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Christopher Metli

I am an experienced Equity Strategist focused on the impact of positioning, flows, systematic strategies, and investor behavior... | Suffolk County, Massachusetts, United States

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Christopher Metli’s Location Suffolk County, Massachusetts, United States

Christopher Metli’s Expertise I am an experienced Equity Strategist focused on the impact of positioning, flows, systematic strategies, and investor behavior on markets. I take a data-driven approach, combining deep quantitative analysis with qualitative market information to identify crowded trades at risk of rapid unwinds. With a background of 12 years in equity derivatives, I’ve analyzed and implemented a range of option and volatility trading strategies, including efficient hedging, risk premium extraction, thematic basket trades, volatility relative value, VIX and volatility arbitrage, systematic / algo strategies, fundamentally driven single-stock option ideas, and capital structure arbitrage. I began my career taking a quantitative approach to academic and policy issues at the Federal Reserve. I then transitioned into Equity Research at Morgan Stanley where I developed fundamental and corporate analysis skills, before moving into Equity Derivative Research where I took a top-down macro approach to the price of risk and uncertainty. Today I work in the Quantitative and Derivative Strategies group at Morgan Stanley, combining macro thinking and quantitative data analysis to help institutional clients hedge risk and generate alpha.

Christopher Metli’s Current Industry Morgan Stanley

Christopher Metli’s Prior Industry
Federal Reserve Bank Of New York | Morgan Stanley

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Work Experience

Morgan Stanley

Managing Director, Head of US Quantitative and Derivative Strategies

Tue Nov 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time) — Present

Morgan Stanley

Executive Director, Equity Derivative Strategy Research

Fri Dec 01 2006 00:00:00 GMT+0000 (Coordinated Universal Time) — Tue Nov 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time)

Morgan Stanley

Associate, Gaming and Lodging Equity Research

Mon Mar 01 2004 00:00:00 GMT+0000 (Coordinated Universal Time) — Fri Dec 01 2006 00:00:00 GMT+0000 (Coordinated Universal Time)

Federal Reserve Bank Of New York

Assistant Economist, Research and Market Analysis Group

Wed Aug 01 2001 00:00:00 GMT+0000 (Coordinated Universal Time) — Mon Mar 01 2004 00:00:00 GMT+0000 (Coordinated Universal Time)

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Christopher Metli Email Addresses

ch****@mo****.com Email

No phone number available.

FAQ About Christopher Metli

Christopher Metli is located at
Suffolk County, Massachusetts, United States

Christopher Metli is a
I am an experienced Equity Strategist focused on the impact of positioning, flows, systematic strategies, and investor behavior on markets. I take a data-driven approach, combining deep quantitative analysis with qualitative market information to identify crowded trades at risk of rapid unwinds. With a background of 12 years in equity derivatives, I’ve analyzed and implemented a range of option and volatility trading strategies, including efficient hedging, risk premium extraction, thematic basket trades, volatility relative value, VIX and volatility arbitrage, systematic / algo strategies, fundamentally driven single-stock option ideas, and capital structure arbitrage. I began my career taking a quantitative approach to academic and policy issues at the Federal Reserve. I then transitioned into Equity Research at Morgan Stanley where I developed fundamental and corporate analysis skills, before moving into Equity Derivative Research where I took a top-down macro approach to the price of risk and uncertainty. Today I work in the Quantitative and Derivative Strategies group at Morgan Stanley, combining macro thinking and quantitative data analysis to help institutional clients hedge risk and generate alpha. Morgan Stanley

Christopher Metli currently works in the
Morgan Stanley

Christopher Metli specializes in
I am an experienced Equity Strategist focused on the impact of positioning, flows, systematic strategies, and investor behavior on markets. I take a data-driven approach, combining deep quantitative analysis with qualitative market information to identify crowded trades at risk of rapid unwinds. With a background of 12 years in equity derivatives, I’ve analyzed and implemented a range of option and volatility trading strategies, including efficient hedging, risk premium extraction, thematic basket trades, volatility relative value, VIX and volatility arbitrage, systematic / algo strategies, fundamentally driven single-stock option ideas, and capital structure arbitrage. I began my career taking a quantitative approach to academic and policy issues at the Federal Reserve. I then transitioned into Equity Research at Morgan Stanley where I developed fundamental and corporate analysis skills, before moving into Equity Derivative Research where I took a top-down macro approach to the price of risk and uncertainty. Today I work in the Quantitative and Derivative Strategies group at Morgan Stanley, combining macro thinking and quantitative data analysis to help institutional clients hedge risk and generate alpha.