Miao Sun currently serves as a Macro Volatility Trader at Marshall Wace, where she leverages her extensive background in foreign exchange (FX) and derivatives to navigate complex market dynamics. In her role, Miao focuses on identifying and capitalizing on macroeconomic trends and volatility shifts, employing...
Miao Sun currently serves as a Macro Volatility Trader at Marshall Wace, where she leverages her extensive background in foreign exchange (FX) and derivatives to navigate complex market dynamics. In her role, Miao focuses on identifying and capitalizing on macroeconomic trends and volatility shifts, employing advanced quantitative techniques and financial econometrics to inform her trading strategies. Her expertise in FX options and exotic derivatives allows her to construct sophisticated trading positions that hedge against market uncertainties while optimizing risk-adjusted returns.
Prior to joining Marshall Wace, Miao honed her skills at Morgan Stanley, where she held dual roles as an FX Options Trader and FX Options Strategist. Here, she developed a keen understanding of market microstructure and pricing models, enabling her to execute trades with precision and insight. Her experience at Goldman Sachs as a Cross-Asset Derivatives Structuring Strategist further enriched her capabilities, as she collaborated with multi-disciplinary teams to design innovative financial products tailored to client needs.
Miao’s academic proficiency in R, Matlab, and VBA complements her practical trading experience, allowing her to analyze large datasets and implement algorithmic trading strategies effectively. Her foundation in economics and fixed income markets enhances her ability to interpret macroeconomic indicators and their implications for interest rate derivatives. With a robust analytical skill set and a proven track record in high-pressure trading environments, Miao Sun is well-equipped to navigate the complexities of the macro volatility landscape, driving value for her team and clients at Marshall Wace.
