I am Head of Systematic Solutions and Portfolio Construction at Sygnum Bank’s Asset Management in Zurich, specializing in crypto assets and decentralized finance. Prior, I have led quantitative research at a systematic hedge fund (Quantica Capital) focusing on data-driven investment strategies and asset allocation in global managed futures. Previous roles have been as front office Quant Strategist on the implementation of systematic solutions in private banking (Julius Baer), and on the full-cycle development of quantitative solutions and derivatives in investment banking (Merrill Lynch/BofA).

I am committed to connecting financial applications with science and technology. My expertise covers quantitative investing and asset allocation, modeling of financial markets and instruments, statistical and Machine Learning methods, modern computational and programming tools. I have more than 16 years of professional experience dedicated to leading roles at top quant teams in New-York, London, and Zurich.

I have a PhD in Mathematical Statistics from University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA cum laude in Mathematical Economics from Tallinn University of Technology. I am the author and co-author of several research articles on quantitative finance published in key journals. I am known for contributions to stochastic volatility and credit risk modelling with an H-index of 16. I am also a member of the editorial board of the Journal of Computational Finance. I love quality time with his family and playing chess with his son. I also enjoy reading, martial arts and water and mountain sports.

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