Andrew Jeffrey, PhD
Principal, Trading Managing Member
and Co-Head of Research & Development
Andrew is a co-founder of Ross, Jeffrey & Antle and co-head of research. He has primary responsibility for RJA’s proprietary risk management portfolio, and works to develop and execute trading strategies.
Andrew is a financial mathematician with a focus on derivative security valuation, interest rates and risk management, hedging strategies, and modeling the component influences on the exercise behavior of stock option holders. He is an expert in the valuation of hedging contracts, the evaluation of pension fund performance, statistical estimation, and the numerical execution of complex financial models.
Andrew taught finance at the Yale School of Management from 1998–2004. He has experience valuing complex financial instruments for clients.
Andrew has a Bachelor of Science in Mathematics and a Bachelor of Commerce in Finance from the University of New South Wales, Australia. He received an Honors degree in Economics from the University of Technology, Sydney, Australia. Andrew earned his Ph.D. at the University of New South Wales, where his research focused on the term structure of interest rates.