The Premier Event for Quantitative Investment Thought Leaders
Artur Sepp
Global Head of Investment Services Quant Group LGT Bank
Artur Sepp is the Global Head of Investment Services Quant Group at LGT bank in Zurich focusing on quantitative asset allocation and systematic investment strategies. Artur has almost 20 years of experience in financial markets, including heading quant research and portfolio management at a systematic hedge fund and a family office, as well as leading development of front-office quant strategies and derivatives at private (Julius Baer) and investment banks (Merrill Lynch/BofA). Artur has a PhD in Mathematical Statistics from the 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. His expertise covers quantitative investing and asset allocation, quantitative modelling of derivative securities, machine learning and data science, and blockchain applications within decentralised finance. He is the author and coauthor of several research articles on quantitative finance published in key journals. Artur won the Quant of the Year Award from Risk Magazine (2024). He is an active martial arts practitioner in his free time.
Day 1: 14 October
3:50 PM PRESENTATION: The future of portfolio construction: Quant innovation for portfolio optimisation using liquid public and illiquid private assets
As the lines between public and private markets blur, the demands on portfolio construction models are rapidly evolving. In this keynote, Quant of the Year 2024, Dr. Artur Sepp, Global Head of Investment Services Quant Group at LGT Private Banking, challenges the conventional frameworks that underpin strategic and tactical asset allocation frameworks.
Drawing from pioneering work at the intersection of advanced mathematics and real-world portfolio engineering, Artur reveals how next-generation optimization techniques are enabling fully integrated, cross-asset portfolios—spanning bonds, equities, hedge funds, and private equity. This is not the old-school mean-variance paradigm—it's a reimagining of what quant can achieve in a world where liquidity, transparency, and return dynamics vary dramatically across asset classes.
Key takeaways:
· A first-hand look at the quant frameworks powering multi-asset portfolios across public and private markets.
· Insights into mathematical innovation beyond mean-variance—including clustering and sparse methods for estimation of covariance matrix, tactical signals, and adaptive optimization.
· A roadmap for building future-fit investment architectures that respond to today’s structural shifts in markets and capital allocation.
Check out the incredible speaker line-up to see who will be joining Artur.
Download The Latest Agenda
