Harley Bassman

Harley Bassman created, marketed and traded a wide variety of derivative and structured products. He was a former Executive Vice President and Portfolio Manager at PIMCO, a leading global investment management firm, and also a former Managing Director at Credit Suisse. He also managed Merrill's initial venture into off-balance sheet mortgage trading, where he was also a member of the Fixed Income Department's Global Rates business, and designed the well-known MOVE Index, the benchmark Interest Rate Volatility gauge. He later on managed the firm's North American MBS and Structured Finance trading group before building The RateLab, a full spectrum US Rates Trading desk strategy group. Mr. Bassman earned his B.A. in Management Science from the University of California, San Diego, and an M.B.A. from the University of Chicago.