Bio

Andrew Morton is Head of Markets at Citi and is a member of Citi’s Executive Management Team. He has been with Citi since 2008 and was previously head of the G10 Rates and Financing businesses and responsible for the markets quantitative analysis (MQA) function. Prior to joining Citi, Andrew spent 15 years at Lehman Brothers during which he held several positions including European Head of Fixed Income and Global Head of Fixed Income. Andrew began his 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 in Canada and a PhD in Engineering from Cornell University.