Carl Mason Email & Phone Number

New York, NY

Led research on derivatives strategies for institutional investors, advising on strategy selection, trade execution and risk managementManaged the US Desk Quants, with responsibility for implementing the equities model library across trading and risk systems

The chief writer of US equity derivatives strategy notes. I focused on risk-redistribution trades (dividends, repo, volatility and correlation) and developed cross-asset strategies with the economics, fixed income and FX research teams.Managed junior strategists, who executed back-tests and provided trade ideas for the sales desk.

Led the US derivatives section of the Quantitative and Derivatives Strategy team, directing team members on analysis for clients. Produced frequent strategy reports on equity derivative markets and trade opportunities.

Responsible for the content and production of the global options strategy product. I led DB’s research on opportunities for trading volatility, correlation and dividends, developing the standard framework for assessing how investors should execute the “dispersion” trade. I advised insurers on applying equity derivatives strategies to risk manage variable.

Developer/analyst for front-office team providing desktop analytical tools for Treasury Bonds Sales and Trading.Trade-idea generation and report production for distribution to equity derivatives clients.

Phd, Physics

Computer Simulation of the Hard Ellipsoid Fluid

Bsc, Physics, 1St Class