Wroclaw, Lower Silesian District, Poland
PhD / Quant (Associate) at Credit Suisse
Financial Services
Education
University of Wroclaw 2008 — 2013
Doctor of Philosophy (PhD), Mathematical Statistics and Probability
Københavns Universitet 2007 — 2008
Financial and Insurence Mathematics
University of Wroclaw 2003 — 2008
Master of Science (MS), Applied Mathematics
Liceum 1999 — 2003
Experience
Credit Suisse January 2013 - Present
Skills
Mortgage Bonds, Time Series Analysis, R, IRP, Emerging Markets, Data Mining, SQL, Stochastic Processes, VBA, Stochastic Calculus, Derivatives, Bloomberg, English, Quantitative Finance, C++, Optimizations, KDB+, Investment Banking, Databases, Matlab, Financial Markets, Yield Curve Modelling, PDE, Quantitative Analytics, Microsoft Excel, Collateral, Statistical Finance, Numerical Analysis, Regression Analysis, Statistical Inference, Options, Econometrics, Spanish, Statistics, Optimization, Product Lifecycle..., F#, Financial Risk, Finance, Interest Rate...