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Director And Senior Quant at Julius Baer Group
Artur Sepp is director of the Quantitative Research and Modeling group at Julius Baer. Artur focuses on quantitative models for investment strategies, asset allocation, and, in particular, for volatility trading. Prior to that, he worked as a front office quant in equity and credit derivatives at BofA-ML, Merrill Lynch and Bear Stearns with particular emphasis on volatility modeling and trading, cross-asset derivatives, and risk management. Artur has a PhD in Probability and Statistics from the University of Tartu in Estonia specializing in stopping time problems of jump-diffusion processes, an MSc in Industrial Engineering from Northwestern University in Chicago, and a BA in Mathematical Economics. His research area and expertise are centered around volatility models, investment and trading strategies, computational methods, and econometric models. Artur has published several research articles on quantitative finance in leading journals and he is on the editorial board of the Journal of Computational Finance. He enjoys exploring new ideas, and some of his models have been successfully implemented by financial institutions. He often participates as a speaker at different conferences.