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Sebastien Bossu
Principal at Ogee Group LLC

Profile

Sébastien Bossu is Principal at his startup firm Ogee Group LLC in New York where he runs his small hedge fund focused on macro option strategies, and serves as adjunct professor at NYU Courant. He has ten years’ experience in banking and the financial industry and worked at institutions such as J.P. Morgan, Dresdner Kleinwort and Goldman Sachs. An expert in financial derivatives, Sébastien has published several papers and textbooks in his field and is a regular speaker at international conferences. He is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie.

Sébastien's major industry paper "Just What You Need to Know About Variance Swaps" circulated widely and made a significant contribution to the development of volatility investing as an asset class. As a young Analyst at JPMorgan, he also discovered the correlation proxy formula and was the first author to establish the connection between dispersion trading and correlation swaps.

Sebastien Bossu's Network

Agenda Sessions

  • A new approach to static replication of European options

    4:15pm