Dr Marc HenrardManaging Partner
|Marc Henrard is a managing partner at muRisQ Advisory and visiting professor at University College London.
Over the last 20 years, Marc has worked in various areas of quantitative finance. His experience covers management positions in risk management, trading, software development, and quantitative research. Marc’s career includes Head of Quantitative Research at OpenGamma, Global Head of Interest Rate Modeling for Dexia Group, Deputy Head of Treasury Risk at the Bank for International Settlements (BIS) and Head of Quantitative Research and Deputy Head of Interest Rate Trading also at BIS.
Marc's research focuses on interest rate modeling, risk management and their efficient implementation. More recently he focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and practitioner conferences (more than 50 appearances since 2000). He recently authored two books: The multi-curve framework: foundation, evolution, implementation and Algorithmic Differentiation in Finance Explained.
Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist, university lecturer and visiting professor in Belgium, Italy, Chile and the United Kingdom.
Some of his recent publications in quantitative finance can be found on his SSRN Author page.
Marc's LinkedIn page.