Giuseppe Paleologo

Giuseppe Paleologo

Formal First Name

Giuseppe Paleologo is the Head of Risk Management at Hudson River Trading. His interests lie in equities quantitative risk management, portfolio construction, and alpha signal research. Prior to HRT, Paleologo served as Head of Enterprise Risk at Millennium and as 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.

Professional Experience

Academic History


Finsiel - Analyst, Decision Support Systems

  • Consulted on statistical and optimization projects.
  • Modeled and developed a teacher-school assignment algorithm for the Italian Department of Education.
  • Developed a scoring system for decision-making units using a variant of Data Envelopment Analysis.

Enron - Research Manager

  • Developed and deployed decision-­support tools for Enron Broadband Services and its trading desk.
  • Developed tools for evaluating the economic viability of electric power plants.
  • Provided analytic support for several bandwidth investments

IBM - Researcher and Manager, Credit Risk Methodologies

  • Responsible for worldwide credit risk analytics for IBM Global Financing (IGF).
  • Led the development of models for probability-of-default estimation for IGF.
  • Designed monitoring and validation of probability-of-default, loss-given-default, and portfolio risk processes for internal IGF worldwide controls and compliance in European countries. 
  • Performed research on empirical asset pricing applying regularization techniques to the Generalized Method of Moments.