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Arseniy Kukanov

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AQR Capital Management

Financial Data Practicum (FDS@CFEM)

Arseniy Kukanov is a Vice President at AQR Capital Management, a global quantitative investment management firm. He co-heads the Advanced Systematic Trading team which develops firm's proprietary trade execution algorithms for equities, futures and FX markets around the world. Arseniy focuses on market microstructure research, price impact modeling and trading algorithm design.

 Prior to AQR, Arseniy worked as a consultant for the Commodity Futures Trading Commission in Washington, DC and the BM&F BOVESPA exchange in Brazil, where he analyzed market structure and assessed the contribution of high frequency traders to price formation and market liquidity. He also developed trading models for quantitative proprietary trading groups at Morgan Stanley and Cantor Fitzgerald. Arseniy has a Ph.D. in Operations Research from Columbia University and an undergraduate degree in Applied Mathematics.


Course Taught:
Financial Data Practicum


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