Aaron Brown (financial author)
Aaron C. Brown | |
|---|---|
| Born | November 27, 1956 Seattle, Washington, United States |
| Occupation(s) | Finance professional, risk manager, author, lecturer |
| Years active | 1980s–present |
| Known for | Expertise in risk management and value at risk development; Chief Risk Manager at AQR Capital Management |
| Notable work | Financial Risk Management for Dummies; Red-Blooded Risk: The Secret History of Wall Street; The Poker Face of Wall Street; A World of Chance |
Aaron C. Brown (born November 27, 1956) is a finance professional from the United States, well-known for his expertise in risk management and gambling-related subjects. He regularly delivers presentations at both industry and academic gatherings and has held the position of Chief Risk Manager at AQR Capital Management. Brown played a significant role as one of the pioneering developers and prominent proponents of value at risk.
Biography
Originally from Seattle, Washington, Brown engaged in professional poker playing and securities trading while attending college and graduate school. In 1982, he moved to New York City, where his career included roles such as portfolio manager at Prudential Financial, trader, head of Mortgage Securities at Lepercq, de Neuflize, and risk manager at major institutions including JPMorgan Chase, Rabobank, Citigroup, Morgan Stanley, and AQR Capital Management. Additionally, he has served as a lecturer at both Fordham University and Yeshiva University.
In 2012, Brown received the Risk Manager of the Year award from the Global Association of Risk Professionals. He was also honored as Financial Educator of the Year by readers of Wilmott Magazine, and his website has been recognized multiple times by Forbes with Best of the Web awards in the category of Theory and Practice of Investing.
Brown earned an SB degree in applied mathematics from Harvard University in 1978 and later completed an MBA specializing in finance and statistics at the University of Chicago in 1984.
Works
Among Brown’s published works are Financial Risk Management for Dummies (John Wiley & Sons, 2015), Red-Blooded Risk: The Secret History of Wall Street (John Wiley & Sons, 2012), The Poker Face of Wall Street (John Wiley & Sons, 2006), and A World of Chance (Cambridge University Press, 2008), co-authored with Reuven and Gabrielle Brenner.
He has contributed articles to Wilmott Magazine and Quantum Magazine and is a frequent contributor to professional finance publications.
The Poker Face of Wall Street was recognized by Business Week as one of the top ten business books published in 2006.
See also
- Scott Patterson's The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It (Crown Business, 2010) includes detailed portrayals of Brown's professional journey.
External links
- ERaider.com, official personal website
- Foreword to The Poker Face of Wall Street by N. N. Taleb (pdf)
- Bloomberg.com: "Morgan Stanley's Aaron Brown Plays Poker on the Trading Floor"
- GARP.com: "2011 Risk Manager of the Year: Aaron Brown"
- Pages with script errors
- Articles with short description
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- 1956 births
- Living people
- American financial analysts
- American hedge fund managers
- American investors
- American money managers
- American stock traders
- Harvard University alumni
- Writers from Seattle
- University of Chicago Booth School of Business alumni
- JPMorgan Chase people