|Michael A. Mendelson||29/08/2012||Michael is Principal of AQR’s risk parity strategies and a member of both the firm’s strategic planning and risk committees. Prior to AQR, Michael was a managing director at Goldman Sachs & Co., where he founded the quantitative trading group. He has been a member of the Managed Funds Association’s board of directors and Chairman of its Trading and Markets Committee and is currently Chairman of its Government Affairs Committee. Michael earned an S.B. in mathematics, an S.B. in management, an S.B. in chemical engineering and an S.M. in chemical engineering, all from the Massachusetts Institute of Technology, and an M.B.A. from the University of California at Los Angeles. |
|Brian K. Hurst||29/08/2012||Brian is a portfolio manager for two of AQR’s macro strategies: managed futures and risk parity. He has more than 20 years of experience managing money for institutional investors in both traditional and alternative investment strategies, and has been at AQR since its founding. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures. Before AQR, Brian was an original member of the quantitative research group in the Asset Management division of Goldman, Sachs & Co. He began his career as a sell-side investment banking analyst at Donaldson, Lufkin & Jenrette. Brian earned a B.S. in economics from the Wharton School at the University of Pennsylvania.
|Yao Hua Ooi||29/08/2012||Yao Hua is a Principal on AQR’s Global Asset Allocation team, focusing on research and portfolio management of macro-related strategies that include commodities, risk parity and managed futures. His research has been published in the Journal of Financial Economics and the Journal of Investment Management. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures, and shared the 2013 Whitebox Prize for his work on time series momentum. Yao Hua is an alumnus of the Jerome Fisher Program in Management and Technology at the University of Pennsylvania, where he earned a B.S. in economics and a B.S. in engineering, graduating summa cum laude in both. |
|John Liew||29/08/2012||John is a Founder and the head of the Global Asset Allocation team at AQR, where he oversees the research, portfolio management and trading associated with that strategy. Prior to AQR, he worked at Goldman, Sachs & Co. as a portfolio manager in the Asset Management Division where he developed and managed quantitative trading strategies. He began his career at Trout Trading, developing quantitative market-neutral stock-selection strategies. John has published articles in The Journal of Portfolio Management and Financial Analysts Journal, and has received the Bernstein Fabozzi/Jacobs Levy award and the Graham and Dodd award for his articles. John is a member of the University of Chicago’s Board of Trustees and sits on the university’s investment committee. He earned a B.A. in economics from the University of Chicago, where he was elected a member of Phi Beta Kappa, and went on to earn an M.B.A. and a Ph.D. in finance, also from Chicago. |
|Germany, Denmark, Finland, France, United Kingdom, Ireland, Iceland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden |