Unlocking Volatility: Mastering Variance & Volatility Swaps with NxCore Python
Why Attend: In today’s high-stakes market—where inflation uncertainty, monetary policy shifts, and geopolitical risks weigh heavily on investor sentiment—volatility has emerged as more than a metric; it’s a strategic signal.
Discover how investors are using volatility and variance swaps to hedge risk, express views, and uncover opportunities. Gain insight into volatility-driven strategies powered by Numerix CrossAsset and NxCore Python to enhance pricing, trading, and risk management.
Presenter: Owen Rooney, Senior Pre-Sales Consultant, Numerix
In today’s markets, volatility isn’t noisy, it’s the trade. As inflation uncertainty, central bank pivots, and geopolitical tensions shake global markets, market participants are turning to volatility and variance swaps to gain an edge. These instruments provide direct exposure to volatility—enabling smarter ways to hedge risk, express macro views, and capitalize on market dislocation.
Join us for a webinar exploring how volatility and variance swaps are being used to navigate turbulence, generate alpha, and enhance execution when traditional derivatives fall short. Tailored for finance professionals, traders, and risk managers, this session examines the strategic role these instruments play in today’s volatility-driven environment.
During the webinar, Owen Rooney, Senior Presales Consultant at Numerix, breaks down the mechanics of volatility and variance swaps, walks through real-world use cases in pricing, valuation, and P&L simulation, and demonstrates how to implement these strategies using NxCore Python—a versatile SDK engineered to integrate with Numerix’s CrossAsset analytics library and built for flexible deployment across desktops, data centers, and cloud platforms.
Join the webinar to gain valuable insights into:
- How volatility and variance swaps work—and how they differ from traditional derivatives
- How traders are using these instruments to hedge against market turbulence
- Practical strategies for uncovering hidden opportunities with volatility-based tools
- Key market trends and how swaps trading can deliver a competitive edge
Featured Speakers
Owen Rooney
Owen Rooney is a Senior Pre-Sales Consultant at Numerix, where he has worked since 2025. Prior to joining Numerix, he served as a Quantitative Developer at FINCAD, supporting both Professional Services and Pre-Sales teams. He holds a BA in Mathematics from Trinity College Dublin. Outside of work, Owen is an avid photographer and a passionate supporter of Leinster and Ireland rugby.
Udi Sela
Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.
