Sébastien Bossu

Visiting Assistant Professor

Sébastien Bossu is currently completing his Ph.D. in Quantitative Finance (expected September 2021), where he is studying 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.


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