• Bio

    Crafting an A-1 investment fund...

    “ Sébastien Bossu is currently Principal at Ogee Group LLC where he runs his startup hedge fund focused on macro option trading strategies. Sébastien 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 derivative securities, he has published several papers and textbooks in the field and is a regular speaker at international conferences.

    “ Sébastien is a graduate from The University of Chicago, HEC Paris, Columbia University and Université Pierre et Marie Curie. ”
  • Textbooks & Professional Reports

    Popular:

    Advanced Equity Derivatives: Volatility & Correlation, Wiley (2014)

    Foreword by Peter Carr

    An Introduction  to Equity Derivatives: Theory & Practice, 2nd Ed., Wiley (2012)

    Foreword by Olivier Bossard

    "Just What You Need to Know About Variance Swaps", JPMorgan report, 2005

    With Eva Strasser and Regis Guichard
  • Selected Experience

    Ogee Group LLC logo

    Ogee Group LLC

    Principal 2012 - Present
    • Investment Management
    • Consulting
    • Software

    Dresdner Kleinwort (now Commerzbank)

    Director 3 years
    In charge of Equity Derivatives Structuring team (6 permanent members): Exotic Options & Equity Structured Products

    J.P. Morgan

    Associate 2 years
    Indicative pricing and product development: hybrid exotics (e.g. equity, FX, commodities), options on hedge fund indices, variance and correlation swaps, target redemption notes, etc.
  • Skills, Honors & Awards

    Adjunct Professor

    NYU Courant

    Equity Derivatives

    Structured Products

    Financial Engineering

    Quantitative Finance

    Mathematics & Programming

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    Sebastien is a very reliable and trustworthy expert in equity derivatives and finance. He has the ideal profile for structuring, combining two rare qualities: a strong business sense together with an excellent technical background. He quickly distinguished himself at JPMorgan by assimilating concepts at a fast pace while designing innovative products, including very innovative hybrid transaction or his fundamental work on new generation flow equity derivatives. His papers on Variance and Correlation Swaps made a definitive impact on the profession by bridging the gap between advanced theory and its implications for trading in a very accessible way.
     

    Martin Bertsch, CEO of Kledia, former Managing Director at J.P. Morgan

  • Selected Education

    The University of Chicago

    MS Financial Mathematics

    "Founded in 1996 by an exceptional team of educators, the University of
    Chicago’s Financial Mathematics Program has had the honor of shaping
    some of the brightest minds in the financial industry today. A pioneer
    in its field, the Program offers 15 months of accelerated, integrated
    coursework that explores the deep-rooted relationship that exists
    between theoretical and applied mathematics and the ever-evolving world
    of finance. Our mission is to equip our students with a solid foundation in mathematics, and in doing so provide them with practical knowledge that they can successfully apply to complicated financial models."

    HEC Grande Ecole

    Diplome (MBA equivalent), Specialization in Finance

    "HEC Paris has constantly been ranked the best business school in France, and among the top in the world. HEC alumni include 12 CEOs of F500 companies (more than any other business school in the world and third institution after Harvard and Stanford), several heads of states and governments, heads of international organizations, and other prominent figures in politics, business, and the arts."

    Activities: HECquation (Founder), HEC Conférences

    Sorbonne Universite (fmr. Paris 6)

    Licence (BS equivalent), Applied Mathematics
    "UPMC is the largest scientific and medical complex in France, active in many fields of research with scope and achievements at the highest level, as demonstrated by the many awards regularly won by UPMC researchers, and the many international partnerships it maintains across all five continents. Several university rankings have regularly put UPMC at the 1st place in France, and it has been ranked as one of the top universities in the world."
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