John Seo

Dr. John Seo is a Co-Founder & Managing Director at Fermat Capital Management LLC.
He has over 30 years of fixed income, FX options, and interest-rate-derivatives structuring and trading experience.
Prior to forming Fermat Capital in 2001, he was head insurance-risk trader at Lehman Brothers, an officer of Lehman Re Limited and a state-appointed advisor to the Florida Hurricane Catastrophe Fund.
He has testified as an expert witness on alternative risk-transfer markets before the U.S.
Congress and in 2015 was appointed to the Advisory Committee on Risk-Sharing Mechanisms by the U.S.
Department of the Treasury.
He received a Ph.D.
in biophysics from Harvard University (1991) and a B.S.
in physics from M.I.T.
(1988).