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John Seo

Dr. John Seo is co-founder and a managing director of Fermat Capital.

John has over 26 years of fixed income, FX options, and interest-rate-derivatives structuring and trading experience. Prior to forming Fermat Capital with his brother Nelson in 2001, John 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. John's work in catastrophe bonds was featured in a Michael Lewis' cover article for the New York Times Magazine ("In Nature's Casino", 26 Aug 2007). John 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 (ACRSM) by the U.S. Department of the Treasury. John received a Ph.D. in biophysics from Harvard University (1991) and a B.S. in physics from M.I.T. (1988). He is based in Connecticut.

Related Articles

  • 16 July 2019

    Exotic ILS Perils: Why Bother?

    Fermat Capital’s John Seo, manager of GAM Investments’ ILS strategies, discusses exotic ILS perils, such as terrorism, and why exposure to these risks can be a useful addition to a portfolio, albeit with relatively small weightings at present.

  • 21 May 2019

    Insurance-Linked Securities: True Differentiation

    Non-directional strategies have come to the fore in the current post-peak environment. Fermat Capital’s John Seo highlights the fact insurance-linked securities (ILS) are fundamentally uncorrelated with the broader market and insulated to an extent from macro issues such as the economic cycle, interest rates and the political environment.

  • 17 January 2019

    Outlook 2019: Non-Directional Investments

    We asked a number of our fund managers to consider why non-directional investment strategies might be of interest in a more challenging post-peak environment.

  • 8 January 2019

    Outlook 2019: key themes

    We asked a number of our fund managers to highlight the key themes they are looking out for in 2019 and what the impact is likely to be for their respective asset class.

  • 11 December 2018

    Insuring natural disasters: mind the (disaster) gap

    As we reach the conclusion of another active hurricane and wildfire season, John Seo discusses how insurance-linked securities are filling the large gap left by the reinsurance industry and may offer genuine diversification for investors.

  • 6 December 2018

    Outlook 2019: key events

    We asked a number of our fund managers which key events they are looking out for in 2019 and what the impact is likely to be for their respective asset class.

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