Victor Hugo "Les Miserables"
"It takes a vast amount of knowledge and experience to draw generalized conclusions based on limited observations."
Hi There
I’m glad you’re here. I enjoy sharing knowledge and experience in applications of quantitative methods in risk analysis and beyond… I am a researcher and manager with many years of experience in this field. I’ve managed to capture many interesting observations. I co-created an IT system for operational risk management, developed a model risk management system, and spent most of my time on various statistical analyses. For 8 years, I was involved in holistic model evaluation in terms of their exposure to model risk. My main areas are credit risk (ECL/IFRS9), operational risk and statistical techniques for its measurement, measurement of expected and unexpected values (internal capital). I’m also actively looking for other spaces for qualitative-quantitative reflection…
I still work in business, in the banking sector. Additionally, in terms of teaching, I collaborate with Warsaw universities:
