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Members

Robert Ślepaczuk Robert Ślepaczuk, PhD Assistant Professor at University of Warsaw, Head of QFRG, Co-founder and CEO of Labyrinth HF. Co-founder and CEO of  CircusConsultingGroup. He has twenty years of experience in algorithmic trading.  Formerly investment director of quantitative fund management division at Union Investment TFI where he specialized in designing and implementing of automated investment strategies working on futures and options on all types of assets. Robert works as assistant professor at the Faculty of Economic Sciences at University of Warsaw and at the same time develops VC project focused on  establishing of algorithmic hedge fund operating on regulated and cryptocurrency markets. He is responsible for developing, testing, practical implementation of quantitative models in the investment process and trading. He posses Investment Adviser license (nr 316) and Securities Broker license (nr 2245). His research interests are focused on pricing and risk of derivatives, modeling and forecasting of financial markets, technical and fundamental analysis and mostly on practical implementation of financial theories and models in asset management especially through designing of automatic investment systems. He actively manage investments on every kind of conventional and alternative  type of assets (e.g. crypto). linkedin profile
Paweł Sakowski Paweł Sakowski, PhD Assistant Professor at University of Warsaw, Head of Master in Quantitative Finance programme, Head of QFRG. Co-founder and Chief Data Scientist of Labyrinth HF. Co-founder of  CircusConsultingGroup. He is the head of Quantitative Finance program taught on postgraduate level at University of Warsaw. His research interests concentrate on volatility modeling, derivatives pricing and financial time-series analysis. Paweł is also a professional data analyst, statistician and independent statistical consultant. He offers specialized courses at the University of Warsaw including VBA/C++ in Quantitative Finance, Time-Series Analysis, and Econometric Data Analysis with SAS. He also spent several years in market research industry, being responsible for developing quantitative tools for segmentation and conducting multivariate data analysis. He is an experienced SAS/R/VBA/C++ programmer. linkedin profile
WG2 Krzysztof Kość Co-founder and IT Architect at Labyrinth HF. Co-founder of CircusConsultingGroup. He is a graduate of University of Warsaw (College of Inter-Faculty Individual Studies in Mathematics and Natural Sciences) where he obtained BSc in Physics and MSc in Chemistry. As a former PhD student in the field of Quantum Chemistry and Quantum Dynamics, he is a specialist in applied mathematics and high-complexity high-performance scientific algorithms. With experience in several high-tech companies he is currently focusing on research, prototyping and delivery of algo-trading strategy systems. He is an experienced C++ programmer and an enthusiast of modern IT project engineering. He is preparing a PhD thesis in the field of Quantitative Finance. linkedin profile
WG2 Grzegorz Zakrzewski, Co-founder and CRO of Labyrinth HF, Co-founder of  CircusConsultingGroup, graduate of University of Warsaw and Warsaw School of Economics. Risk manager with 15 years of experience in banking industry. Has been managing risk of portfolios reaching 70 bn PLN exposure. Previously focused on application of quantitative models in credit risk area (rating and scoring models) being also responsible for impairment methodologies (IAS39 and IFRS9). Previously worked for Citibank, Deutsche Bank, Nest Bank and BGZ BNP Paribas. Has collected experience in banking start-ups designing risk solutions from scratch. Has several successful implementation of fundamental redesign of risk assessment approach in credit area. Expert in process optimization, risk assessment, SAS/4GL/R. linkedin profile
rys Przemysław Ryś, Co-founder of Labyrinth HF. Quantitative finance enthusiast with a strong background in mathematics. Last year student of Mathematical Methods in Finance with degree in Mathematics, Computer Science and Econometrics at the University of Warsaw. Passionate of advanced mathematical and computational methods in finance with a wide knowledge of derivative pricing, Monte Carlo and machine learning solutions, particularly interested in automatic trading strategies. Winner of the Rotman European Trading Competition 2018, leader of the University of Warsaw team. TOP10 at the world championships of Econometrics - Econometric Game 2019. Member of the board of Computational Finance Students' Research Group MIM UW. Currently, he is preparing master thesis focused on the application of Markov Chain Monte Carlo methods for simultaneous bayesian estimation of volatility and structural parameters of derivatives pricing models. R and C++ programming enthusiast, interested in the Machine Learning methods. linkedin profile
WG2 Małgorzata Jabłczyńska, Business Intelligence Analyst at Accenture Poland. She received her MSc in Chemistry from the University of Warsaw and BEng in Chemical Technology from Warsaw University of Technology. In both her theses she applied complex, high-performance scientific algorithms to computational problems in Quantum Chemistry. She is an experienced C++ programmer and an enthusiast of Java/R. Her research interests are focused on financial modeling and automated trading systems.
