Dr Marc HenrardCompany Director
|Marc Henrard is a company director (administrateur) 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 senior positions in risk management, trading, quantitative research, software development, advisory, and academia. 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. He also held several academic positions at University College London and University of Louvain.
Marc's research focuses on interest rate modeling, risk management and their efficient implementation. More recently he focused his attention to market infrastructure (LIBOR transition, collateral, CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international journals and eLibraries (more than 80 publications), and is a frequent speaker at academic and practitioner conferences (more than 90 appearances since 2000). He 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 and IDEAS author pages.
Marc's LinkedIn page.