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    Harry Bensusan

    Director - Rates Trader (Options & Exotics) chez Crédit Agricole CIB

    Professional Background

    Harry Bensusan is a seasoned structured rates trader with a distinguished career at Crédit Agricole CIB (CACIB) in Paris, where he specializes in trading exotics, correlation, and volatility instruments primarily focused on USD. His proficiency in structured finance, along with an impressive background in quantitative analysis, positions him as a key figure in the financial trading landscape. Harry has built a solid foundation over the years through various roles within the industry, demonstrating a commitment to developing sophisticated market models and quantitative tools designed to optimize trading strategies and manage risks effectively.

    Prior to his current role, Harry dedicated a decade of his career to the structured rates team as a senior quantitative analyst at Crédit Agricole CIB. In this position, he was instrumental in creating and refining market models and exotic pricing approaches. His innovative methodologies extended beyond pricing; he developed backtesting tools that helped enhance decision-making processes in trading. Earlier in his career, he worked at Société Générale as a quantitative analyst within the risk department, further honing his skills in hybrid equity, FX, and rates analytics.

    Harry's comprehensive financial expertise encompasses not only structured trading but also longevity modeling, stochastic volatility models, and robust risk management tools. His analytical prowess and attention to detail allow him to excel in high-stakes trading environments, making him a valuable asset to any financial institution. With a deeper understanding of capital markets and financial derivatives, he has successfully navigated the complexities of trading through efficient modeling and risk assessment.

    Education and Achievements

    Harry Bensusan's educational background is as impressive as his professional experience. He obtained his PhD in Probability and Finance from the prestigious École Polytechnique, where he was advised by the well-known academic Nicole El Karoui. His thesis was recognized with very honorable remarks and unanimous jury congratulations, earning him the esteemed actuarial thesis prize. This academic distinction reflects not only his deep understanding of financial mathematics but also his contributions to the field.

    He also holds a Master's degree in Probability and Finance from Université Pierre et Marie Curie, alongside a solid foundation in applied mathematics from Université de Paris and preparatory classes in Mathematics and Physics at Lycée Louis le Grand. Harry's academic journey includes a notable period as a Normalien at École Normale Supérieure Cachan, where he focused on Mathematics. This rigorous training has equipped him with analytical skills and theoretical knowledge essential for his roles in quantitative finance.

    Skills and Expertise

    Financial Skills

    • Rates Trading and Modeling: Harry's expertise extends to Interest Rate Derivatives (IRD) modeling, pricing, and development of risk management and relative value tools.
    • Longevity and Mortality Modelling: He specializes in life-insurance products and longevity modeling, facilitating effective product structuring and risk assessment.
    • Stochastic Volatility Models: Proficient in advanced models such as Wishart and Heston, enabling him to manage complex equity and FX derivatives effectively.

    Technical Skills

    Harry is also adept in various programming languages, including C, C++, C#, and VBA, allowing him to develop complex quantitative tools and algorithms. He has practical experience with financial software such as Reuters and Bloomberg, which he leverages to inform trading strategies and support decision-making processes within financial markets.

    Notable Achievements

    Throughout his career, Harry has contributed significantly to the organizations he has partnered with. By pioneering new methodologies in quantitative finance and enhancing trading practices, he has solidified his reputation as a thought leader in structured rates trading. His academic accolades, coupled with his practical experience, demonstrate his commitment to excellence in finance, making him a sought-after expert in his field. Harry continues to inspire others through his work and is actively engaged in furthering advancements in quantitative analysis within the financial sector.

    Related Questions

    How did Harry Bensusan develop his expertise in structured rates trading?
    What innovative trading strategies has Harry Bensusan implemented at Crédit Agricole CIB?
    In what ways has Harry Bensusan contributed to advancements in quantitative finance?
    How has Harry Bensusan's educational background influenced his approach to trading and risk management?
    What are the key financial modeling techniques that Harry Bensusan employs in his trading activities?
    Harry Bensusan
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    Location

    Montrouge, Île-de-France, France