I work as a Quantitative Strategist at the Swiss wealth management company Julius Baer in Zurich. My focus is on quantitative models for systematic trading strategies, risk-based asset allocation, and volatility trading. Prior to that, I worked as a front office quant in equity and credit at Bank of America, Merrill Lynch and Bear Stearns in New York and London with emphasis on volatility modelling and multi-asset derivatives valuation, trading and risk-managing. My research area and expertise are on econometric data analysis, machine learning, and computational methods with their applications for quantitative trading strategies, asset allocation and wealth management. I have a PhD in Statistics focused on stopping time problems of jump-diffusion processes, an MSc in Industrial Engineering from Northwestern University in Chicago, and a BA in Mathematical Economics. I have published several research articles on quantitative finance in leading journals and I am known for my contributions to stochastic volatility and credit risk modelling. I am a member of the editorial board of the Journal of Computational Finance. I keep a regular blog on quant finance and trading at www.artursepp.com.