Dr Tadeusz Czernik – HSBC

HSBC Krakow, Senior Expert in Independent Model Review, lecturer at the University of Economics in Katowice. After his PhD in Physics, Tadeusz was coordinating one of the first securitization programme in Poland. He also consulted many financial and non-financial businesses. His main area of interest covers derivative pricing and stochastic modelling.

Adam Wróbel – UBS

A graduate of the Warsaw School of Economics in the field of Quantitative Methods in Economics. Professionally related to risk modeling in banking and insurance. For 5 years an expert at UBS, where he deals with the validation of credit risk models and modeling as part of risk aggregation. Moreover, data science enthusiast and co-organizer of „eRka”, a series of meetings for the Krakow programming language community R.

Paweł Kolski – Credit Suisse

Director, Head of Quantitative Strategies Projections Modelling at Credit Suisse Poland where he leads and supervises the development of projection models and infrastructure for stress-testing purposes. Possesses nearly 20 years of industry experience as an econometrician, economist and lead quant.

Dr Loren Shure – Mathwork ONT

Loren has worked at MathWorks for over 30 years. For the first 27 of these years, Loren co-authored several MathWorks products in addition to adding core functionality to MATLAB, including major contributions to the design of the MATLAB language. She is currently part of the Application Engineering team, enabling Loren to spend more time and energy working with customers.

For more than 10 years, traveling worldwide over half of each year, Loren delivers more than 150 technical, strategic, and vision-setting presentations yearly to audiences ranging from hands-on problem solvers through high-level executives.  Loren graduated from MIT with a B.Sc. in physics and has a Ph.D. in marine geophysics from the University of California, San Diego, Scripps Institution of Oceanography. She is a Senior Member of IEEE; and she is co-author on several patent inventions.  Loren writes about MATLAB on her blog, The Art of MATLAB.

Prof. Krzysztof Jajuga – CFA

President of CFA Society Poland. Professor of economics, lecturer at the University of Economics in Wrocław and universities abroad (including Jiao Tong University in Shanghai). In his research work, he focuses on finance, statistics and econometrics. Head of the Department of Financial Investments and Risk Management, as well as director of the Institute of Financial Management at the University of Economics in Wrocław. He cooperates with numerous financial institutions and enterprises. He was a member of the Scientific Council of the National Bank of Poland and a member of the Council of the Warsaw Stock Exchange.

Damian Jelito – UJ

PhD student at the Institute of Mathematics of the Jagiellonian University. He is interested in the application of stochastic control theory in financial problems, in particular with the risk-sensitive criterion. Also, he is interested in mathematical statistics. Since his bachelor studies, he is a member of the Financial Mathematics Student Association of the Jagiellonian University.

Dr Pierre De-Leusse – UBS

 Enthusiastic technologist who has worked in capital markets for a number of years, enjoying the challenges of financial engineering at the scale of large multinational financial institutions. For some time now he has looked into BigData and data science as an interesting way of addressing some of these challenges. Currently he is leading the UBS Treasury BigData engineering project.

Dr Rafał Szepietowski – UBS

 A quantitative risk analyst specialising in enterprise-level risk modelling, in particular Pillar 2, risk aggregation and allocation, and risk-adjusted performance measurement. He works in the Risk Methodology team at UBS, one of the biggest global financial institutions. His professional experience includes both model development and validation. An astrophysicist by training, he holds a PhD from the Institute of Cosmology and Gravitation in Portsmouth, and an undergraduate degree from the University of Edinburgh.

Konrad Augustyński – PZU

Since August 2008, he has been employed in the PZU group (currently at TFI PZU, previously at PZU Asset Management). Initially, he was responsible for managing the portfolio of bonds and structured swaps at the Office of Debt Instruments, Currencies and Commodities, and from 2012, he was responsible for managing portfolios of Polish bonds and money and debt funds (in total about PLN 12 billion under management). From 2015, deputy director of the Office. From January 2018, director of the newly established Quantitative Methods Management Office, whose tasks include the creation and management of portfolios and passive funds, both debt and equity (in total about PLN 1.7 billion under management).

Before joining the PZU group, he worked for nearly two years at the Barclays Capital investment bank in London as Valuation Control Quantitative Analyst, and previously as a quantitative analyst at the Risk Management and Model Validation Office at BRE Bank (currently mBank). He started his professional career at the Penetrator Brokerage House as a specialist in the asset management department.

He holds a master’s degree in Applied Mathematics (AGH).

Has the following titles:

-PRM (since 2005, awarded by PRMIA – Professional Risk Managers’ International Association),

Investment Advisor (since 2010, the Polish Financial Supervision Authority),

– CFA Charterholder (2013, CFA Institute)

Dr Philippe De Brouwer – HSBC

Head of Model Risk Management department of HSBC in Krakow with 30 years of banking experience. He is a honorary consul for Belgium in Krakow and is also a professor at the University of Warsaw, Jagiellonian University and AGH University of Science and Technology.