Thierry Roncalli

Thierry Roncalli

Thierry Roncalli joined Amundi as Head of Quantitative Research in November 2016. Prior to that, he was Head of Research and Development at Lyxor Asset Management (2009- 2016), Head of Investment Products and Strategies at SGAM AI, Société Générale (2005-2009), and Head
of Risk Analytics at the Operational Research Group of Crédit Agricole SA (2004-2005). From 2001 to 2003, he was also Member of the Industry Technical Working Group on Operational Risk (ITWGOR). Thierry began his professional career at Crédit Lyonnais in 1999 as a financial engineer. Before that, Thierry was a researcher at the University of Bordeaux and then a Research Fellow at the Financial Econometrics Research Centre of Cass Business School. During his five years of academic career, he also served as a consultant on option pricing models for different banks. Since February 2017, he is Member of the Scientific Advisory Board of AMF, the French Securities & Financial Markets Regulator, while he was Member of the Group of Economic Advisers (GEA), ESMA’s Committee for Economic and Market Analysis (CEMA), European Securities and Market Analysis from 2014 to 2018. Thierry is also Adjunct Professor of Economics at the University of Evry, Department of Economics. He holds a PhD in Economics from the University of Bordeaux, France. He is the author of numerous academic articles in scientific reviews and has published several books on risk and asset management. His last book “Introduction to Risk Parity and Budgeting” has been published in 2013 by Chapman & Hall and translated in Chinese in 2016 by China Financial Publishing House.

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About Amundi

Amundi is the European largest asset manager by assets under management1 and ranks in the top 10 globally[1]. It manages 1,653 billion[2] euros of assets across six main investment hubs[3]. Amundi offers its clients in Europe, Asia-Pacific, the Middle East and the Americas a wealth of market expertise and a full range of capabilities across the active, passive and real assets investment universes. Clients also have access to a complete set of services and tools. Headquartered in Paris, Amundi was listed in November 2015.

Thanks to its unique research capabilities and the skills of close to 4,500 team members and market experts based in nearly 40 countries, Amundi provides retail, institutional and corporate clients with innovative investment strategies and solutions tailored to their needs, targeted outcomes and risk profiles.


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  1. Source IPE “Top 400 asset managers” published in June 2019 and based on AUM as of end December 2018
  2. Amundi figures as of December 31, 2019
  3. Investment hubs: Boston, Dublin, London, Milan, Paris and Tokyo

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