Biography
Rolf Waeber is a Senior Researcher on the Macro Team at AQR Capital Management, where he leads research and portfolio management for the firm’s directional and relative-value (RV) foreign exchange and fixed income strategies. Prior to joining AQR, he was a quantitative researcher at Global Trading Systems, focusing on foreign exchange market making.
Rolf holds B.S. and M.S. degrees in Mathematics from the Swiss Federal Institute of Technology (ETH Zurich) and a Ph.D. in Operations Research from Cornell University.