Background
Brown was born in Seattle, Washington.
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Other Work
- 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.
Aaron Brown
Edit ProfileEducation
Harvard University.
Career
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.
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.
Brown holds an SB in Applied Mathematics from Harvard University (1978), and an MBA in Finance and Statistics from the University of Chicago (1984).
Achievements
Works
Other Work
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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.
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Born
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Nationality
American