Andrew Kalotay (born 1941) is a Hungarian-born finance professor, Wall Street quant and chess master.
Kalotay has also made numerous contributions to the quantitative analysis of option-adjusted spread (OAS), interest rate derivatives, and mortgage-backed securities (MBS); he is an author of the Kalotay–Williams–Fabozzi model.
Before founding Andrew Kalotay Associates, he was Director in the Bond Portfolio Analysis Group at Salomon Brothers, and Senior Analyst at Dillon Read.
Before coming to Wall Street, he supervised financial planning at AT&T and was involved with operations research and systems engineering at Bell Laboratories.
Kalotay represented Queen's in interuniversity chess competition, captaining the school's 1963 Canadian championship team.