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Lauralyn Pestritto

Lauralyn Pestritto

Managing Director, Head of Counterparty Risk and Trading Documentation at AQR Capital Management LLC

Westport, CT , United States

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

OrganizationRoleDate RangeDetails
AQR Capital ManagementManaging Director, Head of Counterparty Risk and Trading DocumentationSep 2021 to Present
AQR Capital ManagementManaging Director, Counterparty Risk ManagementJan 2007 to Sep 2021
UBSAssistant Vice President, Credit Risk Control, Hedge Fund Credit AnalystJan 2004 to Aug 2004
Amaranth Group Inc.Vice President, Credit Risk ManagementAug 2004 to Dec 2006
AIG Trading Group, Inc.Assistant Vice President, Credit Risk Management, Credit AnalystJan 2000 to Aug 2004
Salomon Smith BarneyEmerging Markets Loan SpecialistJan 1998 to Jan 2000
Skadden, Arps, Slate, Meagher & Flom LLP and AffiliatesLegal Assistant, International TradeSep 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)

NameRoleLocation
Alexander Aithal
Alexander Aithal
Business Development AnalystNew York, NY , United States
Andrew Donofrio
Andrew Donofrio
Vice PresidentNew York, NY , United States
A
Arthur Fischer-Zernin
Managing DirectorNew York, NY , United States
Fabian Ochoa
Fabian Ochoa
Vice PresidentMount Vernon, NY , United States
Jonathan Peress
Jonathan Peress
Managing Director - Portfolio Manager - Systematic CreditNew York, NY , United States
M
Michael Loo
Vice President, Regulatory ReportingNew York, NY , United States
Sev Cukurova
Sev Cukurova
Vice PresidentNew York, NY , United States
T
Ted Lee
Vice PresidentNew York, NY , United States
Abhishek Toshniwal CA
Abhishek Toshniwal CA
Vice PresidentBengaluru, KA , India
A
Alon Herman
VPNew York, NY , United States
Showing 1-10 of 25 team members