Senior Portfolio Manager
Peter Lee joined Penso Advisors in August 2020. He brings deep derivatives knowledge and over 10 years of macro experience, trading volatility products across asset classes at top-tier institutions. Most recently with Millennium, Peter supervised a team of traders trading macro volatility in FX and equities. In addition to trading, Peter led the quantitative mandates at Eton Park and Citadel, building out their derivatives risk systems.
Peter started his career at Lehman Brothers in 2003, where he headed the Equity Derivatives Analytics group in the Americas. Peter holds PhD in Theoretical Physics from the California Institute of Technology and BS in Engineering Physics and Mathematics from UC Berkeley.