Attilio Meucci is an Italian statistician and financial engineer, who specializes in quantitative risk management 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. 15 August 2012. Retrieved 12 February 2013.
Bibliography
References
External links ARPM Attilio Meucci's page on SSRN Attilio Meucci's page on MATLAB Central Attilio Meucci at the Math Genealogy Project