Paul-Guillaume Fournié is a Director at BNP Paribas, where he has been working since 2019, heading the NY Rates Options Quant team since 2022, and the MBS Quant team since 2024. Covering the Americas, his most recent focus has been on the creation of new models for bond derivatives in USD, and on the adaptation of USD models to LatAm currencies. He holds an MSc in Mathematics and Physics from Ecole Polytechnique ,and an MSc in Economics and Public Policy from Corps des Mines. Before switching to finance he occupied several positions in leading French industrial and telecommunications companies and served in France’s Ministry of the Economy.