I am a data science graduate and CEMS MIM student (all components completed, awaiting graduation) willing to further develop my skills in the area of quantitative analysis and machine learning. Passed 5 Polish actuarial exams.
simplified VBA & DCS based tool generating inputs for Prophet ALS model for with - profit products (project ended with internal model acceptation by PRA)
implemented new features in stress testing tools (calculation of unit trusts, bonds, swaps & total return swaps) and changed valuation approach for floating rates which resulted in diminished influence of interest rate fluctuations on the portfolio value
created a bond valuation & stressing model which replaced 3 previously existing ones (UK and Canada GI, UK Life, both Excel and Prophet based); unified modelling approach, developed input generation tool and conducted analysis of changes in results
made other contributions to new releases including documentation drafting and testing
negotiated with corporate partners, cooperated with institutional partners and startups (nearly 20 entities in total) and 3 medical student organizations
created the program & content of the project
implemented a brand new project unit - Healthcare Business Seminars
developed a project consisting of series of workshops, debates and meetings with healthcare industry representatives for 30 students willing to pursue their careers in the healthcare industry. The project took place in 3 venues and ended with a rotation dinner for the participants as well as corporate & institutional partners