Artur Sepp is a Vice President in the equity derivatives analytics at Bank of America Merrill Lynch. Prior to joining the equity group, he worked with the credit derivatives group focusing on quantitative models for credit derivatives and hybrid products. Artur holds a PhD in Probability and Mathematical Statistics from University of Tartu (Estonia) and an MSc in Industrial Engineering from Northwestern University in Chicago. His research focus is on computational finance, volatility and cross-asset models. Artur has published several research articles on quantitative finance in leading journals.