He has conducted James Helme Sutcliffe's "Gymnopedie" and "Night Music" (both world premieres), Charles Kalman's "Hudson Concerto", Naji Hakim's "Hymne de l'Univers" (North American premiere) and Ada Gentile's "Adagio and Adagio Prima, Adagio Seconda". As pianist, Frey has given the world premieres of Leonard Bernstein's "Five Anniversaries" and "Thirteen Anniversaries", as well as the European and Asian premieres of that composer's "Sonata for the Piano". He gave the world premieres of Erich Wolfgang Korngold's "Vier Walzer" (Four Waltzes), Kurt Weill's "Albumblatt" (the composer's only work for solo piano) and Franz Schubert's then-unpublished "Fugue in D minor" for organ. Frey was Musical Advisor to the Hollywood in Vienna Festival from 2007–2013. An hour-long radio program about Frey's life and work, hosted by Pulitzer Prize-winning author Studs Terkel, was broadcast on "The Studs Terkel Program", in 1997 throughout the United States. Frey studied piano for many years in Chicago as a protégé of the pianist, harpsichordist and teacher Gavin Williamson (1898–1989), one of the last direct links to 19th-century pianism, and who was a pupil of Arthur Schnabel, Wanda Landowska, and Ethel Leginska. His organ teachers in the Chicago area were Richard Webster and Edward Mondello. He received the Bachelor of Music and Master of Music degrees (both with honors) from the University of Michigan School of Music, Theatre & Dance where he studied organ with Robert Glasgow, conducting with Gustav Meier and composition with William Albright and William Bolcom.