Artur Sepp is Director of Research at Quantica Capital AG in Zurich focusing on systematic data-driven trading strategies. Artur has extensive experience working as a Quantitative Strategist in leading roles since 2006. Prior to joining Quantica, Artur worked at Julius Baer in Zurich developing algorithmic solutions and strategies for the wealth management and portfolio advisory. Before, Artur worked 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. Artur has a PhD in Statistics, an MSc in Industrial Engineering from Northwestern University, and a BA in Mathematical Economics. Artur’s research area and expertise are on econometric data analysis, statistical machine learning, and computational methods with their applications for quantitative trading strategies and asset allocation. He is the author and co-author of several research articles on quantitative finance published in leading journals and he is known for his contributions to stochastic volatility and credit risk modelling. Artur is a member of the editorial board of the Journal of Computational Finance.