Christopher Carlson Email & Phone Number

Chicago, Il, Us

Oak Brook, Illinois, United States

Trade Volatility Curve Arbitrage on ES

Headed the Index Option Volatility Trading operation responsible for vision, trading and risk management. Worked across functional teams to develop a proprietary option pricing and volatility surface model for relative value trading and helped develop analytical and trading tools to implement a hedged structured option trading strategy identifying and exploiting mean reverting relationships in option combinations

Managing partner and proprietary equity derivatives portfolio manager. Employ multiple strategies to exploit volatility dislocations, earnings pricing anomalies, or term structure, as well as event driven and macro events.

Traded and risk managed multiple option strategies on a universe of US listed stocks. Partnered with a team of analysts to leverage fundamental opinions using options. Liaised with front office, developers and our risk control/market data analytics provider to develop bespoke trading tools

New York, Ny, Us

Traded a highly automated relative value VolArb strategy on a universe of US listed stocks. Was among the first group to use the firm’s electronic market making system for a variety of proprietary risk carrying strategies including volatility positioning as well as employing several automated, quantitative, algorithmic strategies

Risk managed personal investment portfolio with extensive use of option and overlay strategies

San Francisco, California, Us

Was part of initial team to build out then First Union/Wachovia's entry into the Equity Derivatives space to complement their traditional fixed income/FX capital markets capabilities. Instrumental in assembling/developing and implementing robust risk control tools, developing/validating valuation models, trading logistics, setting up trading relationships, financing arrangements, clearing arrangements, credit lines and generally helping to educate the institution on the ED business. Traded and managed the Structured Index Option business. This included supporting, pricing, trading, and risk managing all customer OTC index option business, vanilla and exotic, as well as trading a substantial proprietary trading book. Guided development, pricing, trading, and risk management of Wachovia's retail Equity Linked Note business. Market maker in longer dated (3-10yr) SPX OTC options.

Traded stock options in numerous names on the floor of the CBOE as well as in the SPX and OEX pits and managed associated positions and risk. Started, traded, and managedSBC’s Index Arbitrage business in the US including setting up program trading capabilities.

Traded Single Stock Equity options on the floor of the CBOE. Acted as floor market maker primarily in IBM options pit. Managed portfolio of single stock names from an upstairs desk.