Careers at AQR

Yanping Liao

Vice President, Managed Futures Software Developer

M.S. Stanford

B.S. Peking University

I’m working on a new platform that will allow one of our largest funds to re-imagine how we think about research problems and portfolio management. The core challenge is building a system that allows for a high degree of flexibility with the precision needed in managing multibillion-dollar portfolios.

Dan Villalon

Principal

M.B.A. University of Chicago

B.A. Pomona College

This week we’re writing an article for Institutional Investor magazine—a special issue on defined contribution, or 401(k), investing. Our piece argues that standard “diversified” retirement portfolios aren’t nearly as well-diversified as they appear to be. Because stocks are generally much more volatile than bonds, they account for the vast majority of portfolio risk. We advocate allocating a portion of that risk to a ‘risk-parity’ strategy.

Mariya Feldman

Executive Director, Engineering

M.B.A. MSA Institute

I work in Sales, Marketing and Services Engineering, developing systems and tools to support the Operations and Business Development teams. Our goal is to enrich the client experience, simplify operational processes and enable better access to data. While the projects vary in complexity and technologies involved, they always require collaboration. One of my current projects, for example, challenges us to rethink ways multiple critical systems communicate with each other and requires design discussions between the engineering and business teams. It is both exciting and challenging to design and implement a scalable, future-proof solution, where we can see how our work has direct impact on the firm’s success.