Marc Henrard is 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 including risk management, trading, software development, and quantitative research. He is also Head of Quantitative Research at OpenGamma and prior to that was Head of Interest Rate Modelling 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 modelling and risk management.
More recently he focused his attention to market infrastructure (initial margin, product design, quantitative impacts of regulation, LIBOR fallback). 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.
