Andrew Jeffrey, PhD

Principal, Trading Managing Member and Head of Research & Development

Andrew is a co-founder of RJA and head of research.  He has primary responsibility for RJA’s proprietary risk management systems, model and software development, and works to design and execute trading strategies.

Andrew is a financial mathematician with a focus on derivative security valuation, interest rate dynamics 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 options, hedging contracts, the evaluation of pension fund performance, statistical estimation, and the numerical execution of complex financial models.

Andrew taught finance at the University of New South Wales (Australia) from 1994-1997 and at the Yale School of Management from 1998–2004. 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 Finance and 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.

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