Attilio Meucci - SYMMYS
Attilio Meucci is a pioneer in advanced risk and portfolio management. His innovations include Entropy Pooling (technique for fully flexible portfolio construction), Factors on Demand (on-the-fly factor model for optimal hedging), Effective Number of Bets (entropy-eigenvalue statistic for diversification management), Fully Flexible Probabilities (technique for on-the-fly stress-test and estimation without re-pricing), and Copula-Marginal Algorithm (algorithm to generate panic copulas). Attilio is the founder of SYMMYS, under whose umbrella he designed and teaches the six-day ARPM Bootcamp, and manages the charity One More Reason.
Attilio Meucci serves as the chief risk officer and head of portfolio construction at Kepos Capital LP. Concurrently, he is adjunct professor at Baruch College MFE Program. Previously, Attilio was the head of research for Bloomberg LP's portfolio analytics and risk platform; a researcher at Lehman Brothers; a trader at Relative Value International; and a consultant at Bain & Co. Concurrently, he taught at Columbia, Courant-NYU, and Bocconi University. Attilio is the author of Risk and Asset Allocation - Springer and numerous other publications in practitioner and academic journals.
He holds a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA chartholder. Attilio is fluent in six languages.