Brian K. Hurst

23 years of experience
20 years at AQR
B.S., University of Pennsylvania

Brian is a portfolio manager for two of AQR’s macro strategies — managed futures and risk parity — and is Co-head of Trading. 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 Alternatives Fund Manager of the Year by Morningstar in 2013 for his work on managed futures. He has written a number of papers on Risk Parity and Managed Futures, including “Demystifying Managed Futures” in the Journal of Investment Management, and spoken at a host of industry conferences. Before AQR, he 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.


Recent Contributions

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

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