Artur Sepp is the Global Head of Investment Solutions Quant Group at LGT Bank in Zurich, where he leads a quant team and builds the quantitative investment platform for systematic asset allocation and portfolio strategies. He is committed to advancing applied finance through research, technology, and team development to deliver data-driven investment solutions that reflect LGT’s long-term perspective and pursuit of excellence for clients. Named Risk Magazine’s Quant of the Year 2024, he brings over 20 years of experience spanning both the buy-side and sell-side. He holds a PhD in Mathematical Statistics from the University of Tartu. His research spans systematic strategies, portfolio optimization, stochastic volatility modeling, machine learning, and blockchain/DeFi, with over 1,200 citations and H-index of 18. He is co-originator of the ROSAA (Robust Optimization of Strategic and Active Asset Allocation) framework and the log-normal beta stochastic volatility model. He actively contributes to the quant community through his editorial board role at The Journal of Computational Finance and by developing open-source Python libraries for quantitative finance. Outside of finance, Artur is a dedicated Brazilian Jiu-Jitsu practitioner, holding a purple belt.

Alexandre Antonov is a leading quantitative finance practitioner currently working at the Abu Dhabi Investment Authority (ADIA). He holds a PhD from the Landau Institute for Theoretical Physics in Russia.

Throughout his career, Dr. Antonov has made significant contributions to derivatives pricing methodology and risk modeling at several financial institutions, including Numerix, Standard Chartered Bank and Danske Bank.

His experience spans both sell-side institutions, where he developed sophisticated pricing models for trading desks, and buy-side organizations, where he has applied rigorous quantitative methods to investment strategies and risk management frameworks. This dual perspective has informed his practical approach to mathematical finance, particularly in the areas of interest rate modeling and volatility calibration techniques.

Dr. Antonov was named Risk Magazine’s Quant of the Year, a prestigious recognition of his contributions to quantitative finance. He has published papers in industry journals and has participated in the development of quantitative methodologies used in derivatives pricing systems.

Jan has been working in the financial services industry in London for over 20 years, as a quant, trader, structurer and portfolio manager. He worked for Credit Suisse, Rabobank, HSH Nordbank, IV Capital, Brancherose and Pine Tree.

He is also active in the machine learning space, both within financial services, and in general.

He has a PhD from the University of Cambridge and a BSc from the University of Zagreb. He also has a visiting affiliation with King’s College London.

Renee Yao began her career on Wall Street at Citadel, LLC. Later she left Citadel to join WorldQuant, a Millennium Management portfolio manager/trader with discretionary trading authority for her own designated account. Subsequently she joined a prop trading firm founded by a former trader of Susquehanna International Group(SIG) where she managed multiple statistical arbitrage portfolios totaling several hundred million USD in gross positions. In early 2015, Renee set up her own firm, Neo Ivy Capital Management, a quantitative hedge fund manager that focuses on trading liquid, publicly traded equity securities via artificial intelligence strategies. Renee was named as “Tomorrow’s Titan” by The Hedge Fund Journal in 2019 and “10 Leaders Transforming Investing in North America” by Business Insider in 2020. Renee has also been interviewed by Bloomberg’s “The Big Take” and the JPM Market Team, highlighting her contributions to artificial intelligence in 2023. Renee holds a M.A in Statistics from Columbia University.

Aous Labbane is the founder of Jasmin Capital and Consulting, a firm focused on investment products and quantitative investment strategy development and distribution.

He previously held senior leadership roles at leading financial institutions, including Managing Director at Nomura, where he headed EMEA Equity Structuring, and Partner & Global Head of Business Development at Ossiam (Natixis Investment Managers), a French asset manager specializing in ETFs and quantitative strategies. Earlier, at Credit Suisse, he was Global Head of Fund Linked and European Head of Equity Derivatives Structuring and a member of the European Equity Derivatives Management Committee.

With deep expertise in cross-asset structuring, risk management, portfolio allocation, and product innovation and distribution, Aous has advised and delivered solutions to major institutional clients, from insurers, pension funds to hedge funds and private banks/family offices.

He holds advanced degrees in Finance and Applied Mathematics, as well as an engineering degree from École Polytechnique Paris.

Anton Vorobets is the Founder and CEO of Fortitudo Technologies, an investment tech company offering novel software solutions to institutional investors. He has experience from both the sell-side and the buy-side, starting his career working on equity derivatives strategy at Nordea Markets before transitioning to multi-asset portfolio construction at Danske Bank Asset Management. Anton’s work focuses on simulation, stress testing, and optimization methods that operate on fully general Monte Carlo paths. Early versions of this framework have been used successfully by him and his colleagues to manage complex multi-asset portfolios that include derivatives, leverage, and complex risk constraints.

Lucette brings extensive experience in global fixed income markets, most recently from Fidelity International, where she served as Head of Systematic Fixed Income. At Fidelity, Lucette managed global and regional portfolios across Investment Grade and High Yield, as well as Emerging Market Debt and Global Aggregate solutions.

Over eight years at Fidelity, Lucette delivered consistent excess returns through active portfolio management and played a key role in designing bespoke client solutions. She worked closely with large institutional investors to align portfolios with their objectives, developing strategies incorporating LDI-based portfolios, Target Date matching, and ESG integration.

Prior to joining Fidelity, Lucette spent more than a decade at Schroders as a Global Credit Portfolio Manager, and earlier in her career, five years at Citigroup Asset Management as a Portfolio Manager and Vice President within the Fixed Income team, managing both fixed income and total return strategies.

Lucette holds a Master’s in digital technologies, financial engineering and management from EPF Engineering School.

Dr. Randeep Gug is Managing Director of the CQF Institute and the Certificate in Quantitative Finance (CQF).

Prior to joining Fitch Learning, Randeep worked in a variety of roles. He spent five years working in the Equities division at Salomon Smith Barney and later traded futures and options on the Indian National Stock Exchange (NSE). More recently he has spent time teaching mathematics at all levels. He is a qualified teacher, holds a 1st class honors degree and a PhD for research in semiconductor physics.

He is a CQF Alumnus, achieving a distinction on the program and his current interests are based around improving and promoting the teaching and learning of Quant Finance.