Artur Sepp - Julius Baer
Artur Sepp works for a Swiss wealth manager focusing on quantitative models for FX and equity derivatives trading, and quantitative asset allocation and investment strategies. Prior to that, he worked as a front office quant in equity and credit at Merrill Lynch and Bear Stearns with particular emphasis on volatility modelling and trading, cross-asset derivatives, and risk management. Artur has a PhD in Probability and Statistics from the University of Tartu in Estonia, an MSc in Industrial Engineering from Northwestern University in Chicago, and a BA in Mathematical Economics (cum laude). Artur's research area is on volatility models, computational methods, investment and trading strategies. He has published several research articles on quantitative finance in leading journals.