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: Physics, B148
Phone: 631-632-9125
http://www.ams.sunysb.edu/~frey/
