Harley Bassman

Harley Bassman is Managing Partner at Simplify Asset Management, an ETF provider focused on options-based strategies. He oversees product strategy and portfolio solutions, helping drive the firm’s innovation in portfolio construction for advisors and investors. His responsibilities include shaping fund design, investor education, and advancing Simplify’s scientific approach to combining equity exposures with robust options overlays.

Bassman’s expertise lies primarily in options, derivatives, structured products, and risk management within fixed income and equity markets. He is widely recognized for creating the MOVE Index, the standard measure of interest rate volatility. Throughout his career, he has held senior roles at Merrill Lynch leading in OTC bond options, and later at Credit Suisse and PIMCO, where he managed investments for the Liquid Alternatives group and advised on multi-asset portfolio strategies.

An influential industry educator, Bassman authors the widely-read Convexity Maven newsletter, providing deep insights into fixed income, volatility, and macro investing. While his formal education is not publicly listed, his professional contributions—including advancing the use of convexity and options overlays—have shaped risk and portfolio management practices across asset management. His work continues to impact the fixed income, options, and ETF sectors.