Eric Rosenfeld

Lecturer in Finance

Faculty Directory

Eric Rosenfeld is a retired hedge fund manager. Recently he was a senior lecturer at MIT’s Sloan School of Management where he taught an advanced Fixed Income course. Previously, he was a founding partner of The Quantitative Alternatives, LLC (“QA”), a quantitative hedge fund specializing in cross-market volatility trading strategies. Prior to QA, Rosenfeld was the President of Paloma Partners and before that co-founder of JWM Partners, LLC (“JWMP”), an investment management firm based in Greenwich, CT. JWMP specializes in the development and application of sophisticated financial technology to investment management. Rosenfeld was a Principal, co-founder and limited partner of Long-Term Capital Management, L.P. (“LTCM”). While at LTCM, he was a member of the Management and the Risk Management Committees. Dr. Rosenfeld joined Salomon Brothers as a trader in the Government Arbitrage Group in July 1984. In 1985, he was appointed Vice President and in 1988, he was made Managing Director and co-Head of the Fixed Income Arbitrage Group. In August 1991, Rosenfeld was appointed head of the Government Trading Department, co-Head of the Domestic Fixed Income Sales and Trading Department, and a member of the Salomon Brothers Executive Committee. He also served on the Risk Management and Capital Allocation committees until he left in January of 1993. 

Education

  • PhD, Massachusetts Institute of Technology