Peter James is an Institutional Derivatives specialist at Optiver, a leading global market maker in listed derivatives. He has more than 15 years of experience across fixed-income and derivatives markets, with a particular focus on interest rate volatility, market structure, and the use of listed options for macro trading and risk management.
Working closely with institutional investors, hedge funds, and asset managers, Peter provides insights into the evolving role of listed rates options and volatility products in portfolio construction and risk management. Prior to joining Optiver, he spent nearly a decade at Barclays covering the global hedge fund community within fixed-income markets.
Main Day 1 | 14th October
1:30 PM Workshop 2: Rates Volatility: The Fixed Income Tool Hiding in Plain Sight
How can you use listed rates options to improve hedging precision and express macro views more effectively? This session will provide a clear introduction to how these instruments work, how they are priced, and why adoption has remained limited across fixed income investors. It will explore how to navigate the Bund options market in practice, where liquidity sits and how to access it, while also translating swaption volatility into a listed rates framework to make the asset class immediately familiar. Through practical examples, you will gain a better understanding of how asset managers are starting to use listed rates options for both hedging and directional strategies.
Check out the incredible speaker line-up to see who will be joining Peter.
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