Dr. Philippe J.S. De Brouwer
Dr. Philippe J.S. De Brouwer is SVP Model Risk Management and Head of Academic Partnerships at HSBC Kraków, honorary consul of Belgium in Krakow, guest lecturer at AGH University of Krakow, University of Warsaw and University of Economics Kraków. He is also member of the board of trustees of the International School of Kraków, member of the Advisory Council of the Economic University of Kraków, and member of the University Council of AGH University of Krakow. His academic research is mainly in investment management, behavioural psychology, and data science.
In all his activities he aims to build bridges between the communities that he serves. He contributes by connecting the academic world with the industry and diplomacy. His newest book appeared in 2020 and is titled “The big R-book: from data science to learning machines and big data“.
Stefano Pavesio
Stefano finished a Master’s degree in Economics at University of Torino and a Master of Arts in Economics with focus on econometric techniques at Collegio Carlo Alberto, with an applied thesis on Synthetic Control Approach estimation. Stefano joined UBS in February 2023 as Quantitative Analyst, and he has been taking care of Retail Credit Risk models development in the Basel Pillar-I and Pillar-II Stress-Testing framework.
Diego Lamorea
After successfully completing both the MSc in Quantitative Finance and Insurance at the University of Turin and the Allievi Honors Program (Master’s Degree in Economics) at the Collegio Carlo Alberto of Turin, Diego became a Quantitative Analyst at UBS in Krakow. After working for almost 2 years in Credit Risk modelling focusing on unsecured loans and commercial real estate, he recently moved to Firmwide Stress-Testing modelling where he is involved in funding risk and climate risk projects.
Przemysław Klocek
Data Scientist at IBM with master’s degree from Computational Mathematics (AGH UST). Currently working on Large Language Models and their evaluations. He actively develops and propagates knowledge in area of Quantum Computing and its applications.
Julien Musial
Julien is a director – Tribe Lead Straight Through Processing and IT Country Manager Poland. 15 years mostly in the IT Finance industry, in roles covering the full lifecycle of software manufacturing. Post-graduate AGH University of Krakow in IT project management.
Łukasz Dudek
Łukasz is a director – Head of Financial Crime Control & Business Automation Team. 17 years in the financial markets, including 5 years in the polish market. Holder of Stockbroker licence (no. 2510)
Tomasz Jachymiak
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.
Karol Skrzyszowski
Karol Skrzyszowski – HSBC, Lead Vice President – Model Risk Management. Before joining HSBC, Karol was working as a researcher at Moody’s Analytics in London focusing on developing and calibrating financial risk models. Karol holds a Master’s Degree in Economics from Cambridge University, where he was also working as a Research Assistant. He specializes in credit risk modelling.
Jan Surdyka
Jan zarządza zespołem aktuarialnym w firmie Aon w Krakowie, posiadając ponad 6-letnie doświadczenie w pracy aktuarialnej. W pracy zajmuje się głównie zagadnieniami z zakresu ubezpieczeń majątkowych, takimi jak, modelowanie prognozowanych strat czy optymalizowanie struktur ubezpieczeniowych. Jan jest absolwentem kierunków Matematyka oraz Finanse i Rachunkowość na Uniwersytecie Jagiellońskim, a prywatnie interesuje się piłką nożną oraz podróżami
Remigiusz Lemke
Karierę w finansach i w mBanku rozpoczął ponad dekadę temu jako analityk giełdowy. Obecnie kieruje projektami w wydziale rozwoju platform inwestycyjnych. Przez lata skupiał się na analizie spółek zagranicznych i rozwoju algorytmów inwestycyjnych. Dzięki temu połączeniu powstało wiele innowacyjnych narzędzi dla inwestorów. Studia na kierunku metody ilościowe w SGH ugruntowały jego wiarę w zastosowanie matematyki w finansach. W inwestycjach przyświeca mu zasada: „model powinien być tak prosty i nieskomplikowany, jak to tylko możliwe przy założonym poziomie skuteczności”.
Dr Rafał Szepietowski
Senior Regulatory Risk Officer (SVP) at Citi. Risk Management professional with experience gained at global financial institutions (Citi, UBS, BNY Mellon) covering different aspects of Stress Testing and Capital Adequacy. 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. GARP Financial Risk Manager (FRM), and Sustainability and Climate Risk (SCR) certified.
Paweł Fronczak
Zarządzający aktywnie rezerwami walutowymi w USD (obligacje rządowe, korporacyjne i agencyjne). Absolwent Szkoły Głównej Handlowej, z rynkami finansowymi zawodowo związany od 13 lat. Uczestnik studiów podyplomowych „Inżynieria Finansowa w Zarządzaniu Ryzykiem” na AGH. Zdobywał doświadczenie jako dealer w takich bankach jak PKO BP i BPH. Od 2016 roku w Narodowym Banku Polski.
Igor Veksin
Igor Veksin hold bachelor and master degrees in economics from Moscow State University, and doctoral degree from Scuola Superiore Sant’Anna (Pisa, Italy). Since getting the PhD he works for UBS as a Quantitative Risk Analyst at Statistical Risk Aggregation team.
Jakub Jankowski
I am a theoretical physicist building my new expertise in the climate risk field as an analyst at HSBC. In the same time, I hold a position at University of Wroclaw where I deliver programming and computational classes.
Łukasz Wąsik
Lukasz Wasik is a Quantitative Analyst at State Street with over a decade of expertise. His professional experience covers credit risk model development and stress testing. He graduated from the AGH University of Krakow and he is a holder of the Professional Risk Manager certification.
Dr Mahdi Ahmadi
Mahdi Ahmadi, a Ph.D. holder in Financial Mathematics, is a Quantitative Analyst at State Street. Previously, he was researcher at Middle East Technical University in Turkey working on Stochastic Optimal Control problems. His expertise lies in various facets of risk management, such as credit risk, operational risk, and liquidity risk.