Robert J. Frey
Research Professor, Ph.D., 1986
Stony Brook University: Quantitative Finance
Robert Frey had worked in an array of operations research related managerial positions before earning his PhD as a part-time student in 1986. Then he became involved in designing mathematically based financial trading systems, first at Morgan Stanley, then at Kepler Associates, and finally at Renaissance Technologies, from which he retired at the rank of Managing Director in 2004. Among his many current activities, he chairs the advisory committee of the U. of Chicago Financial Mathematics program (the country’s top ranked quantitative finance program), is co-owner of a small investment bank in London, and heads a construction company. Frey just launched his own hedge fund, Frey Quantitative Strategies, with initial capital of $365 million.
Office: Math Tower 1-103