Giuseppe Paleologo
Dr. Giuseppe Paleologo is an Adjunct Professor of Mathematics at New York University, where he teaches young minds the secrets of quantitative investing. Paleologo is a leading figure in risk management. His expertise in quantitative risk management has been shaped by his experience in some of the most prestigious institutions in the financial world. He served as 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, his roles at Citadel and Millennium allowed him to develop and implement sophisticated risk management frameworks that have been pivotal in those firms’ successes. Paleologo’s interests lie in equities quantitative risk management, portfolio construction, and alpha signal research.
Giuseppe Paleologo Professional Experience / Academic History
Professional Experience
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Adjunct Professor of Mathematics
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Head of Risk Management
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Visiting Lecturer
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Head of Enterprise Risk
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Director of Risk and Quantitative Analytics
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Researcher and Manager of Credit Risk Methodologies
Academic History
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M.S., Statistics
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Ph.D., Management Science and Engineering
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M.S., Operations Research
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B.S. & M.S., Physics, Summa Cum Laude
EARLY CAREER
Paleologo 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.
During his time at Citadel, he interviewed, hired, managed, and mentored a team of top risk professionals.
He managed the risk of a large long-short international equity portfolio and developed equity factor models for the firm.
Paleologo was a mathematician at IBM Research and was responsible for world-wide credit risk models for IBM Global Financing.
He performed research on empirical asset pricing applying regularization techniques to the Generalized Method of Moments.
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.
FINSIEL & ENRON
He provided analytical support for several bandwidth investments and managed contracts for the trading desk and strategic planning.
He consulted on statistical and optimization projects and developed a scoring system for decision-making units using a variant of Data Envelopment Analysis.
MEDIA
He has appeared as a guest on Real Vision.