Jonathan Peress

Jonathan Peress is a Managing Director and Portfolio Manager overseeing Systematic Credit strategies at AQR Capital Management LLC, based in New York, NY. In this role, he is responsible for managing portfolios that employ quantitative methods to trade credit and fixed income securities, with an emphasis on systematic and data-driven approaches to investing in the credit markets.

Prior to joining AQR, Jonathan built a strong track record in structured credit and quantitative trading, notably spending six years at Morgan Stanley as a Quantitative Analyst and Trader on the Structured Credit Desk, and beginning his career as a Quantitative Developer at UBS. His expertise covers a range of credit asset classes—including investment grade and high yield corporate bonds, credit derivatives, and structured credit products—where he has developed and refined systematic investment frameworks.

Jonathan holds a BA in Mathematics and Computer Science from Cornell University, underlining his quantitative and analytical background. Throughout his career, he has played a significant role in advancing systematic and quantitative strategies in credit investing, contributing to innovation in portfolio construction and risk management techniques within the asset management industry.