Aaron Brown

Aaron C. Brown was born on November 27, 1956, in Seattle, Washington. His early professional life included a period as a professional poker player while attending college and graduate school, alongside trading securities for his personal account. This early exposure to risk and strategy provided a foundation for his later career in finance. He holds an SB in applied mathematics from Harvard University (1978) and an MBA in finance and statistics from the University of Chicago (1984), establishing a strong academic background.

In 1982, Brown relocated to New York, commencing a 27-year career on Wall Street. Over these decades, he held various influential roles, including portfolio manager at Prudential Financial, trader, and head of Mortgage Securities at Lepercq, de Neuflize. His expertise in risk management led to positions at prominent institutions such as JPMorgan Chase, Rabobank, Citigroup, and Morgan Stanley. He also served as Chief Risk Manager at AQR Capital Management, a significant achievement in his career. Beyond his corporate roles, Brown contributed academically, lecturing at Fordham and Yeshiva universities.

Brown’s career is marked by several notable achievements and publications. He was instrumental in the early development and advocacy of Value at Risk (VaR), a key concept in financial risk management. He was honored as the Risk Manager of the Year at the Global Association of Risk Professionals’ annual convention in 2012. Additionally, he was voted Financial Educator of the Year by Wilmott Magazine readers and his website received Forbes Best of the Web awards for Theory and Practice of Investing. As an author, he has penned several acclaimed books, including “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.” “The Poker Face of Wall Street” was recognized as one of the ten best business books of 2006 by Business Week.