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 focuses on portfolio implementation research, liquidity analysis and transaction cost modeling. Prior to that, he lead AQR's trading research team and participated in the development of in-house execution algorithms for global equities, futures and FX markets.
Prior to AQR, Arseniy worked as a consultant for the Commodity Futures Trading Commission and the B3 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.