Lauralyn Pestritto
Managing Director, Head of Counterparty Risk and Trading Documentation at AQR Capital Management LLC
About
Lauralyn Pestritto is Managing Director and Head of Counterparty Risk, Operational Risk, and Trading Documentation at AQR Capital Management, based in Westport, Connecticut. In this senior leadership role, she oversees the firm's assessment and management of counterparty risk, supervises operational risk frameworks, and leads the trading documentation process for AQR's diverse investment activities. Her responsibilities are critical to ensuring robust risk controls and maintaining compliance across complex trading and investment operations at this prominent quantitative investment firm.
Pestritto's career spans over three decades in financial risk management, with previous positions including Vice President of Credit Risk Management at Amaranth Group, Credit Analyst roles at AIG Trading Group and UBS, and early career experience at Salomon Smith Barney and Skadden, Arps. Her primary expertise is in credit, counterparty, and operational risk, specifically within hedge funds, derivatives trading, and complex investment products—sectors where risk assessment and mitigation are paramount.
She holds a Bachelor’s degree in International Economics and Politics from Gettysburg College and an MBA from ESADE Business School in Spain. Notable achievements include building and leading AQR's counterparty risk and trading documentation teams during periods of significant market evolution, helping the firm navigate regulatory changes and manage risks across multi-asset investment strategies.
Career History
| Organization | Role | Date Range | Details | 
|---|---|---|---|
| AQR Capital Management | Managing Director, Head of Counterparty Risk and Trading Documentation | Sep 2021 to Present | — | 
| AQR Capital Management | Managing Director, Counterparty Risk Management | Jan 2007 to Sep 2021 | — | 
| UBS | Assistant Vice President, Credit Risk Control, Hedge Fund Credit Analyst | Jan 2004 to Aug 2004 | — | 
| Amaranth Group Inc. | Vice President, Credit Risk Management | Aug 2004 to Dec 2006 | — | 
| AIG Trading Group, Inc. | Assistant Vice President, Credit Risk Management, Credit Analyst | Jan 2000 to Aug 2004 | — | 
| Salomon Smith Barney | Emerging Markets Loan Specialist | Jan 1998 to Jan 2000 | — | 
| Skadden, Arps, Slate, Meagher & Flom LLP and Affiliates | Legal Assistant, International Trade | Sep 1992 to Aug 1995 | — | 
Education
Esade
MBA
1995 — 1997
Gettysburg College
BA, International Economic and Politics
1988 — 1992
Others at AQR Capital Management LLC (25)
| Name | Role | Location | 
|---|---|---|
| Business Development Analyst | New York, NY , United States | |
| Vice President | New York, NY , United States | |
| AArthur Fischer-Zernin | Managing Director | New York, NY , United States | 
| Vice President | Mount Vernon, NY , United States | |
| Managing Director - Portfolio Manager - Systematic Credit | New York, NY , United States | |
| MMichael Loo | Vice President, Regulatory Reporting | New York, NY , United States | 
| Vice President | New York, NY , United States | |
| TTed Lee | Vice President | New York, NY , United States | 
| Vice President | Bengaluru, KA , India | |
| AAlon Herman | VP | New York, NY , United States |