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.
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
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