Thierry Roncalli

About the Author

Thierry Roncalli is a distinguished financial mathematician and risk management expert with over two decades of experience in quantitative finance. Holding advanced degrees in applied mathematics, he has held senior positions at leading investment firms, where he pioneered innovative approaches to portfolio construction and risk assessment. Roncalli's work bridges theoretical rigor with practical application, making complex concepts accessible to professionals and academics alike. His seminal book, Introduction to Risk Parity and Budgeting (Chapman and Hall/CRC Financial Mathematics Series Book 27), has become a cornerstone text for understanding risk budgeting techniques in modern asset management. Beyond writing, Roncalli contributes to industry conferences and advises on regulatory frameworks for financial stability, shaping the future of sustainable investing.