Intercept: AQR’s risk-catching machine
CRO Mike Patchen has helped build a system to identify risks before they grow or spread
On a rainy day at AQR Capital Management’s offices in Connecticut, chief risk officer Mike Patchen describes his team’s creation – the display of which occupies the entire wall of the conference room he’s sitting in.
He calls it “Intercept” – a new enterprise risk platform to help AQR identify, at any point in time, which of the risks facing the firm are elevated.
When co-founder Cliff Asness and other higher-ups at AQR decided to build an enterprise risk platform from first principles,
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