Dr. Giuseppe Paleologo is Global Head of Quantitative Research at Balyasny Asset Management and a member of the firm's Investment Committee. He is also an Adjunct Professor of Mathematics at New York University, where he teaches young minds the secrets of quantitative investing. Paleologo is a quant pioneer whose expertise has been shaped by his experience in some of the most prestigious institutions in the financial world. Prior to joining BAM, he was Head of Risk Management at Hudson River Trading, where he led the risk management team and oversaw the firm's risk exposure and strategy. Before that, he was the Head of Enterprise Risk at Millennium Management and Director of Equities Quantitative Research at Citadel. Paleologo is also the author of the highly regarded book, Advanced Portfolio Management.
Giuseppe Paleologo Professional Experience / Academic History
Professional Experience
Academic History
QUANT RISK MANAGEMENT CAREER
Paleologo has extensive experience in equities quantitative risk management, portfolio construction, and alpha signal research.
His expertise in quantitative risk management has been shaped by his experience in some of the most prestigious institutions in the financial world.
He was Head of Enterprise Risk Management at Millennium Management, a global alternative investment management firm.
He was a Visiting Lecturer at Cornell University, where he taught a course on selected topics in finance.
He also worked at Citadel, managing quantitative research and risk for the largest relative-value business at the firm.
He was a Systematic Portfolio Manager at Red Alder and Director at Axioma, now part of Deutsche Börse.
EARLY CAREER
Paleologo was a mathematician at IBM Research and was responsible for world-wide credit risk models for IBM Global Financing.
He led the development of models for probability-of-default estimation for IBM Global Financing and led the research initiative on dynamic pricing in IBM research.
He also worked as a Researcher for Enron, where he worked on pricing lit and dark fiber contracts for the trading desk, and strategic planning.
MEDIA & PUBLICATIONS
Paleologo has been featured and quoted in Bloomberg and Real Vision.