Andrew Chernih
senior portfolio risk manager, State Super
Andrew Chernih is a senior portfolio risk manager at State Super. He was originally a risk quant, working at BNP Paribas in Europe and JP Morgan Asset Management in NY, where he owned the risk and pricing models globally. Andrew was a volatility portfolio manager at Aegon, where he focused on long and short volatility sleeves, as well as hybrid options. Later, he was head of risk at an options market maker. Andrew has a BCom(Hons) and PhD in applied mathematics, both from the University of New South Wales.