Andrius Jankunas

Andrius Jankunas is an experienced finance professional currently serving as Head of Quantitative Modelling and Strategy and Partner at Rokos Capital Management since October 2018. Prior to this role, Andrius held multiple Managing Director positions at Goldman Sachs, leading teams in areas such as EMEA and Asia Commodities Trading, Equity Fund Derivatives, European Mortgages, Global Credit Trading, and Longevity/Mortality Trading. Earlier in the career, Andrius served as Vice President in various capacities, including Head of Credit Correlation and Exotics Trading Strats, and began as an Associate focused on Credit Derivatives. Academic involvement includes a role as Visiting Professor of Statistics and Probability at the University of Michigan and consultancy work at Numerix, where analytics for credit derivatives were developed.