About
A small Moorgate practice dedicated to reading derivatives volatility with discipline and restraint.
Why we exist
Implied volatility moves faster than most morning commentaries. Querymesh Hub was formed to give London desks a dedicated pair of eyes on the surface — skew, term structure, and regime shifts — without forcing a full internal research hire.
We treat volatility as a craft: specific underlyings, agreed horizons, and notes written for people who already know the market. The goal is fewer surprises in the hedge book, not louder opinions.
Origin
The practice began after years of desk-side work on equity-index and single-name options in the City. Clients kept asking for the same thing: a calm external voice that would watch their list, flag when the surface was telling a different story from the headlines, and stay available through event weeks.
Querymesh Hub is the answer to that request — independent, retainer-friendly, and deliberately small.
How we work
- Coverage is named: you know who is reading your book.
- Notes stay short. Charts appear when they clarify a point, not to decorate a slide.
- We decline mandates that would dilute attention across too many underlyings.
- Meetings can be remote or at our Moorgate address when a whiteboard session helps.
People
Julian Marsh
Practice lead. Former desk analyst focused on equity-index vol and event weeks. Sets engagement scope and quarterly resets.
Amira Cole
Senior analyst. Covers FX and rates-adjacent vol surfaces, skew diagnostics, and written regime assessments.
Values in practice
Specificity over volume. We would rather cover twelve underlyings well than forty poorly.
Independence. We do not sell execution, custody, or product shelves. Our fees come from analysis engagements only.
Respect for the desk. Your constraints — gamma budgets, reporting lines, quiet periods — shape how we write and when we call.
Location
Level 11, 17 Moorgate, London EC2R 6DA. Phone +44 20 5550 7630.