Artur Sepp

Dr. Artur Sepp is a Director of Research at Quantica Capital AG.
He is a member of the editorial board of the Journal of Computational Finance.
He is the author and co-author of several research articles on quantitative finance published in key journals, and he is known for his contributions to stochastic volatility and credit risk modeling.
His research and expertise are on econometric data analysis, statistical machine learning, and computational methods along with corresponding technology and applications for quantitative trading, wealth management, and asset allocation.
Previously, he worked at Julius Baer in Zurich as a Senior Quant Strategist developing algorithmic solutions and strategies for trading and portfolio advisory.
Beforehand, Artur worked in leading roles as a Front Office Quant Strategist for equity and credit derivatives trading at Bank of America Merrill Lynch in London and Merrill Lynch in New York.
He holds a Ph.D.
in Mathematical Statistics from the University of Tartu, an M.Sc.
in Industrial Engineering and Management Sciences from Northwestern University, and a BA in Mathematical Economics from Tallinn University of Technology.