Members

He has over 20 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 an associate professor at the Faculty of Economic Sciences at the University of Warsaw and at the same time develops a 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 an Investment Adviser license (nr 316) and a 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 the practical implementation of financial theories and models in asset management especially through designing of automatic investment systems. He actively manages investments on every kind of conventional and alternative type of assets (e.g. crypto). linkedin profile

He is the head of the Quantitative Finance program taught at the postgraduate level at the 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 the 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

He is a graduate of the University of Warsaw (College of Inter-Faculty Individual Studies in Mathematics and Natural Sciences) where he obtained a BSc in Physics and MSc in Chemistry. As a former Ph.D. 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 Ph.D. thesis in the field of Quantitative Finance. linkedin profile

Graduate of the University of Warsaw and the Warsaw School of Economics. Risk manager with 15 years of experience in the banking industry. Has been managing risk of portfolios reaching 70 bn PLN exposure. Previously focused on the 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 implementations of the fundamental redesign of the risk assessment approach in the credit area. Expert in process optimization, risk assessment, SAS/4GL/R. linkedin profile

Quantitative finance enthusiast with a strong background in mathematics. Last year student of Mathematical Methods in Finance with a 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 a 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

He is researching deep learning models in financial time series forecasting. He holds a Masters degree in Applied Informatics, with specialization in Intelligent Systems from UEK, and postgraduate degree in Software Engineering from Academy of Mining and Technology in Kraków (AGH). He works as a quantitative developer focusing on algorithmic investment strategies and risk forecasting using machine learning and econometric models. linkedin profile

Previously, he served as a senior economist at the National Bank of Poland, where he was responsible for analyzing financial markets, with a special focus on the equity and derivatives segments.Rafal’s work has primarily focused on financial economics, the application of game theory to IPO underpricing, quantitative finance, and the interactions between financial markets and macroeconomics. His research has been presented and discussed at various conferences and seminars in Europe, Asia, and America. Currently, at NYU Stern, he is conducting research on the integration of climate risk into bankruptcy prediction models, and systemic risk modeling. linkedin profile

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.

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 the 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

Currently focusing on research concerning automated trading systems which is realized on directed individual studies. His interest involves quantitative finance and financial econometrics. He has experience in Python and R programming.

After spending the first half of his Bachelor studies in an Interdisciplinary Economic – Managerial program, he got accepted into an Individual Process of Studies dedicated to outstanding students, during which he focused on mathematical subjects and econometrics. He now continues the Individual Studies on his Master’s Program, concentrating on machine learning and quantitative finance. He obtained one Bachelor degree in Economic Sciences at the Faculty of Economic Sciences and another in Management Sciences at the Faculty of Management at the University of Warsaw. He is interested in machine learning applications in finance as well as experienced R and Python programmer and a C++ enthusiast. linkedin profile

Krzysztof Płachta, Assistant Vice President at Citibank. He holds an MSc in Risk Management and Financial Engineering from Imperial College London and a BA in Economics and Finance from the University of Manchester. He currently works in a Quantitative Risk role, focusing on counterparty credit risk modeling. Krzysztof has professional experience gained across investment banking and consulting, with a
strong analytical background in financial modeling and data-driven research. His academic interests center on the application of statistical and machine learning methods to forecasting in finance and economics. He is proficient in Python and R programming.linkedin profile

He completed Interdisciplinary Studies: Mathematics and Economics program, receiving BSc in Economics from the University of Warsaw (Faculty of Economic Sciences). His research is currently concerning forecasting volatility and market risk management. Interests include quantitative finance and time series analysis. He has experience in R programming. linkedin profile

Especially interested in stochastic calculus and its applications in theory of options pricing. Experienced in Python and C++ programming.

He graduated from the University of Warsaw majoring in Computer Science and Econometrics. Jan works in financial risk management advisory including credit, market, operational and regulatory risk. He has experience in statistical and financial modeling, model design, development, validation and audit. In his work he employs programming languages such as R, Python and SAS 4GL. Jan is a Certified FRM (Financial Risk Manager – Certified by the Global Association of Risk Professionals). His research interests are focused on machine learning applications in the development of algorithmic investment strategies. linkedin profile

Active participant in various research projects at the faculty. Defended a master thesis on the topic “Verification of investment opportunities on the cryptocurrencies market within the Markowitz framework”. Interested in financial markets, data science, current investment trends and blockchain technology. linkedin profile

Holds a Master’s Degree in Quantitative Finance from the University of Warsaw (Faculty of Economic Sciences). Her main research focuses are the new asset classes analysis and investments in blockchain technology on FinTech market. linkedin profile

