Dr. Andrew Morton
Position: Managing Director
Andy Morton is Global Head of Citi's G10 Rates, Markets Treasury, and Finance businesses, and a member of the Global Markets Management Committee.
G10 Rates is Citi's market making and risk-taking business in all G10 Rates products, including bonds, swaps, options, exotics, agencies, and supras with trading hubs in New York, London, Tokyo, and Sydney. Markets Treasury manages the interest rate risk of Citi's Institutional Balance Sheet, and the Finance business manages all secured fixed income financing.
Prior to joining Citi, Andy spent 15 years at Lehman. He had held several senior positions, including Head of European Fixed Income and Global Head of Fixed Income.
Andy began his working career as an academic in mathematical finance and is the co-author of the HJM interest rate model, the widely used framework for the valuation of interest rate derivatives.