Hi, I've stumbled upon a trading role at an options market maker. I have a month to prepare myself and was wondering what's the best way to go about it i.e. (what publications/books to read, simulators, etc.) Cheers!
(a) depends on the role, is it AMM or OTC? For an AMM role, you probably want to brush up on your programming, for OTC role it'd be mostly option-theory specific (b) you can't go wrong with Filthys books + Bayard; Hull if you think you might need more "theory" (c) your mileage would be better if you discuss this on NP, not here
Hey, thanks for the reply mate, I'll definitely look into those books and I do believe it is OTC. Kind of new here so not sure of the lingo, what is NP?? Cheers!
if you are going to an index desk, in addition to the stuff I mention above, read some JPM/Barcap research notes on variance/vix/vol-derivs.