ARPM - Advanced Risk and Portfolio Management is an education firm for modern quantitative finance founded by Attilio Meucci in 2010.
Our strength is our expertise with real-world probability ℙ, which is the mathematical foundation of data science, quantitative risk management and quantitative portfolio management.
ARPM’s Mission is to set the standards for and disseminate knowledge of Advanced Risk Management and Portfolio Management, across the financial industry: asset management, banking, and insurance.
To achieve our mission:
- We maintain the Advanced Risk and Portfolio Management (ARPM) Lab : an e-platform to learn and practice modern quantitative finance.
- We provide educational programs, built on the ARPM Lab,
Quant Bootcamp: broad overview of modern quantitative finance, across asset management, banking and insurance; delivered in person, via streaming or on demand
Quant Marathon: in-depth master-level online program in 4 courses
Corporate Training: customized, guided, in-house programs
Academia Delivery: Lab contents delivered at universities by universities faculty
- We administer the Advanced Risk and Portfolio Management (ARPM) Certificate to vet proficiency in advanced analytics for quantitative finance.
ARPM’s training courses possess unique advantages over those offered by universities or training firms. Specifically:
- The ARPM Lab: 8 synchronized learning channels (theory, case studies, data animations, code, documentation, slides, video lectures and exercises) with common notation, across all topics.
Click from theory and case studies to data animation and code to slides and video lectures, to understand any topic from every angle.
- ARPM’s cutting edge Learning Management System (LMS): honed to maximize the effectiveness of the e-learning environment, the LMS features virtual classrooms for large group lectures and breakout sessions, email notifications and reminders, communication tools including Q&A forums, and multiple progress tracking options.
- ARPM’s instructional method: honed to maximize the effectiveness of the e-learning environment over the past 10 years.
We have developed a unique flipped classroom approach, where students come to class prepared to discuss the materials rather than attempting to absorb new material during the lectures. Classes are frequently split into small-group discussions to maximize participation.
- Mathematical proficiency: ARPM courses bring participants to a higher level than they would reach in other courses or programs.
For these reasons and others, we achieve results that are equal to if not superior to what is achieved with the traditional classroom approach.
Attilio Meucci is the founder of ARPM (Advanced Risk and Portfolio Management).
Attilio was the chief risk officer at KKR; the chief risk officer and director of portfolio construction at Kepos Capital; the global 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.
Attilio is the author of numerous publications. In addition to the ARPM Bootcamp®, he taught at Columbia-IEOR, NYU-Courant (New York), Bocconi University (Milan), and NUS-Business School (Singapore).
Attilio earned 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 charterholder. Attilio is fluent in six languages.
Across Research, Technology, and Operations, ARPM - Advanced Risk and Portfolio Management directs to its audience the energy and brain power of
Tai Tee Chia
One more reason
As the charitable arm of ARPM, One More Reason grants have leveraged the goodwill and resources of the quantitative finance community to empower individuals and organizations to approach challenges such as poverty, illiteracy, innumeracy, hunger, and the lack of proper medical care with effective and sustainable solutions. One More Reason’s unique funding model means that we make the very most of your contribution.
Begun in 2005 when Attilio Meucci donated the first royalty check from his book, Risk and Asset Allocation, One More Reason has subsequently received all royalty checks from this book as well as fees from third parties executive trainings and seminars on quantitative finance. These resources, combined with contributions from the quantitative finance community have enabled One More Reason to write over $ 320,000 worth of grants that have helped improve the lives of many around the world.
A recent and growing area of focus for One More Reason is the education of the incarcerated. An often overlooked and looked down upon population, the United Nations estimates that there are over 9 million individuals in prisons throughout the world. Many of these individuals are caught in an endless cycle of incarceration, release, and incarceration that destroys lives, families, and communities at great expense to society. Education has been shown to be an effective way to break this cycle and reduce the cost to society as a whole. Beyond the dollars and cents, however, One More Reason supports the ideal that attending to the needs of the least among us can elevate us all. You can read more details on the history and motivations behind One More Reason on The Wall Street Journal: link to the article.