He received his Bachelor’s degree in Finance from Azerbaijan State University of Economics. He graduated at the University of Warsaw (Faculty of Economic Sciences, MA Quantitative Finance). In his master thesis “Predicting Dow Jones, NASDAQ Composite and NYSE Composite index prices using ARIMA and VAR models” he compared the performance of statistical model algorithms in trading. His main research interest is the application of statistical and machine learning algorithms in trading. He has experience in C++/Python/R Studio/SQL. He currently works as Risk Modelling & Analiytics Specialist at UBS. linkedin profile

She received her Master degree in Quantitative Finance from the University of Warsaw. Currently, she is working as a risk engineer for one of the biggest investment banks, developing different quantitative credit risk models. She specializes mainly in R but also has knowledge of C++ and Python as well. Her research interests are focused on financial modelling and investment strategies, and are extending to applications of machine learning in finance. linkedin profile

She received her Master degree in Quantitative Finance from the University of Warsaw. Her research interests are focused on credit risk management, forecasting volatility as well as time series analysis and quantitative finance. She has experience in R/Python/C++ programming. linkedin profile

He received his Master’s degree in Quantitative Finance from the University of Warsaw and his bachelor’s degree from Istanbul University. He has several years of experience in multinational banks such as Citi and Standard Chartered. He specializes mainly in Python but also has knowledge of C++ and R as well. His research interests are focused on the application of statistical and machine learning algorithms in trading strategies. linkedin profile_

She received her Bachelor’s degree in Economics from the University of Warsaw, extending her academic horizons through the Erasmus program at Maastricht University in the Netherlands. Recognized for her outstanding academic performance, she was awarded the “Szkoła Orłów” scholarship. Zuzanna is currently defending her Master’s thesis in Data Science & Business Analytics at the same university. At ING Risk Hub, she works in the Model Development Department, leveraging her expertise in credit risk analysis. With a strong quantitative background, she excels in programming languages such as Python, R, SQL, and SAS. Her research interests are focused on novel model development approaches in credit risk industry, utilizing machine learning techniques.
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His interests focus on quantitative finance, algorithmic trading, and machine learning applications in financial markets. He combines experience in investment research, quantitative analytics, and automation to develop systematic approaches for financial modeling and trading strategies. He is also a co-author of research on hybrid LSTM–ARIMA models for algorithmic investment strategies presented at QMF Conference 2025 and published in Knowledge-Based Systems.
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He received his BSc in applied economics from the University of Economics in Mongolia and is currently studying MSs in Data Science and Business analytics at the Faculty of Economics Sciences at the University of Warsaw. His research interests are focused on algorithmic trading.linkedin profile

He is an Assistant Professor at The Poznan University of Economics and provides master courses focusing on international finance. He is also a Ph.D. researcher at 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 bond valuations. He is a CFA Level III Candidate.

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 a Bachelor degree in Computer Science and finished Master Studies in Artificial Intelligence at Warsaw University of Technology at the Faculty of Mathematics and Information Technology. In the past, he worked as .NET software developer at Suntech Company. As a 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 the appliance of mathematical methods in finance, with a special focus on genetic algorithms and neural networks. He is an experienced C++/C# programmer.

He is a graduate of the 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.

He is a graduate of the University of Warsaw (Faculty of Mathematics, Informatics, and Mechanics), where he obtained a 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 a postgraduate diploma in Management (Faculty of Management at the 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. The main aim of the project is to deliver financial data and information available on the internet into a database for easy use for analytics, data mining, reporting, strategy backtesting, and strategy execution.

He is a graduate of the University of Warsaw (Faculty of Economic Sciences, Finance and Banking). In his master thesis “A strategy for trading on the EUR/USD market using the 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 an algorithmic trading developer. His main research interest is the application of machine learning algorithms in trading. He is an experienced C/C++ programmer.

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 the 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.

Wiktor has long term experience in robust and secure trading platform design and implementation, which he acquired cooperating with University College London’s Ph.D. 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.

He is a graduate of the 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 the fractal dimension to technical analysis of financial markets. In 2011 he passed the first level of CFA Exam.

He is responsible for analytical/trading software development and analysis of investment strategies. He is a graduate of the 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.

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.

He holds a Master’s degree in Physics from Faculty of Physics and a Master degree in Econometrics from the Faculty of Economic Science at the University of Warsaw. His research interest focuses on the application of physics in financial analysis.

He is a student of the graduate program in Quantitative Finance at the Faculty of Economic Sciences at the University of Warsaw. His main areas of interest include investment strategies and automated trading systems. He is a CFA Level II Candidate.

He is a student of the undergraduate program in Information Technology at the Faculty of Information Technology at Polish-Japanese Institute of Information Technology. He is a Java/C++ programmer.

He is a student of the graduate program in Quantitative Finance at the Faculty of Economic Sciences at the University of Warsaw. He has done business studies at the undergraduate level. His main areas of interest include private banking and trading.