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Profile
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.
Former positions of Artur Sepp
Companies | Position | End |
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Quantica Capital AG
![]() Quantica Capital AG Investment ManagersFinance Quantica Capital AG is a privately-owned asset management firm headquartered in Schaffhausen, Switzerland. It was founded by Bruno Gmür in 2003. The firm offers commingled funds and manage accounts to various clients. Their flagship investment program, the Quantica Managed Futures Program, was launched in 2005. | Director of Research - Equity | 31/07/2021 |
Bank Julius Bär & Co. AG
![]() Bank Julius Bär & Co. AG Investment ManagersFinance Bank Julius Bär & Co. AG (BJB) is the private banking subsidiary of Julius Bär Gruppe AG (SWX: BAER) in Switzerland. Headquartered in Zurich, BJB was founded in 1890 and provides personal wealth management advice to private clients and family offices. | Analyst-Equity | - |
Experiences
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1st degree connections
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Private companies | 2 |
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Bank Julius Bär & Co. AG
![]() Bank Julius Bär & Co. AG Investment ManagersFinance Bank Julius Bär & Co. AG (BJB) is the private banking subsidiary of Julius Bär Gruppe AG (SWX: BAER) in Switzerland. Headquartered in Zurich, BJB was founded in 1890 and provides personal wealth management advice to private clients and family offices. | Finance |
Quantica Capital AG
![]() Quantica Capital AG Investment ManagersFinance Quantica Capital AG is a privately-owned asset management firm headquartered in Schaffhausen, Switzerland. It was founded by Bruno Gmür in 2003. The firm offers commingled funds and manage accounts to various clients. Their flagship investment program, the Quantica Managed Futures Program, was launched in 2005. | Finance |
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