Intense or part-time, onsite or online, live or on-demand, overview or in-depth.
Choose the program that fits your schedule and needs.
The Advanced Risk and Portfolio Management (ARPM) training programs are tailored to a variety of different needs, circumstances and learning styles. Whether you are looking for in-depth coursework that builds knowledge at the masters level, an intense training that provides a broad overview of modern quantitative finance in less than a week, or a self-guided experience that lets you work through concepts and exercises at your own pace, ARPM has a training program to fit your needs.
How to Choose
Which ARPM course or program makes the most sense for you depends on the depth of knowledge you wish to acquire, and the time you have to devote to your study. Please review the chart below for a comparison of our training programs, or feel free to Contact us for more information or assistance in planning your ARPM experience.
for Finance Financial Engineering
for Investment Quantititative Risk
Menagement Quantitative Portfolio
Code Documentation Slides Exercises
|Depth||Big picture||Understanding||Deep knowledge|
|Modularity||1 course||1 course||4 courses|
|When||Aug 15-20||Anytime||Starts Feb 1|Sep1|
|Length||6 days||3 months||1-4 semesters|
|Intensity||Full time||Part time||Part time|
|Guidance||Live instructor||-||Live instructor|
|-||30hrs recorded lectures||150hrs recorded lectures|
|24hr Q&A service||24hr Q&A service||24hr Q&A service|
|-||Progress stats||Progress stats|
|Networking||Large class||-||Small class + Alumni|
Instruction and Delivery
The training programs are delivered ARPM Lab.
Our Bootcamp, Quant Tour and Marathon include the most advanced quantitative techniques in:
Data science and machine learning
Investment risk management
Enterprise risk management
The ARPM body of knowledge is organized into four all-encompassing, mutually exclusive, topics that cover all the topics of the ARPM Lab.
Preparation courses in Mathematics, Python and MATLAB are also offered to brush up on the basic concepts.
The ARPM Lab contains all the support materials to learn and practice the concepts covered during the lectures:
ARPM Awards a certificate of completion at the conclusion of the Bootcamp, the Quant Tour and each of each of our Marathon courses. In addition, ARPM training prepares students to pass the examinations required for the ARPM Certificate, a trusted credential which indicates broad and deep proficiency in modern quantitative finance, across the financial industry.
Instructors and Guests
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.
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.
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 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.
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.
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.
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 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.
Our thousands of Alumni include senior executives from world-renowned banks such as Goldman Sachs and Morgan Stanley, funds such as BlackRock, Two Sigma and AQR, and a wide range of other professionals and academics with different backgrounds.
"The ARPM Bootcamp covers a lot of important topics used in the field on quant finance. Appreciated the fact that we built everything from first principles. It's a great program that I would recommend to my colleagues."
Quantitative Analyst at Cubist Systematic Strategies
"This is an impressive course designed not only for buy-side practitioners but also for hardcore theorists in academia. How Attilio integrated the great depth of mathematical rigor, valuable programming experiences, visual and verbal representation of intriguing economic theories and latest industry fads into one set of study materials is truly amazing, and I have to say that I've never seen anything like this even at top graduate schools."
Executive Director at Morgan Stanley
"I really can't say enough how glad I am to have participated in the ARPM Bootcamp. Even when the material was familiar, there were layers of insight intoned for those looking for them. I would highly recommend the course to any practitioner or academic at any point on the spectrum."
Head of Quantitative Analysis and Research at Whitebox Advisors
"I was very impressed with the course, particularly from a practitioner's perspective...All of the daily sessions were great. I had never seen Atillio in person before and I enjoyed his sense of humor and teaching demeanor. I felt the visual tools used to reinforce concepts were particularly helpful. I will definitely recommend the course to some of my other research team members."
Investment Analyst at The Vanguard Group
"The ARPM Bootcamp is an impressive feat performed by an impressive instructor and has allowed me to really grasp the challenge of building a portfolio. It really is a great course to take. Kudos to all the team!"
Portfolio Manager at HSBC Private Bank
"I greatly enjoyed the ARPM Bootcamp. I liked the abstract perspective and the approach of going from general to specific. Great opportunity to network, too! Well done Attilio and the staff!"
Director, Risk Analytics at Barclays
"Main strengths I believe are the contents, course structure, and style. This is one program that encapsulates all aspect of portfolio and risk management in one place. A very good mix of using theory with reasoning behind it. I thoroughly enjoyed the course and am looking forward to using the concepts more actively."
Vice President at Goldman Sachs & Co
"The course was definitely worth my while and very insightful. Overall, the ARPM Bootcamp was very impressive and was a great opportunity to meet other like-minded people from all over the world."
Portfolio Manager - Absolute Return at STANLIB
"Everything was very clear and comprehensive. The lectures were quite lucid and the readings (especially the lab!) are quite amenable to self-study, especially to someone transitioning into quantitative finance. I felt I learned a lot about risk and portfolio management, despite not having prior professional experience in this area."
Ph.D. student in theoretical physics at Leiden University
"I’ve thoroughly enjoyed the course, and it exceeded my prior expectations. I think Attilio is excellent at delivering the material, and I’m quite impressed by his ability to teach such long hours. The administration, venue and participants were fantastic."
Assistant Professor at The American University in Cairo
"The ARPM really helped me to further improve my knowledge of the various fields covered. Although you think you already know a lot on the respective topic area, the ARPM Bootcamp enables you to deepen your knowledge and further connecting your knowledge to other topic areas. Organization was good, responds to inquiries were very fast and precise."
Doctoral Student, European Business School, Wiesbaden, Germany
"Attilio, you and your team was just fantastic. 60% of the math was over my head but the methods and exercises allow me to get there with the strategy to implement it properly. This is priceless! Next year I will send my staff and the following I'll be back. Thanks again for a course I can grow to and build on for years to come. A job well done!"
Vice President at Wescom Credit Union
"The ARPM Bootcamp was excellent! The instructor's breadth and depth of knowledge was pretty amazing. I loved getting a bird's eye view of all the topics and I loved that he kept going back to the main checklist and kept giving us a sense of the overall picture. I intend to take the exam and will hopefully gain a deeper understanding studying for it..."
Consultant at The World Bank
"Over all, the ARPM Bootcamp is the best academic experience I've ever had (not one of, just the best). It has broadened my view so much. There's still a lot from the ARPM Bootcamp that I need to digest. These 6 days will change my life forever."
CTO at ChinaHR.com
"This was the best course I've ever had. It changed my way of thinking about portfolio management and it made me realize I want to focus my career on that from now on. Attilio is an excellent instructor and developed an extremely sound framework."
Investment Counselor at Citi Private Bank
In addition to delivery through the Bootcamp and online programs at arpm.co, ARPM's programs are also delivered by leading universities as credit coursework, and by financial institutions for the education and the growth of their talent pool. Contact us to learn more about the ARPM Academia and Corporate programs.