Katie Wei is a seasoned investment professional with over 15 years of combined experience in multi-asset investments, asset allocation, portfolio construction and optimization, capital markets, and risk management.
Katie brings a unique perspective to the Private Credit landscape by evaluating each loan deal through the lens of both an investor and a risk manager and incorporating deal source diversification and downside risk management into private credit portfolio construction.
She has a decade of multi-asset portfolio management and global asset allocation experience at AQR Capital Management, where she co-managed multi-asset portfolios in equity, currencies, fixed income, commodities, and credit. She also has two years of alternative investments experience at Bank of America Merrill Lynch to evaluate fund managers and provide analytics on fund return drivers and portfolio optimization. She began her Wall Street career at Deutsche Bank in the capacity of equity derivatives structurer and market and credit risk manager.
Katie holds an M.S. degree in Financial Mathematics from Stanford University and a B.S. degree in Mathematics and Statistics from the University of Toronto.