David E. Kuenzi is Senior Research Scientist and Portfolio Manager at AlphaSimplex. In this role, he is focused on portfolio management, applied research in hedge fund-related strategies, and overall capability development. Mr. Kuenzi has over 20 years of industry experience.
Mr. Kuenzi joined AlphaSimplex in 2016. He specializes in the development of new trading strategies, machine learning, and global markets and macro analysis. Before working at AlphaSimplex, Mr. Kuenzi was partner and managing director of risk management and quantitative research at Aurora Investment Management. Prior to Aurora, he held a similar role at Man Investments USA Corp.
Mr. Kuenzi earned a BA from Western Michigan University and an MFA from the University of Iowa. In addition, he earned an MBA in analytical finance and an MS in financial mathematics from the University of Chicago. Mr. Kuenzi is also a CFA charterholder.
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