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QuantMinds Edge: Alpha & Quant Investing
June 2023

Artur Sepp
Head Systematic Solutions & Portfolio Construction at Sygnum Bank


Artur Sepp is Head Systematic Solutions and Portfolio Construction at Sygnum Bank's Asset Management in Zurich, specializing in crypto assets and decentralized finance. Prior, Artur led quantitative research at a systematic hedge fund (Quantica Capital) focusing on data-driven investment strategies and asset allocation in global managed futures. In previous roles, Artur worked 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).

Artur is dedicated to connecting financial applications with science and technology. His expertise covers quantitative investing and asset allocation, modeling of financial markets and instruments, statistical and Machine Learning methods, modern computational and programming tools. His 14 years professional experience includes performing in leading roles at top quant teams in New-York, London, and Zurich.

Artur has 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. He is the author and co-author of several research articles on quantitative finance published in key journals. Artur is known for contributions to stochastic volatility and credit risk modelling with an H-index of 16. He is a member of the editorial board of the Journal of Computational Finance. Artur loves martial arts, water, and mountain sports.

Agenda Sessions

  • Derivatives on Crypto Assets in Decentralized Finance (DeFi) Space