David E. Kuenzi, CFA


Senior Portfolio Manager, Senior Research Scientist

As a Senior Portfolio Manager and Senior Research Scientist at AlphaSimplex, Mr. Kuenzi serves as a portfolio manager for the AlphaSimplex Global Alternatives Strategy. In this role, he is focused on portfolio management, applied research in hedge fund-related strategies, and on overall capability development. He has over 25 years of industry experience.

Mr. Kuenzi joined AlphaSimplex in 2016. He specializes in alternative risk premia, 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 B.A. from Western Michigan University and an M.F.A. from the University of Iowa. In addition, he earned an M.B.A. in Analytical Finance and an M.S. in Financial Mathematics from the University of Chicago. Mr. Kuenzi is a CFA® Charterholder* and an author of multiple articles on investing.


*CFA® is a registered trademark owned by the CFA Institute.