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Congratulations to Aaron Brown, who contributed many great articles on QuantNet. This award is very well-deserved and a recognition of his contribution in the field by peers.
The Risk Manager of the Year Award was established in 1997 by the Association to recognize the outstanding contributions and positive impact made by individuals or organizations to the financial risk management profession. The award recognizes the outstanding contributions of an individual or group who have materially advanced and influenced the financial risk profession.
The Association is pleased to present the 2011 Risk Manager of the Year Award to Aaron Brown, Head of Risk Management at AQR Capital Management. In his 32-year Wall Street career, he has been a trader, portfolio manager, finance professor, head of mortgage securities, and risk manager for institutions, including Citigroup and Morgan Stanley. He was one of the original developers of Value-at-Risk as one of its strongest proponents. Mr. Brown is also the author of Red-Blooded Risk, The Poker Face of Wall Street (rated as one of the ten best books in 2006 by BusinessWeek), and A World of Chance with Reuven and Gabrielle Brenner, and was named Financial Educator of the Year by the readers of Wilmott Magazine. He is a frequent contributor to professional literature and speaks frequently at professional and academic conferences. Mr. Brown holds degrees in applied mathematics from Harvard and in finance and statistics from the University of Chicago.
Richard Apostolik, the President and CEO of Global Association of Risk Professionals, said, "For the past 13 years, award recipients have been nominated and recognized by their peers for their expertise and contributions in risk management. Award recipients are preeminent risk management professionals or organizations who have achieved recognition for their work experience in the field, either as a practitioner, academic or regulator, and we are very pleased to include Aaron Brown in this esteemed group. Aaron was part of the generation of quants who came to Wall Street in the late 70s and early 80s and he was one of the first practicing quant risk managers to get involved seriously in Basel II, serving as an influential voice in drafting those rules by providing several pieces of quantitative analysis related to their justification and calibration."
http://www.garp.org/events/conferen...nvention---new-york/speakers/aaron-brown.aspx
The Risk Manager of the Year Award was established in 1997 by the Association to recognize the outstanding contributions and positive impact made by individuals or organizations to the financial risk management profession. The award recognizes the outstanding contributions of an individual or group who have materially advanced and influenced the financial risk profession.
The Association is pleased to present the 2011 Risk Manager of the Year Award to Aaron Brown, Head of Risk Management at AQR Capital Management. In his 32-year Wall Street career, he has been a trader, portfolio manager, finance professor, head of mortgage securities, and risk manager for institutions, including Citigroup and Morgan Stanley. He was one of the original developers of Value-at-Risk as one of its strongest proponents. Mr. Brown is also the author of Red-Blooded Risk, The Poker Face of Wall Street (rated as one of the ten best books in 2006 by BusinessWeek), and A World of Chance with Reuven and Gabrielle Brenner, and was named Financial Educator of the Year by the readers of Wilmott Magazine. He is a frequent contributor to professional literature and speaks frequently at professional and academic conferences. Mr. Brown holds degrees in applied mathematics from Harvard and in finance and statistics from the University of Chicago.
Richard Apostolik, the President and CEO of Global Association of Risk Professionals, said, "For the past 13 years, award recipients have been nominated and recognized by their peers for their expertise and contributions in risk management. Award recipients are preeminent risk management professionals or organizations who have achieved recognition for their work experience in the field, either as a practitioner, academic or regulator, and we are very pleased to include Aaron Brown in this esteemed group. Aaron was part of the generation of quants who came to Wall Street in the late 70s and early 80s and he was one of the first practicing quant risk managers to get involved seriously in Basel II, serving as an influential voice in drafting those rules by providing several pieces of quantitative analysis related to their justification and calibration."
http://www.garp.org/events/conferen...nvention---new-york/speakers/aaron-brown.aspx