Attilio Meucci is the founder of ARPM, under whose umbrella he created and now instructs the six-day Advanced Risk and Portfolio Management (ARPM) Bootcamp®, and manages the charity One More Reason. Prior to ARPM, Attilio was the chief risk officer and director of portfolio construction at Kepos Capital. He was also the head of research for Bloomberg’s risk and portfolio analytics platform, a researcher at Lehman POINT, a trader at the hedge fund Relative Value International, and a consultant at Bain & Co. Concurrently, he taught at Columbia-IEOR, NYU-Courant, Baruch College-CUNY, and Bocconi University. Attilio authored Risk and Asset Allocation and numerous publications in practitioner and academic journals. He earned a B.A. in physics from the University of Milan, an M.A. in economics from Bocconi University, and a Ph.D. in mathematics from the University of Milan, and is a CFA charter holder.
President, Kissell Research Group
Robert Kissell is the president and founder of Kissell Research Group. He has over 20 years of professional experience specializing in economics, quantitative modeling, statistical analysis, and risk management. He advises and consults portfolio managers throughout the U.S. and Europe on appropriate risk management, trading analysis, and portfolio construction techniques. He is the author of the leading industry books Optimal Trading Strategies, The Science of Algorithmic Trading and Portfolio Management, and Multi-Asset Risk Modeling. Robert has published numerous research papers on trading strategies, algorithmic trading, risk management, and best execution. His paper “Dynamic Pre-Trade Models: Beyond the Black Box” won the Institutional Investor Prestigious Paper of the Year award.
Chief Quantitative Investment Modeling Engineer, JP Morgan Chase
Xiaotao Wu is affiliated with JP Morgan Asset and Wealth Management Technology as the chief quantitative investment modeling engineer on the Global Research Technology (GRT) team. Prior to JP Morgan, he held R&D positions at Bloomberg and Fidelity. He earned his Ph.D. in computer science from Columbia University.
Director of Financial Engineering, Columbia University
Emanuel Derman is a professor at Columbia University, where he directs their program in financial engineering. He started out as a theoretical physicist, doing research on unified theories of elementary particle interactions. At AT&T Bell Laboratories in the 1980s, he developed programming languages for business modeling. From 1985 to 2002, he worked on Wall Street, where he co-developed the Black-Derman-Toy interest rate model and the local volatility model. He is the author of The Volatility Smile (Wiley, 2016) with Michael Miller; Models.Behaving.Badly (Free Press, 2011), one of Business Week’s top 10 books of 2011; and My Life As A Quant (Wiley, 2004), in which he introduced the quant world to a wide audience.
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