David E. Kuenzi, CFA


Senior Research Scientist, Portfolio Manager

As a Senior Research Scientist and Portfolio Manager at AlphaSimplex, Mr. Kuenzi serves as a co-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 20 years of industry experience.

Mr. Kuenzi joined AlphaSimplex in 2016. He specializes in 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.