Marc Henrard Email & Phone Number | Marc is qualitative and quantitative finance expert. Marc has more than twenty years of experience in finance. His professional experience covers risk management, quantitative analysis, trading, and software development. He is an advisor in quantitative finance and market infrastructure. He communicates technical content to all levels in organisations: quantitative analysts, traders, risk managers, business stakeholders and executive committees. Marc is a regular guest speaker at major international practitioner and academic conferences and CQF lecturer. He has published more than 80 papers and two books in finance. He is ranked by SSRN among the top 0.10% social scientists in terms of readership. His contributions to finance are used worldwide by banks, hedge funds and infrastructure providers. Advisory assignments: Design of interest rate futures, comparison of CCP and bilateral IM, development of multi-curve framework for hedge funds, consultation documents on new regulations, LIBOR fallback analysis, derivative valuation for disputes, in-depth valuation of options embedded in liquid products, design of a clearing house IM methodology, reduction of IM (cleared and uncleared), proposal for a new variation margin and trade cash-flow settlement mechanism reducing counterparty exposure, university research validation, quant library developments, training and workshops.

Marc Henrard

Marc is qualitative and quantitative finance expert. Marc has more than twenty years of experience...
Opengamma, 5TH FLOOR, United Kingdom

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Marc Henrard’s Email marchenrard@murisq.com

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Marc Henrard’s Location Opengamma, 5TH FLOOR, United Kingdom

Marc Henrard’s Current Industry Murisq Advisory Etat Belge Opengamma

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Work Experience

Murisq Advisory

Managing Partner

2017-01-01 00:00:00 - Present

Etat Belge

Président d'un bureau de vote

2012-01-01 00:00:00 - Present

Opengamma

Head of Quantitative Research

2011-01-01 00:00:00 - Present

University College London

Visiting Professor

2015-01-01 00:00:00 - 2023-01-01 00:00:00

Dexia

Head of Interest Rate Modelling

2008-01-01 00:00:00 - 2011-01-01 00:00:00

Bank For International Settlements

Head of Quantitative Research - Deputy Head of Interest Rate Trading (latterly)

2002-01-01 00:00:00 - 2008-01-01 00:00:00

Banque Internationale A

Risk manager

1999-01-01 00:00:00 - 1999-01-01 00:00:00

Fond National De La Recherche Scientifique Fnrs

Research scientist

1996-01-01 00:00:00 - 1998-01-01 00:00:00

Universite Catholique De Louvain

Research and teaching assistant

1990-01-01 00:00:00 - 1996-01-01 00:00:00

Skills

No Skills Available

Languages

No Languages Available

FAQ About Marc Henrard

Marc Henrard is located at
Opengamma, 5TH FLOOR, United Kingdom

Marc Henrard is a Marc is qualitative and quantitative finance expert. Marc has more than twenty years of experience in finance. His professional experience covers risk management, quantitative analysis, trading, and software development. He is an advisor in quantitative finance and market infrastructure. He communicates technical content to all levels in organisations: quantitative analysts, traders, risk managers, business stakeholders and executive committees. Marc is a regular guest speaker at major international practitioner and academic conferences and CQF lecturer. He has published more than 80 papers and two books in finance. He is ranked by SSRN among the top 0.10% social scientists in terms of readership. His contributions to finance are used worldwide by banks, hedge funds and infrastructure providers. Advisory assignments: Design of interest rate futures, comparison of CCP and bilateral IM, development of multi-curve framework for hedge funds, consultation documents on new regulations, LIBOR fallback analysis, derivative valuation for disputes, in-depth valuation of options embedded in liquid products, design of a clearing house IM methodology, reduction of IM (cleared and uncleared), proposal for a new variation margin and trade cash-flow settlement mechanism reducing counterparty exposure, university research validation, quant library developments, training and workshops.

Marc Henrard currently works in the Murisq Advisory | Etat Belge | Opengamma |

No Languages Available

Marc Henrard has prior
experience in the following industries:
University College London | Dexia | Bank For International Settlements | Banque Internationale A | Fond National De La Recherche Scientifique Fnrs | Universite Catholique De Louvain

Marc Henrard has the following professional experience:
Murisq Advisory | Etat Belge | Opengamma | University College London | Dexia | Bank For International Settlements | Banque Internationale A | Fond National De La Recherche Scientifique Fnrs | Universite Catholique De Louvain