

Frank holds a PhD in Finance and an MBA with a concentration in finance both from The University of Texas at Austin, and a masters of science in business economics from WHU Koblenz in Germany. Several of his research papers have been recognized with grants and awards, including the Josseph de la Vega Prize 2003, the Caesarea Award 2003, the Pearson/Prentice Hall Prize 2010, and the Emerald Citations of Excellence Award 2013.

His research has appeared in leading peer-reviewed academic journals such as the Journal of Financial Economics, Financial Management, and the Journal of Banking and Finance. During his career Frank has been directly involved with earning one EuroHedge award win and four EuroHedge award shortlist nominations for the funds he worked on.īefore embarking on his industry career, Frank was a tenure-track assistant professor of finance at the University of South Carolina from 1999 to 2003. He is a frequent speaker at industry conferences on quantitative investing, and also served on the Federation of European Securities Exchanges Advisory Council from 2004 to 2015. Previous to BlueCrest, he was a managing director at ATD (a Citigroup company) based in Charleston, SC, covering HFT prop trading and retail market-making, and served as managing director and co-head of Europe in the active equity business of Barclays Global Investors (now BlackRock) in London. Prior to joining Citadel, he was a partner and head of quantitative equities at BlueCrest Capital working in Geneva, London, and Jersey (CI) where Frank and his team were directly responsible for the BlueMatrix fund while also contributing to the firm’s CTA and fundamental equities businesses. During this time, he also served on Citadel Europe’s operating committee. Most recently, he was a managing director in the Global Quantitative Strategies (GQS) business at Citadel Investment Group based in London.
