“ After 20 years of industry experience, Sébastien Bossu was appointed Assistant Professor of Mathematics and Statistics at UNC Charlotte. He has been principal at his startup investment and consulting company in New York City since 2011, and also served as part-time faculty at NYU Courant, Boston University Questrom School of Business, Johns Hopkins Carey Business School, Fordham University and Pace University, and most recently as full-time visiting faculty at WPI 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, including the popular read “Just What You Need to Know About Variance Swaps” which circulated widely and made a significant contribution to the development of volatility investing as an asset class. As a young Analyst at JPMorgan, Sébastien discovered the correlation proxy formula and was the first author to establish the connection between dispersion trading and correlation swaps.

“ Sébastien received his Ph.D. in Quantitative Finance from Université Paris-Saclay under the guidance of Peter Carr, Stéphane Crépey and Andrew Papanicolaou, and he is also a graduate from The University of Chicago, HEC Paris, Columbia University and Sorbonne Université (fmr. Pierre-et-Marie-Curie). ”