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Jacek Trepkowski

Jacek Trepkowski

Certified

Risk Analyst - Model Validation

IG

Technologies

Analytical storyteller, weaving captivating narratives with the threads of data.

My Work

Take a look at my latest work.

course

Data Manipulation with pandas

course

Data Manipulation with pandas

My Certifications

These are the industry credentials that I’ve earned.

Data Scientist Associate

Data Scientist Associate

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

Courses

Supervised Learning with scikit-learn
Data Manipulation with pandas
Introduction to Statistics in Python
Joining Data with pandas

My Work Experience

Where I've interned and worked during my career.

IG Group | Mar 2022 - Present

Risk analyst - model validation

N/A

UBS | Jan 2018 - Mar 2022

Risk modelling & analytics specialist

In charge of valuation models for FX derivatives (vanilla and barrier options, TARFs, vol products etc.). Until Feb 2021 working in Valuation Methodologies team: - calibrating models to external market data, - designing and implementation of fair value adjustment methodologies, - prudential valuation adjustment methodologies. From March 2021 in Model Validation team: - independent implementation of the valuation models, - designing, implementing and running test cases, - drawing up the model validation reports.
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HSBC | Mar 2017 - Jan 2018

Senior Valuation Controller

N/A

HSBC | Jan 2016 - Mar 2017

Valuation Controller IPV

- calculating various Fair Value Adjustments and reserves, including IPV, BO, CVA/DVA, model uncertainty, Day 1 - in charge of structured interest rate derivatives, especially swaptions, cap/ floors, inflation ZC and YoY options, securitization swaps - calibration and monitoring of model parameters - contributing derivatives' prices to external data providers - reporting and explaining collateral disputes - developing new tools in VBA and SQL and improving existing ones

State Street | Nov 2015 - Jan 2016

Senior Risk Analyst

Same responsibilities as in the previous role plus in addition: - providing training to other staff, - onboarding new services for clients, - reviewing process done by another team

State Street | Oct 2014 - Oct 2015

Risk Analyst

- processing clients' portfolios to obtain risk analytics such as VaR, Greeks and stress tests, - results reconciliation and investigating any discrepancies, - providing ad hoc analysis on clients' request, - improving daily process to increase efficiency and mitigate operational risk

Uniwersytet Jagielloński | Oct 2012 - Jan 2014

PhD student

- conducting Probability classes for students of mathematics and Mathematical Analysis for students of chemisty, - publication of an article 'Aluthge transforms of weighted shifts on directed trees' in Journal of Mathematical Analysis and Applictions, - attending lectures, seminars and conferences

My Education

Take a look at my formal education

Doctor of Philosophy - PhD, Matematyka  · (października 2012 - październikaUniwersytet Jagielloński w Krakowie | 2021
Master's degree, MatematykaUniwersytet Jagielloński w Krakowie | 2012

About Me

Jacek Trepkowski

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