Dr. Robert J. Frey
Group CEO and CIO
Dr. Frey is the Chief Investment Officer at FQS and is a member of the Investment Committee. He was previously a Managing Director of Renaissance Technologies. He was a member of the management committee that oversaw the development and management of the Meritage Fund, Renaissance’s internal fund of hedge funds. He managed the research and development efforts in areas such as statistical models of hedge fund performance, dynamic risk management, the modelling and valuation of complex asset-backed securities, automated trading systems and real-time, multi-period portfolio optimization. He had earlier led the development and management of two computer-driven equity funds that were subsequently absorbed into the Medallion Fund.
Dr. Frey holds a doctorate in Applied Mathematics and Statistics from Stony Brook University and is a noted manager, researcher and academic in quantitative finance and hedge fund management. He presently serves as a Research Professor on the faculty of Stony Brook University where he is the founder and Director of the Program in Quantitative Finance and where he has recently partnered with the renowned academic Dr Nassim Taleb to launch a executive education certificate on real world risk.