korzen Kamil Korzeń, Quantitative Analyst at NN Investment Partners. He received his BSc in Computer Science and Econometrics from the University of Warsaw and is currently studying MSc in Data Science. With previous experience in Goldman Sachs, he started to work in quantitative finance area since the third year of undergraduate studies. Currently, he is supporting 4th biggest regional asset manager (NN Investment Partners) as a Quantitative Analyst, building the infrastructure for data-driven decision making. He is developing mainly in R but has a working knowledge of C++ and Python as well. His research interests are focused on investment strategies. He worked for a year as Chief Project Manager for QuantFin Foundation, NGO focused on career consulting. linkedin profile
kijewski Mateusz Kijewski Undergraduate student of Computer Science and Econometrics at the University of Warsaw (Faculty of Economic Sciences). Currently focusing on research concerning automated trading systems which is realised on directed individual studies. His interest involve quantitative finance and financial econometrics. He has experience in Python and R programming.
Piotr Arendarski Piotr Arendarski, PhD Assistant Professor at Poznan University of Economics He is Assistant Professor at The Poznan University of Economics and provides master courses focusing on international finance. He is also Ph.D. researcher the University of Warsaw at the Faculty of Economic Sciences and provides research and lectures focusing on quantitative finance. Additionally, he works at Dr. Kalliwoda Research from 2011. He is responsible for quantitative stock selection models, equity and bonds valuations. He is CFA Level III Candidate.
Robert Wojciechowski Robert Wojciechowski PhD student at University of Warsaw. He is a graduate of Master in Quantitative Finance, where he was writing his master thesis on the appliance of copulas functions to risk aggregation. Additionally, he has Bachelor degree in Computer Science and finished Master Studies in Artificial Intelligence at Warsaw University of Technology at Faculty of Mathematics and Information Technology. In past, he worked as .NET software developer in Suntech Company. As senior programmer in Orange Labs (Warsaw), he conducted research about the usage of Machine Learning Algorithms in the Intelligent House project. His interests are connected with appliance of mathematical methods in finance, with special focus on genetic algorithms and neural networks. He is an experienced C++/C# programmer.
Tomasz Skoczylas Tomasz Skoczylas PhD student at University of Warsaw, Specialist at Financial Operations Control Department of BRE Bank S.A. He is a graduate of University of Warsaw (Faculty of Economic Sciences). His research interests are focused on Time Series Analysis and Financial Econometrics. He has experience in SAS/R programming.
Paweł Misiewicz Paweł Misiewicz IT Consultant at Accenture Polska He is a graduate of University of Warsaw (Faculty of Mathematics, Informatics and Mechanics), where he obtained Master of Science in Computer Science in the field of Distributed Systems and Bachelor of Science in Mathematics in the field of Decision Systems. He also obtained postgraduate diploma in Management (Faculty of Management at University of Warsaw). He has been working for over 10 years in the I.T. industry, where he designed, implemented and deployed applications used in the telecommunications sector. He also has experience working as a Project Manager. Currently (2012), he is a Solution Architect in several data warehouse projects in one of the largest data warehouses in Poland. As a technology enthusiast, he is working on a Financial Data Warehouse project in his free time. Main aim of the project is to deliver financial data and information available on the internet into database for easy use for: analytics, data mining, reporting, strategy backtesting and strategy execution.
