Harley Bassman is best known for creating the MOVE Index, a recognized standard measure of Interest Rate Volatility. Now retired, he still continues his legacy on The Convexity Maven, a free blog where he shares his wisdom gained from decades of experience in the markets. During his tenure at Merrill Lynch, Bassman created, marketed, and traded a wide range of derivatives and structured products. He also supervised the issuance of Merrill’s first subprime securities.