Biography

Katie Wei is Chief Strategy Officer at FR Global Macro (FRGM), bringing nearly two decades of experience in systematic cross-asset investing, asset allocation, and portfolio construction. She spent roughly a decade at AQR Capital Management as an Executive Director, co-managing global multi-asset and macro portfolios spanning equities, fixed income, currencies, commodities, and credit. Earlier she covered hedge-fund managers within Alternative Investments at Bank of America Merrill Lynch, and began her career at Deutsche Bank structuring equity derivatives and managing interest-rate derivatives risk. At FRGM she connects the firm's discretionary macro research to disciplined portfolio construction and risk framing, with an emphasis on translating macro views into sized, risk-aware positions across asset classes. She holds an M.S. in Financial Mathematics from Stanford University and a B.S. in Mathematics and Statistics from the University of Toronto.

Areas of Expertise

• Multi-asset / macro investing
• Portfolio construction
• Derivatives structuring
• Risk management
• M.S. Financial Mathematics — Stanford University
• B.S. Mathematics & Statistics — University of Toronto