Jakub Rojcek

Senior Quant, Deputy Head Global Quantitative Analytics at LGT Private Banking

Speaker

Jakub Rojcek is a seasoned quantitative finance professional with almost two decades of experience spanning banking, asset management, and academia. He currently serves as Senior Quant and Deputy Head Global Quant Group at LGT Private Banking in Zurich, where he focuses on asset allocation initiatives, and previously held the position of Head Quantitative Analysis for LGT Europe, overseeing strategic asset allocation, capital market assumptions and development of tactical allocation models. Jakub has also worked as a Quantitative Analyst at LGT Capital Partners, focusing on asset allocation, dynamic allocation strategies and private markets research. Prior to the assignments at LGT group, he clerked in a brokerage arm of Wood and Company in Prague, learning the ropes of market microstructure and straight-through-processing.

Alongside his professional roles, Jakub lectures on asset allocation at Charles University, bringing a practical perspective to academic theory. He holds a PhD in Finance from the University of Zurich and Swiss Finance Institute, where his research centered on market microstructure and high-frequency trading, and completed earlier studies at The University of Bonn, Charles University, and Prague University of Economics and Business. His expertise encompasses quantitative finance, portfolio optimization, systematic investing, and applied machine learning in financial strategies.