Ph.D., Université Paris-Saclay 2021 (Quantitative Finance)
M.S., Columbia University 2011
M.S., University of Chicago 2002 (Financial Mathematics)
M.S., HEC Paris 2001 (Management, Concentration in Finance)
B.S., Sorbonne Université 1999 (Applied Mathematics)

Sébastien Bossu just completed his Ph.D. in Quantitative Finance, where he studied the static replication of European options and the dynamic replication of correlation swaps. He has been principal at his startup investment and consulting company in New York City since 2011. He also served as an Adjunct Professor of Finance at Fordham University, Pace University, and most recently at NYU Courant and Johns Hopkins Carey Business School. Prior to moving to the U.S., Sébastien was a Director and Head of the Equity Derivatives Structuring team at Dresdner Kleinwort (now Commerzbank) in London, an Associate at J.P. Morgan in London, and a Jr. Trader at Goldman Sachs in Paris. He has written two textbooks on Equity Derivatives and several industry and academic articles in his field.