Instytut Ekonomii i Finansów zaprasza na wykład ogólnouczelniany, który odbędzie się 06.11.2024 o godz. 12:00, Mickiewicza 64, s. 107. Prelegentem będzie dr Łukasz Prorokowski (Lead Quantitative Analyst, Nordea).
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Tytuł seminarium: Data Analytics
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Informacje dot. Gościa:
Dr. Łukasz Prorokowski is employed at Nordea as a Lead Quantitative Analyst responsible for Credit Risk Model Validation. Previously, Łukasz has been working on the ECB’s Targeted Review of Internal Models in Luxembourg. Łukasz’ main tasks involved ensuring the fulfilment of the ECB’s obligations regarding credit risk modelling. Furthermore, Łukasz has worked for various tier-1 banks on regulatory reporting projects with the focus on Credit Concentration Risk and Credit Risk (Pillar 2) within the Stress Test Data Framework. Łukasz also modelled and managed banking book and trading book exposure portfolios.
