Emre has studied Applied Mathematics (MSc) in TU Delft with a specialization in Financial Engineering. Emre has worked as an options trader for market making companies before joining Probability & Partners.

Emre has worked as an options trader for All Options and ORA Traders. Emre managed or co-managed different index and equity option portfolios throughout his employment. He worked on various projects to improve Greeks valuation, delta hedging, and the market fitting of implied volatility using Python. He has gained in-depth knowledge on risk, hedging and pricing. Emre completed his internship at Webb Traders, working on a performance evaluation project of several option pricing methods like binomial trees and PDE under SABR model.

During his studies, he took courses on financial mathematics, computational finance, and quantitative risk management. He learned about the stochastic calculus behind different financial instruments, derivative pricing models and various computational techniques, time-series analysis, and risk metrics. He worked on several data-based projects regarding quantitative risk models and option pricing. His thesis was on European option pricing under the rough-Heston model, where he investigated the real market behaviour of the model and derived the characteristic function. He implemented the option pricing from scratch using the COS method and Monte Carlo simulations. He also used artificial neural networks for the calibration of the COS pricing of the rough Heston model and was able to reproduce the implied volatility surface of the real market.

Emre has a strong technical background in quantitative finance derivative pricing and modelling. Emre enjoys working on challenging and complex quantitative problems and can communicate his problem solving to colleagues with non-technical backgrounds.