Andrew Morton
Degree: Ph.D. in Engineering, Cornell University
Organization: Citi
Position: Global Co-Head, Markets
Andy Morton is a Managing Director and Global Co-Head of Markets at Citi. He has been with Citi since 2008, and was previously head of the G10 Rates, Markets Treasury and Finance businesses and was responsible for the Markets Quantitative Analysis (MQA) function.
Prior to joining Citi, Andy spent 15 years at Lehman Brothers, during which he held several positions, including Head of European Fixed Income and Global Head of Fixed Income.
Andy began his working career as an academic in mathematical finance. He is the co-author of the HJM interest rate model, a widely used framework for the valuation of interest rate derivatives. He earned a Bachelor of Mathematics degree from University of Waterloo and a Doctor of Philosophy in Engineering from Cornell University.