Update: The Engineering Ball and Hall of Fame Induction Ceremony has been rescheduled to September 30, 2020.
Robert J. Frey, ’80 BS, ’87 PhD, renowned investor and academic in the field of advanced mathematics, has been chosen as the 2020 inductee to the Stony Brook University College of Engineering and Applied Sciences Distinguished Alumni Hall of Fame. The Hall of Fame was established in 2017 to recognize and honor alumni who have demonstrated exceptional success in their field and served as an inspiration to past and future innovators. Frey is the fourth alum to be honored.
“Robert Frey is the epitome of a distinguished alumnus,” said Michael Bernstein, Interim President of Stony Brook University. “In addition to being a remarkable leader in his field, Robert has demonstrated unwavering support for the Stony Brook community. I am thrilled that the College of Engineering and Applied Sciences is recognizing him with this much-deserved honor.”
Frey has nearly 30 years of experience as an executive and applied scientist in both the private and public sectors. His last 20 years have been focused on the management, research and development of all phases of securities trading including mathematical modeling, portfolio management, trading strategy, order-execution systems, marketing and the trading desk.
Prior to his career in investing, Frey worked his way through both undergraduate and graduate school. As a managing director with Renaissance Technologies LLC, Frey organized and staffed the firm’s fixed income research group. He also developed risk control and pricing methodologies using both predictive and market-calibrated models and was the primary architect of the quantitative approaches embedded in the firm’s fixed income trading support systems.
Since retiring from Renaissance in 2004, Frey has founded his own investment firm, FQS Capital Partners, an alternative investment specialist that uses cutting-edge mathematical techniques to analyze and invest in hedge funds. He is founder and director of the Quantitative Finance Program in the Department of Applied Mathematics and Statistics at Stony Brook, in which he is actively engaged in teaching and mentoring graduate students. He also formed and currently chairs the Advisory Board for the Program on Financial Mathematics at the University of Chicago.
Frey holds a BS and a PhD in Applied Mathematics and Statistics (Operations Research), both from Stony Brook University.
“Robert has done truly groundbreaking work in the field of advanced mathematics and quantitative investing — he is a successful entrepreneur, and an inspirational teacher and mentor to students and faculty alike,” said Fotis Sotiropoulos, Dean of the College of Engineering and Applied Sciences at Stony Brook University. “I especially admire his personal commitment and passion for educating the next generation of financial professionals. I am grateful for his ongoing and generous support of our highly regarded Applied Mathematics and Statistics Department, and the entire Stony Brook community.”
Frey’s charitable and community activities are many in his hometown of Port Jefferson and the surrounding area. He founded the Frey Family Foundation, which focuses its resources in three areas: education (especially in the public sector), healthcare and social services for at-risk youth. The Foundation runs several scholarship programs for secondary and university students, gives direct support to various human services initiatives, and provides free business consulting and investment management advice to several charitable organizations.
Frey will be officially inducted into the CEAS Hall of Fame on Wednesday, September 30, 2020, at Stony Brook’s Annual Engineering Ball at Flowerfield in St. James, NY. For ticket and sponsorship information visit the website or call (631) 632-4126.