People

Giuseppe Paleologo

Giuseppe Paleologo

Formal First Name
Giuseppe

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.

Professional Experience


Academic History

EARLY CAREER


CITADEL


IBM

  • 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