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Artur Sepp is Director of Research at Quantica Capital AG in Zurich focusing on development of systematic data-driven trend-following and asset allocation strategies. Prior, Artur worked at Julius Baer in Zurich as Senior Quant Strategist developing algorithmic solutions and investment strategies for the trading and portfolio advisory. Before, Artur has 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 since 2006. Artur holds a PhD in Mathematical Statistics from University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA in Mathematical Economics with distinction from Tallinn University of Technology. Artur’s research and expertise are on econometric data analysis, statistical machine learning and computational methods along with designing of research and trading infrastructure and technology with applications for quantitative trading, asset allocation and wealth management. He is the author and co-author of several research articles on quantitative finance published in key journals. Artur is known for his contributions to stochastic volatility and credit risk modelling with an H-index of 15. He is a member of the editorial board of the Journal of Computational Finance.
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