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.

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.

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.

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.