MSc Mining and Petroleum Engineering from the Polytechnic University of Madrid, and JP Morgan Global Markets Training program in NYC in 1998. Amongst other honours, Diego completed his education with full academic scholarships, graduated highest honours (top 1 percentile), and received the National Award for Academic Excellence in Spain in 1997. 

Karim is the Head of EMEA Investment Strategy at BlackRock. He is a regular speaker at industry events, and in online webinars and webcasts and has guest lectured at universities in Lebanon and the UK. Prior to BlackRock, he worked at Nomura, generating trade ideas using equity derivatives. Karim holds a BA (Hons) in Economics from the American University of Beirut (AUB), with a minor in Political Science. He also holds an MSc in Urban Economic Development from University College London (UCL)’s Development Planning Unit. Karim is a senior member in Lebanese International Financial Executives (LIFE), a member of BlackRock’s Women’s Initiative Network (WIN) and BlackRock’s Out and Allies Network EMEA Committee. In his free time, Karim volunteers with Age UK, a charity focused on befriending services with the elderly. He also enjoys running, having completed marathons in Florence and Beirut.

James Harris, Zodia Custody’s Chief Commercial Officer, brings over 20 years of financial markets expertise, with the last seven specifically focused on the digital asset sector. His depth of knowledge and strategic vision have been pivotal in driving growth and innovation in this rapidly evolving industry. James’s journey in digital assets began with co-founding Altairian Capital, a digital asset manager and custodian, leading it to a successful acquisition by Diginex. Prior to his ventures in the digital asset space, he held significant roles in esteemed financial institutions such as Citi and Standard Chartered Bank, gaining a wealth of experience that he now leverages at Zodia Custody. In his current role, James is responsible for the client-facing segments of the business, including Product, Marketing, Operations, and Partnerships.

Ollie joined BNP Paribas in 2021 and is the FX Volatility Strategist for BNP Paribas Markets 360 He is based in London.  Ollie brings over 15 years of buy side and sell side experience, integrating global macro dynamics, economic and market forecasts, BNP Paribas’s leading suite of quantitative valuation and positioning models, and volatility market behaviour to develop FX volatility view generation, including thematic research and both strategic and tactical trading opportunities across the volatility term structure, across all major currencies.
Prior to joining BNP Paribas, Ollie was Head of Research at TS Lombard, a leading independent economic research consultancy, and was an FX strategist at Brevan Howard. Ollie is a Physics graduate from the University of Oxford where following graduation he taught High School science prior to his career in finance.

Pierre-Henri joined BlueBay Asset Management (which is now part of RBC Global Asset Management) in July 2014 and is a BlueBay Senior Portfolio Manager within the Convertible Bond Team. He has 20 years investment management experience. Pierre-Henri began his career with BNP Paribas Asset Management in fixed income management then subsequently as a multi-asset quant strategist and began managing convertible bonds in 2005, first for Credit Suisse Asset Management and later Aberdeen Asset Management. He holds an MSc from École Centrale de Lyon and a degree (DEA) in Models and Mathematical Methods in Economics from Université Paris I. Pierre-Henri has passed the CFA UK Certificate in ESG Investing and is a CFA charterholder.

Tanvir Sandhu, Chief Global Derivatives Strategist at Bloomberg Intelligence, writes research and forward-looking ideas on global volatility across asset classes. The research is available at BI VOLA <GO>, the volatility dashboard, on the Bloomberg terminal. ‘All Options Considered’ is Tanvir’s podcast with insights into global macro and volatility. Prior to joining Bloomberg, he gained experience from positions at Bank of America Merrill Lynch and Merrill Lynch Investment Managers in London. He graduated from the University of Oxford and has an academic background in mathematics. Tanvir is a guest lecturer at the University of Oxford.