Alexander Lurye

  • Partner and Chief Risk Officer, Balyasny Asset Management, LP

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Alex Lurye is the Chief Risk Officer at Balyasny Asset Management, LP. He is the former Senior Managing Director and former Chief Data Officer at Citadel and is a member of the firm’s Portfolio Committee. In this role, he led the Centralized Data Organization within the firm, which is responsible for developing innovative, world-class techniques to strategically manage the massive flow of Big Data that serves as the cornerstone of Citadel’s fundamental and quantitative investing strategies.

Mr. Lurye joined Citadel in 2001, and served as Head of Global Portfolio Construction and Risk, where he was responsible for Citadel’s risk measurement, monitoring and management process within and across the firm’s asset management and market-making businesses. In this role, he chaired Citadel’s Portfolio Committee, which determines the risk tolerance levels for the strategies, businesses, and funds as a whole.

Prior to joining Citadel, Mr. Lurye established and headed the Global FX Structured Products group at Credit Lyonnais. He began his career in the FX derivatives trading and quantitative research areas at Lehman Brothers and Warburg Dillon Read.

Mr. Lurye holds a bachelor’s degree from NYU Tandon and a Master of Business Administration from NYU Stern.