Brian Kruse Email & Phone Number

Greenwich, Connecticut, Us

Lead a global team spread across Greenwich, CT, and Bangalore, India, overseeing the Global Stock Selection & Portfolio Implementation Quantitative Research Development teams at AQR Capital Management. This encompasses 40+ professionals dedicated to supporting AQR's proprietary research and portfolio management systems.The team contributes significantly to the systematic management of AQR's assets across global stock selection, global macro, managed futures, tax-aware, index, timing, and alternative strategies. I spearhead the optimization and rebalancing efforts, focusing on developing advanced tools and systems that systematically support the management of assets across diverse global strategies, spanning all asset classes and security types.Beyond my responsibilities in quantitative research and portfolio implementation, I actively drive innovation, driving the implementation of cutting-edge techniques such as optimzed bayesian modeling, machine learning, and natural language processing. I am deeply involved in the development of tools and systems that empower global stock selection research and strategic initiatives across the front office, leveraging both traditional and avant-garde quantitative approaches.

Atlanta, Ga, Us

In my role leading OFI's Quant and ETF technology, I provided crucial technical and strategic direction, leveraging deep industry knowledge and end-to-end portfolio management expertise. I successfully managed teams, resources, and budgets across various large projects, creating innovative technology and business solutions that significantly advanced OFI's capabilities, notably bring systematic and quantitative capabilities to the more fundamentally-driven OFI.One of my key achievements was the development of a comprehensive quantitative research repository and portfolio analytics services. These initiatives not only optimized portfolio management and research activities but also played a pivotal role in growing the portfolio management capabilities for ETFs. The technology solutions delivered allowed for more optimal portfolio construction, providing superior products and enhancing various portfolio management support tools.During my tenure, I focused on building flexible technology that not only advanced the competitive advantage of the business but also empowered traditional portfolio managers with valuable quantitative insights. Invesco acquired OFI in 2019 with a significant interest in OFI's ETF platform and front office technology.

Minneapolis, Mn, Us

During my tenure at Columbia Threadneedle, the asset management arm of Ameriprise Financial, I provided leadership and technical expertise to various platforms and strategies. My role involved overseeing end-to-end portfolio management operations for a diverse range of products, including ESG, conventional, smart-beta, and tax-aware portfolios, among others.I managed a team and resources while leading projects that delivered business and technology solutions to support research, portfolio management, and trading activities. Additionally, I played a key role in supporting stock selection and advanced portfolio management, owning and overseeing a proprietary portfolio management workbench that supplied a full array of functions.My responsibilities extended across Columbia's diverse products, from domestic and global portfolios in Tax-Aware SMAs to Mutual Funds and ETFs. I specialized in portfolio construction and optimization, leveraging flexible technology to advance the competitive advantage of the business. Notably, I developed and managed a proprietary end-to-end rebalancing platform utilized by various teams, including quantitative strategies, asset allocation, ETF, and tax-managed portfolio management at Columbia.

Charlotte, Nc, Us

As a key contributor to Bank of America's Quantitative Strategies Group, I played a pivotal role in developing and supporting various strategies and products. My expertise spanned long-only, long-short, multi-strategy hedge funds, statistical arbitrage, and asset allocation products.Specializing in portfolio construction, optimization, and trading systems, I led the development of a robust dynamic simulation system. This system enabled comprehensive factor performance reporting, end-to-end portfolio revisions, trading solutions, and tax-aware optimizations.My independent research projects covered a wide range of areas, including alpha generation, asset allocation, risk modeling, Black-Litterman, and fundamental indexing. I constructed and maintained a comprehensive quantitative programmatic library that encompassed all aspects of our quantitative business, integrating extensive statistics, algorithms, regressions, binning, data manipulation, and portfolio construction.Additionally, I was an early adopter of various third-party software, including Axioma, Spotfire, Tableau, Power BI, CPLEX, Barra, FactSet, Bloomberg, among others.

Armonk, New York, Ny, Us

In my role at IBM Global Services, I spearheaded the development and support of the enterprise-wide parts information management system. I designed and implemented numerous technical solutions, directing projects that focused on communication, integration, and superior business logic across diverse systems within the organization.A key achievement was enhancing IBM's data model change process, utilizing Perl, Java, Unix shell, CGI scripts, and SQL. I played a crucial role in designing the architecture and leading the development of IBM's 'next-generation' parts information management system. This groundbreaking solution involved creating an in-memory object store and service-based enterprise catalog management application, utilizing cutting-edge technologies such as Websphere, MQ Series, Visual Age, Java, and DB2.

New Haven, Ct, Us

In my role at EPHSO, I played a key role in designing and launching the organization's website. I provided valuable insights on usability, identified and addressed security weaknesses, and implemented online databases to enhance functionality.Utilizing C programming in a Unix environment, I designed a distributed mail client/server application. Additionally, I wrote and implemented Perl and CGI scripts to optimize various processes. My contributions extended to developing online databases using MySQL, PHP, and Java, and constructing an Oracle database with a web interface for executing PL/SQL commands through form-based queries.I significantly improved the organization's web presence by introducing uniformity, an enhanced feature set, and a more intuitive design. Technologies such as HTML, DHTML, CSS, Java, JavaScript, and VB script were instrumental in achieving this transformation.

Served as a Network Specialist at Mellon Bank, overseeing computer-related issues for 300+ employees. Provided end-to-end support, from technical assistance to the customized building and repair of personal computers and peripherals. Played a key role in maintaining the smooth operation of the network.Prepared insightful reports on network stability and speed, contributing to informed decision-making. Developed scripts for IT-related operations and actively participated in the setup and administration of Unix and NT LANs for multiple departments.

Bachelors, Computer Science

Mba, Business