Marc Henrard (London, UK) is Head of Quantitative Research and Member of the Executive Committee at OpenGamma, a risk management technology firm founded in 2009. Marc is also Honorary Senior Lecturer at University College London where he teaches a course on interest rate modelling. He has over 15 years of experience in finance, including senior positions in risk management, trading, and quantitative research. Prior to joining OpenGamma, Marc was in charge of researching and implementing interest rate models as the Global Head of Interest Rate Modeling for the Dexia Group. Previously he held various management positions at the Bank for International Settlements as Deputy Head of Treasury Risk, Deputy Head of Interest Rate Trading and Head of Quantitative Research. Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist and university lecturer for eight years.
Marc's research focuses on interest rate modelling and risk management. He publishes on a regular basis in international finance journals and is a regular speaker at academic and practitioner conferences.
Blog on Multi-curve Framework book: http://multi-curve-framework.blogspot.com