Attilio Meucci is an Italian statistician and financial engineer, who specializes in quantitative
risk management
Risk management is the identification, evaluation, and prioritization of risks, followed by the minimization, monitoring, and control of the impact or probability of those risks occurring. Risks can come from various sources (i.e, Threat (sec ...
and quantitative
portfolio management.
Education
Attilio Meucci earned a BA in Physics from the University of Milan, an MA in Economics from Bocconi University, and a PhD in Mathematics from the University of Milan.
Career
Meucci was the chief risk officer at
KKR; the chief risk officer and head of portfolio construction at Kepos Capital LP.; head of research at Bloomberg LP's portfolio analytics and risk platform; a researcher at POINT, Lehman Brothers' portfolio analytics and risk platform; a trader at the hedge fund Relative Value International; and a consultant at Bain & Co, a strategic consulting firm.
Meucci is the founder of ''Advanced Risk and Portfolio Management'' (ARPM), under whose umbrella he designed and teaches the six-day Advanced Risk and Portfolio Management Bootcamp (ARPM Bootcamp), and manages the charity One More Reason.
[Grayce West, Melanie]
"''Bringing Charities To the Money''"
''The Wall Street Journal
''The Wall Street Journal'' (''WSJ''), also referred to simply as the ''Journal,'' is an American newspaper based in New York City. The newspaper provides extensive coverage of news, especially business and finance. It operates on a subscriptio ...
''. 15 August 2012. Retrieved 12 February 2013.
Bibliography
*
References
External links
ARPMAttilio Meucci's page on SSRNAttilio Meucci's page on MATLAB CentralAttilio Meucci at the Math Genealogy Project
{{DEFAULTSORT:Meucci, Attilio
Living people
Year of birth missing (living people)
CFA charterholders
University of Milan alumni
Bayesian statisticians
Bocconi University alumni
Baruch College faculty
New York University faculty
Columbia University faculty
American statisticians