“ 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. ”
In charge of Equity Derivatives Structuring team (6 permanent members): Exotic Options & Equity Structured Products
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
NYU Courant and Johns Hopkins Carey Business School
Mathematics & Programming
Former O-1 Visa holder ("alien of extraordinary ability")
Listed in Marquis Who's who in America since 2014
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
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 is the business school of ParisTech; it has been ranked as the best business school in Europe seven times in the eight-year period between 2006 and 2013 in the Financial Times ranking."
Activities: HECquation (Founder), HEC Conférences
Full Scholarship. Course Manager & T.A. for Emanuel Derman
Université Pierre et Marie Curie (Paris VI)
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."