Here's his full email to AQR colleagues:
Today is my last day at AQR. Even though this wasn't the place for me, I'm thankful for my time here and for everything I've learned. I now have a better understanding of finance, of the "real world," and more importantly, of myself. I've learned to be more practical, while realizing that I'm a deeply idealistic person. I've learned to appreciate the structure and routine of daily corporate life, while realizing that I thrive in a dynamic, flexible environment. Ultimately, I've learned that staying here would mean not staying true to myself.
That's too bad, since staying here would put me on a very nice, comfortable path. Year after year, we make more money. We eat out at ever-fancier restaurants, then come back to our progressively nicer houses. We take our families on ever-more-luxurious vacations. But this isn't the life I dream of. Sure, it sounds like a good life. I can't argue with that. It turns out that $400 meals can be pretty tasty. And it's almost ridiculous to not be upset after waking up to a $600 bill from the night before (thanks again for splitting that guys). But still, I feel a lack of fulfillment.
What's important to me is to have a purpose, to fight for something meaningful. Yes, maybe our purpose is to help participants in underfunded pensions receive the benefits they've been promised. But if I really believed in that, I would work for less money. Instead, over the past few years I've become more and more obsessed with making money, in part because I've used it as a measure of myself. I worry that I've lost the sense of purpose that I once felt, the desire to help the world in some meaningful way. Of course, I say all of this from a position of privilege, while making enough to not be worried about money. But now that I'm here, this is an opportunity I can't waste.
So I'm making a change. Wiping away this clear path toward "success" was tough. The road ahead of me is less clear. But too many people avoid taking the first step forward, just because they can't see where the path leads. I don't want to live my life like that. I'm off in pursuit of something more.
I'll be traveling the world, heading out on a one way flight to Thailand on March 11. Not sure how long I'll be abroad – I'm thinking a year or so to start. At the same time, I'll be working on my own project. You can follow my progress and travel experiences here: http://www.splashee.com/#/blog. Hope to see some of you out on the road.
Read MoreDitch your job and brew some beer. This guy did
A spokesman for AQR did not respond to a request for comment.