Name Aaron Brown | Role Author | |
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Education Harvard University, University of Chicago Books The Poker Face of Wall Street, Red‑Blooded Risk: The Secret Hi, Bound, Macrofinancial Linkages of the Strate, Winnower: Poems | ||
Aaron C. Brown (born November 27, 1956) is an American finance practitioner, well known as an author on risk management and gambling-related issues. He also speaks frequently at professional and academic conferences. He is Chief Risk Manager at AQR Capital Management. He was one of the original developers of value at risk and one of its strongest proponents.
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Biography
Brown was born in Seattle, Washington. Both in college and graduate school he was a professional poker player and did active financial trading for his own account.
In 1982 he moved to New York and held a variety of financial jobs including portfolio manager (Prudential Financial), trader and head of Mortgage Securities (Lepercq, de Neuflize), risk manager (JPMorgan Chase, Rabobank, Citigroup, Morgan Stanley and AQR Capital Management) and has given lectures at Fordham and Yeshiva Universities.
At the Global Association of Risk Professionals annual convention in February 2012, Aaron Brown was named risk manager of the year. He was also voted Financial Educator of the Year by the readers of Wilmott Magazine and his website received several Forbes Best of the Web awards for Theory and Practice of Investing.
Brown holds an SB in Applied Mathematics from Harvard University (1978), and an MBA in Finance and Statistics from the University of Chicago (1984).
Works
Brown is the author of Financial Risk Management for Dummies, Red-Blooded Risk: The Secret History of Wall Street, The Poker Face of Wall Street and A World of Chance (with Reuven and Gabrielle Brenner).
He has also written for Wilmott Magazine and Quantum Magazine; he is a frequent contributor to the professional literature.
The Poker Face of Wall Street was selected one of the ten best business books of 2006 by Business Week.