Brian K. Hurst

25 years of experience
21 years at AQR
B.S., University of Pennsylvania

Brian Hurst is a Principal at AQR Capital Management where he is a portfolio manager for two of the firm’s macro strategies, Managed Futures and Risk Parity. Brian has been with AQR since its founding and has more than 25 years of experience in both traditional and alternative investment strategies. He was named Alternatives Fund Manager of the Year by Morningstar in 2013 for his work on Managed Futures and has written a number of papers on risk parity and managed futures strategies, including “Demystifying Managed Futures” which was published in The Journal of Investment Management. Prior to joining AQR, he was an original member of the quantitative research group in the Asset Management Division of Goldman Sachs. 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.


Recent Contributions

Named the 2013 Alternatives Fund Manager of the Year by Morningstar.

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