Gian-Marco Frey

Managing Director, Convertible & Equity Derivatives Advisory

Gian-Marco is a Managing Director in ICR Capital’s Convertible & Equity Derivatives Advisory team, where he focuses on advising and executing share repurchase programs, convertible transactions, and broader capital structure strategies. With over 13 years of experience in quantitative trading, derivatives structuring, and portfolio management, Gian-Marco brings a unique blend of technical and market expertise to support clients across a broad range of capital markets strategies.

Before joining ICR, Gian-Marco was a Quantitative Trader and Client Advisor at Matthews South, where he advised on complex corporate derivative transactions. He previously held senior roles at Goldman Sachs, Morgan Stanley, and AQR Capital Management, with a focus on equity derivatives trading, volatility modeling, and systematic multi-asset portfolio construction. Over the course of his career, Gian-Marco has structured and executed complex transactions across global markets, with cumulative deal value exceeding $100 billion, and managed portfolios with over $45bn in assets.

Gian-Marco holds degrees in Computer Science and in Quantitative Economics and Finance. He lives in New York City with his wife and two children.