Mariusz Nowak Mariusz Nowak Senior Specialist, Valutation and Investment Accounting Office at Warta S.A. He is a graduate of University of Warsaw (Faculty of Economic Sciences, Finance and Banking). In his master thesis "A strategy for trading on the EUR/USD market using hybrid trading system" he applied neural networks and genetic optimization algorithms in trading. He is an experienced trader especially in trading calendar spreads of futures contracts. He also worked as algorithmic trading developer. His main research interest is application of machine learning algorithms in trading. He is an experienced C/C++ programmer.

Previous members

Mateusz Wywiał Mateusz Wywiał Co-founder of Quedex Bitcoin Derivatives Exchange (https://quedex.net/) Mateusz studied Computer Science and Econometrics, Finance and Philosophy within the Inter-Faculty Studies for Humanities and Social Sciences at the Warsaw University, and Applied Mathematics at the Faculty of Mathematics, Informatics and Mechanics. He worked at the Quantitative Fund Management Team in Union Investment TFI S.A., where he was responsible for development and implementation of algorithmic trading strategies (using C#, Java, Python and R) and the analysis of financial markets and monetary policy. He is a Securities Broker license holder, number 2616. Currently, he works at Quedex, a Gibraltar-based derivatives exchange that enables trading futures and options denominated in bitcoin. His research interests include financial modeling, macroeconomic analysis and monetary theory, as well as alternative asset classes - above all volatility derivatives and virtual currencies.
WG2 Wiktor Gromniak Co-founder of Quedex Bitcoin Derivatives Exchange (https://quedex.net/) Wiktor has long term experience in robust and secure trading platform design and implementation, which he acquired cooperating with University College London's PhD Centre for Financial Computing and working at Bank of America Merill Lynch. Wiktor is fluent in all technologies employed in the exchange and has designed most of the IT software infrastructure.
Jan Duk Jan Duk Probationer at the Fund Management Department of Union Investment TFI S.A. He is a graduate of University of Warsaw (Faculty of Economic Sciences), where he obtained a title of Master of Art in Finance and Accounting (2012). His research interest focuses on an application of time-series analysis tools related to fractal dimension to technical analysis of financial markets. In 2011 he passed the first level of CFA Exam.
Arkadiusz Gajewski Arkadiusz Gajewski Quantitative Strategies Analyst at Union Investment TFI S.A. He is responsible for analytical/trading software developement and analysis of investment strategies.He is a graduate of University of Warsaw, Faculty of Economic Sciences (Master degree in Quantitative Finance, Bachelor degree in Computer Science and Econometrics) and a student of Tools and Methods of Software Engineering at Warsaw University of Technology. He is a holder of Securities Broker license (nr 2557) and CFA Level III Candidate. He has experience in C#/C++/Java/R programming.
Robert Dyczkowski Robert Dyczkowski PhD student in Econometrics at University of Warsaw He holds a Master degree in Computer Science from Faculty of Mathematics, Informatics and Mechanics and Master degree from Faculty of Economic Science at University of Warsaw. He posses Investment Adviser license (nr 278). He is an experienced C++/C# programmer.
Michał Krych Michał Krych PhD student in Physics at University of Warsaw He holds a Master degree in Physics from Faculty of Physics and Master degree in Econometrics from the Faculty of Economic Science at University of Warsaw. His research interest focuses on application of physics in financial analysis.
Maciej Błaszczyński Maciej Błaszczyński Student of Quantitative Finance at University of Warsaw He is a student of graduate program in Quantitative Finance at the Faculty of Economic Sciences at University of Warsaw. His main areas of interest include investment strategies and automated trading systems. He is CFA Level II Candidate.
Bartosz Krasiński Bartosz Krasiński Student of Information Technology at Polish-Japanese Institute of Information Technology. He is a student of undergraduate program in Information Technology at the Faculty of Information Technology at Polish-Japanese Institute of Information Technology. He is a Java/C++ programmer.
Laszlo Populas Laszlo Populas Student of MSc Quantitative Finance at University of Warsaw He is a student of graduate program in Quantitative Finance at the Faculty of Economic Sciences at University of Warsaw. He has done business studies at undergraduate level. His main areas of interest includes private banking and trading.