ARPM Marathon
In collaboration with Oliver Wyman

ARPM Marathon - In collaboration with Oliver Wyman

Modular, Assisted, Online Program

ARPM Marathon



Marathon information

icon 120 hrs core courses
25 hrs refreshers
icon Subject:
Data Science for Finance
Quant Risk/Portfolio Mgmt.
icon Online
icon Access to ARPM Lab
icon Certification of Completation
icon Homework
icon Office hours
icon Coaching

The ARPM Marathon is a master-level, online, quantitative program, designed for professionals and recent graduates with a college degree in the hard sciences.
Purpose of the ARPM Marathon is to mold renaissance quants that can operate across all departments and functions in Asset Management, Banking and Insurance.


Choose whether to attend one or more of the following:

The courses of the ARPM Marathon are synced with one another and with the ARPM Lab, to provide a coherent, exhaustive and mutually exclusive coverage of all the topics.


All the core courses of the ARPM Marathon include access to the ARPM Lab.

The ARPM Lab contains the study materials to learn and practice all the concepts introduced during the lectures:

icon Code (Python/MATLAB)
icon Theory
icon Data animations
icon Exercises
icon Case studies
icon Slides


During the Marathon we provide:
  • itinerary customization
  • weekly live classroom with instructors
  • answers to questions in private forum
  • homework grading
  • personal trainer's reminders.


A Certificate of Completion is issued upon successful completion of every core course, based on:
  • forum Q&A participation
  • live classroom participation
  • homework.
Upon successful completion of each core course, attendees are also granted:
  • 40 GARP CPD
  • academic credits at partner universities.
Furthermore, the ARPM Marathon prepares for the ARPM Certificate.


Group and affiliate discounts are available.
Contact us for more information.

Instructors and Guests

Attilio Meucci

Attilio Meucci

ARPM Founder

Attilio Meucci is the founder of ARPM - Advanced Risk and Portfolio Management. Prior to ARPM, Attilio was the chief risk officer at KKR; and the global head of research for Bloomberg’s risk and portfolio analytics platform. Attilio has 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.

Javier Peña

Javier Peña

Professor at Carnegie Mellon University

Javier Peña is a full professor of operations research at Carnegie Mellon University. He teaches Financial Optimization and Asset Management in the Masters of Computational Finance program at Carnegie Mellon University. He is the co-author of the upcoming second edition of the textbook "Optimization Methods in Finance". His research interests span all aspects of optimization with a particular interest in optimization models for portfolio management and for data science. Javier has published his research in a variety of outlets including Quantitative Finance, the Journal of Risk, and Mathematics of Operations Research.

Tai-Ho Wang

Professor at Baruch College

Tai-Ho Wang is a full professor in mathematics at Baruch College, City University of New York. He is one of the core instructors in Baruch's MFE program, where he teaches Probability and Stochastic Processes in Finance and Probability Theory for Financial Applications in the PreMFE seminars. His research in quantitative finance specializes in implied volatility modeling, exotic option pricing, optimal execution in market impact models, and information dynamics in financial market.

Angela Loregian

ARPM Researcher

Angela Loregian is a senior researcher at ARPM, where she has contributed since inception to the creation of the ARPM Lab. In her previous academic career Angela has published on theory and applications of thick tailed processes in asset management. Angela runs research seminars and webinars for ARPM worldwide, including within the ARPM Bootcamp, ARPM's flagship event. Angela earned a Ph.D. in Mathematics for financial market analysis, an M.S. in Economics and Finance, and a B.S. in Economics from the University of Milano-Bicocca.

Til Schuermann

Partner at Oliver Wyman

Til Schuermann advises private and public sector clients on stress testing, capital planning, enterprise-wide risk management, model risk management and corporate governance including board oversight. Before joining Oliver Wyman, Til was a Senior Vice President at the Federal Reserve Bank of New York where he was head of Financial Intermediation in Research and head of Credit Risk in Bank Supervision. Til has numerous publications in both academic and practitioner journals, and has taught at Columbia University and at the Wharton School where he is a Research Fellow. Til received a Ph.D. in Economics from the University of Pennsylvania.

Ugur Koyluoglu

Partner at Oliver Wyman

Ugur Koyluoglu leads the Americas Finance & Risk and Public Policy practices at Oliver Wyman. Ugur has served as a consultant to senior executives at some of the largest banks, clearing and settlement houses, asset managers, multi-lateral development banks, and private equity houses around the world. Before joining Oliver Wyman, Ugur taught applied mathematics and engineering at Princeton and Koc Universities. He holds a PhD in Civil Engineering and Operations Research from Princeton University.

Stu Kozola

Head of product management at MathWorks

Stu Kozola leads product management for Computational Finance and FinTech at MathWorks. He has over 15 years of experience in data analytics, quantitative finance, simulation, and designing and implementing large-scale computational system. Stu holds the FRM designation from GARP and an MBA from Carnegie Mellon University.

Xiang Shi

ARPM Researcher

Xiang Shi is senior researcher at ARPM, where he contributed to the development of the ARPM Lab, focusing on dynamic portfolio strategies and machine learning. Prior, Xiang was part of the risk team at KKR and taught at Stony Brook University. Xiang earned a MSc in mathematics and finance from Imperial College London, and a PhD in quantitative finance from Stony Brook University.

Sign up for the ARPM Marathon



Hundreds of financial institutions worldwide have trusted ARPM with the education and the growth of their talent pool.

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