Attilio Meucci

Attilio Meucci is an Italian statistician and financial engineer, who specializes in quantitative risk management and quantitative portfolio management.

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.

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.

• Attilio Meucci (2005). Risk and Asset Allocation (1 ed.). Springer. ISBN 978-3642009648.

• ARPM
• Attilio Meucci's page on SSRN
• Attilio Meucci's page on MATLAB Central
• Attilio Meucci at the Math Genealogy Project