Edward K. Tom is an equity derivatives portfolio manager at Ellington Management Group in Greenwich where he co-manages a convexity and volatility trading book. Prior to Ellington Edward was a Managing Director and Global Head of Equity Derivatives and Quantitative Trading Strategy at Credit Suisse, where his group is responsible for the development of equity derivatives, delta-one, program-trading and algorithmic trading research and analytics for hedge funds and major financial institutions in the U.S., Europe, and Asia.
Mr. Tom joined Credit Suisse in 2001 from Donaldson, Lufkin & Jenrette where he specialized in the development of econometric trading algorithms for the portfolio trading group. Prior to that, he worked as a quantitative researcher in Salomon Brothers’ equity derivatives and quantitative research group. Mr. Tom began his career in 1991 developing statistical models for JP Morgan’s counterparty and interest rate risk department. He has been nominated top ranked equity derivatives analyst in the Institutional Investor and Greenwich surveys for over 10 years. Mr. Tom’s work in equity derivatives has been published in a number of financial journals including Risk Magazine, the Journal of Portfolio Management, and the Society of Actuaries Risk Magazine and he is also a frequent contributor to the Wall Street Journal, the Financial Times, Barron's.
Mr. Tom holds a B.S. in financial accounting and management information systems, and an M.A. in economics from New York University.