Optional Summer Activities

Advanced Risk and Portfolio Management Bootcamp

August 15-20, 2016, New York University

Held since 2005, this weeklong class taught by Attilio Meucci provides an in-depth understanding of quantitative modeling for the buy-side from the foundations to the latest developments. Advanced statistical and optimization techniques are explained thoroughly in theory, visualized with live simulations, and reinforced during review sessions (see ARPM Bootcamp - Program).

Information on Attilio Meucci and all guest speakers is available at the dedicated page on arpm.co.

Participants are required to take a final exam consisting of a code-based project and a written test: the activity will be thus acknowledged as part of the study plan. In addition, all participants will be awarded the Certificate of Attendance for the 2016 edition of the ARPM Bootcamp.


Applicants have the opportunity to get a scholarship sponsored by the firms contributing to the ARPM Bootcamp.

ARPM will collect the list of candidates from all institutions and will send them to the firms. Each firm will select some students and will fund their travel expenses and tuition for the ARPM Bootcamp. Sponsored students will attend the ARPM Bootcamp and take the exam: upon completion of the exam, each firm will select one of the sponsored students for an internship.

In order to help the firms select the most suitable candidate, ARPM will provide an assessment of the students' proficiency based on the results of the exam (and possibly a phone interview); however, the firms will make the final selection for the internship at their full discretion.


Interested students are required to email their detailed CV to phd@imtlucca.it (email subject: "Application for ARPM Bootcamp") by no later than April 30th, 2016. The CVs considered to be suitable for the courses and activities proposed will be forwarded to the Bootcamp organizers for the selection of scholarship winners.