I am dedicated 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. More recently, I am passionate about crypto assets and decentralized finance (DeFi).  My 14 years professional experience includes performing in leading roles at top quant teams in New-York, London, and Zurich.

I will be starting a new challenge as Head Systematic Strategies and Portfolio Construction. Prior, I led quantitative research at a systematic hedge fund (Quantica Capital) focusing on data-driven investment strategies and asset allocation. In previous roles as a Front Office Quant Strategist, I worked 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 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 a member of the editorial board of the Journal of Computational Finance. I love martial arts, water and mountain sports.

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