Podcast Transcript: Benn Eifert On Retail Options Boom, Over-Complex Derivatives, and Managing Tail Risk
- By Bilal Hafeez
- 35 min read
This is an edited transcript of our podcast episode with Benn Eifert, managing member and CIO of QVR. We talked derivatives post GFC, how to manage convexity and tail risk, common quant mistakes and whether short vol strategies work. While we have tried to make the transcript as accurate as possible, if you do notice any errors, let me know by email.
Benn’s Background and Career Path
Bilal Hafeez (01:41):
Now, Ben, if you’ve heard any of my other podcasts you’ll know that I always like to start my conversations with a question around your background. Currently, obviously you’re at QVR, which is an alternative strategy quant fund and advisory firm, but presumably you didn’t start at QVR. So, what’s your origin story? What did you study at university, and then what did you do after that, and how did you end up where you are now?
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