
Adam Pytel
- Operational Risk modeling: full development of new AMA model approved by Polish Financial Supervision Authority - Counterparty... | Warsaw, Warsaw, Poland
*50 free lookup(s) per month.
No credit card required.
Adam Pytel’s Emails ad****@pe****.com
Adam Pytel’s Phone Numbers No phone number available.
Social Media
Adam Pytel’s Location Warsaw, Warsaw, Poland
Adam Pytel’s Expertise - Operational Risk modeling: full development of new AMA model approved by Polish Financial Supervision Authority - Counterparty Credit Risk: implementation of SA-CCR tools in VBA and Python - Implementation of automatically generated reports in R programming language for economic capital models, - implementation of version control systems in department (Git). - implementation of Recommendation W (Polish analogue of SR 11-7 Letter) - review of economic capital models (business risk, financial investment risk, real estate risk and aggregation of economic capitals) and creation of full documentation in accordance with Recommendation W - database development for economic capitals, forecasts and capital risk indicators. - AMA development and implementation of mathematical models for operational risk (adaptation of UniCredit Group model), stress testing, data management, reporting - validation of internal models and technical documentation of these models. Teaching classes: - Mathematical Finance (workshops) - Numerical Methods in Mathematical Finance (lecture and lab) - SAS programming (lab).
Adam Pytel’s Current Industry Bank Pekao
Adam
Pytel’s Prior Industry
Warsaw University of Technology
|
Bank Pekao (member of UniCredit Group)
|
Bank Pekao
Not the Adam Pytel you were looking for?
Find accurate emails & phone numbers for over 700M professionals.
Work Experience

Bank Pekao
Senior Risk Analyst
Wed Jun 01 2016 00:00:00 GMT+0000 (Coordinated Universal Time) — Present
Bank Pekao
Risk Analyst
Sun Feb 01 2015 00:00:00 GMT+0000 (Coordinated Universal Time) — Sun May 01 2016 00:00:00 GMT+0000 (Coordinated Universal Time)
Bank Pekao (member of UniCredit Group)
Operational Risk Analyst
Sun Sep 01 2013 00:00:00 GMT+0000 (Coordinated Universal Time) — Thu Jan 01 2015 00:00:00 GMT+0000 (Coordinated Universal Time)
Warsaw University of Technology
PHD Student
Sat Oct 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time) — Fri Sep 01 2017 00:00:00 GMT+0000 (Coordinated Universal Time)
Warsaw University of Technology
M.Sc.
Thu Jan 01 2009 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Jan 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time)