Philippe J.S. De Brouwer, PhD., HSBC
While finishing his second Master (Applied Economics) Philippe solved the “fallacy of large numbers puzzle”, formulated by P.A. Samuelson 38 years earlier. In this PhD he created the “Maslowian Portfolio Theory” and so successfully challenged the assumptions of the Nobel Prize winning “Mean Variance Theory” of H. Markovitz that dominated our thinking about suitability of investments for more than 60 years.
He is an active executive and has more than two decades experience in banking and asset management, fulfilled many C-level functions and is now a director at the service centre of HSBC in Europe where he oversees different activities related to risk management (such as model governance, model review, regulatory compliance). He specializes in teamwork, leadership, big data, analytics, risk management and investment advice.
Mateusz Pabian, UBS
Open-minded knowledge gap explorer, who has a lot of fun designing non-standard solutions.
Definitely not afraid of new challenges! He graduated from AGH Doctoral School, currently working as a Senior AI Model Developer at UBS already for 6 years. Some examples of Mateusz project’s participation are anomaly detection in ECG signal recording, semantic text segmentation on document photos, Twitter bot detection using spiking neural networks.
Marcin Jaskowski, PhD., HSBC
Marcin Jaskowski is a graduate of the Warsaw School of Economics. He obtained PhD in financial econometrics from the Vienna Graduate School of Finance. Currently, Marcin works as a Global Lead for Algo Trading Model Review in HSBC. Before joining HSBC, Marcin worked as an assistant professor in the Erasmus School of Economics, Rotterdam in the Econometrics Department.
Gabriele Giraldo, UBS
Gabriele has master’s degree in Finance, Insurance and Risk Management (MaFIRM) at Collegio Carlo Alberto in Turin. The world of finance is definitely his favourite area. He works at UBS as a Quantitative Analyst in the Credit Risk Methodology team for almost a year now focusing on development and maintenance of Pillar 1 credit risk models.
Sofia-Allegra Minuti, UBS
She has master’s degree in Finance and Economics in the area of Quantitative Finance. She joined UBS in September 2022 as a Quantitative Analyst in the Credit Risk Methodology team and she works in the SBL & Other Traded Products Models crew.
Wojciech Tarnowski,PhD., State Street Global Advisors
Wojciech Tarnowski graduated in Physics at Jagiellonian University in Kraków. His research involved theoretical developments in Random Matrix Theory and its applications in time series analysis, neuroscience as well as machine learning. He joined State Street Global Advisors Model Risk Management group in 2020 where he works on investment models. Passionate about data science and machine learning models. In his free time performs reasearch in dissipative open quantum systems.
dr hab. Elżbieta Kubińska, prof. UEK
Elżbieta Kubińska is employed as an associate professor at the Cracow University of Economics, since 2021 she has been the Head of the Department of Risk Management and Insurance, since 2020 she has been the Director of the Institute of Finance. He holds an MA in Financial Mathematics, a PhD in Mathematical Analysis and a Habilitation in Behavioral Finance. She has been participating in international conferences for years, and has published many articles in national and international journals. Her teaching and research interests focus on behavioral economics, risk management and alternative investments. She has taught at foreign universities, including the University of Perugia in Italy, Jiangxi University of Finance and Economics in Nanchang, China, Grand Valley State University in Grand Rapids in the United States, Panthéon Assas University – Sorbonne II in France. She is a graduate of postgraduate studies Art and antiques market. For years she has been interested in art, collecting contemporary art, mainly artists from the Academy of Fine Arts in Krakow.
Konrad Maślankiewicz, BM PKO Banku Polskiego
Securities Broker (licence number 3189), with 20 years of experience in investing in shares and futures. From 2008, he gained experience in financial and investment consulting companies, in particular in the field of investment consulting. Speaker at conferences devoted to investing, organized by insurance and investment companies. Currently employed at Dom Maklerski PKO BP as a Capital Markets Analyst – his tasks include, among others: creating and updating model portfolios (addressed to a wide range of investors) as well as individual portfolios (intended for selected clients of PKO BP Securities). Passionate about cycling (among others, he participated in the Tour de Pologne amateur race three times) and spending time actively with his family.
Paweł Fronczak, NBP
Actively managing currency reserves in USD (government, corporate and agency bonds). A graduate of the Warsaw School of Economics, professionally associated with financial markets for 13 years. Participant of postgraduate studies “Financial Engineering in Risk Management” at the AGH University of Science and Technology. He gained experience as a dealer in such banks as PKO BP and BPH. Since 2016 at the National Bank of Poland.
Artur Zając, PhD., HSBC
Artur is a graduate of Physics (MSc) and Mathematics (PhD) at Jagiellonian University in Kraków, working primarily on topics related to quantum field theory and noncommutative geometry. Currently Artur leads Product Control Analytics team at HSBC Kraków. His main area of engagement is regulatory stress testing within Fair and Prudential Valuation Framework.
Marcin Izbrandt, UBS
Marcin finished his master’s degree at Financial engineering. He finished Informatics and Econometrics faculty at University of Economics and Business in Poznan. He develops his career as a Quantitative Analyst, Product Owner in the area of Firmwide Stress-Testing Models at UBS, where he already has 5-years experience.
He is responsible for development and maintenance of stress testing methodologies covering areas such as structural foreign exchange and valuation adjustments.
Tomasz Jachymiak, UBS
Absolvent of AGH, where he finished master’s degree from Financial mathematics and Applied Mathematics faculty (WMS) at this university. Math is definitely his cup of tea. Tomasz works at UBS as a Quantitative Analyst on the Firmwide Stress-Testing Models, for 4 years. He takes care of development and maintenance of stress testing methodologies covering areas such as the syndicated loans business and funding valuation adjustments.
Katarzyna Piechnik, Accenture
Manager at Accenture, CN Strategy&Consulting, Digital Risk and Compliance, Risk practice – AGH WMS alumn, President of KNMF in academic year 2013/2014. Specialized in Market Risk Management, having a wide experience in models validation from the perspective of 2nd Line of Defense. Leading market risk functional stream in ACN CN Strategy&Consulting, DRC, Risk practice. She used to combine quantitative and project management roles.
Dawid Skórka, Accenture
CFA, FRM, Consultant at Accenture, CN Strategy&Consulting, Digital Risk and Compliance, Risk practice – graduated Cracow University of Economics. Gained experience in financial risk management by working as external hedging advisor for institutional clients (investment funds) & financial risk manager for a Euronext listed global corporate. Areas of professional interest across all market risks – FX, Interest, Commodity, Credit. Derivatives pricing, structuring & trading.
Urszula Imosa, State Street
She has been working in the Investment Risk Analysis department at State Street for nearly 9 years. Currently, she is a coordinator in the Asset Managers – Enterprise Risk Management team, where she is responsible for delivering risk reports to clients.
A graduate of Finance and Accounting at the Cracow University of Economics and postgraduate studies in Financial Mathematics – Financial Engineering in Risk Management at the Faculty of Applied Mathematics of the AGH University of Science and Technology.
Privately, a mother of two children and a regular visitor to playgrounds in the north of Krakow.
Jacek Gronowski, State Street
After completing an internship at the Economic Institute of the National Bank of Poland in 2010, he joined State Street, where he works to this day. From the beginning of his professional career, he has been involved in servicing investment funds, initially in the Derivatives Department, and for 8 years in the Investment Risk Analysis Department. Currently, he manages a group of 40 analysts responsible for creating risk reports and servicing more than 150 State Street clients worldwide.
A graduate of Computer Science and Econometrics at the Cracow University of Economics.
Privately, a guitarist in a rock band, in his free time a sailor and photographer.