piotr kiepuszewski

practice manager

About

Working at: FIS/ Corporate Liquidity & Bank Treasury. Professional qualifications: GARP/ FRM, top quartile in all exam parts across Part I and II. Previous experience: KPMG/ Financial Risk Management; BRE Bank/ Corporate Portfolio Risk Management. Education: UCL/ MSc Economics; Utrecht University/ BSc Economics & Mathematics.

Country

poland

City

poland

Industry

financial services

Skill

econometrics, data analysis, statistical modeling, financial economics, statistics, financial analysis, financial modeling, banking, risk management, derivatives, financial risk, market risk, credit risk, sql, crystal reports, vbscript, c, vba, matlab, stata, microsoft office, microsoft excel, microsoft word, powerpoint

Experience

practice manager

fis

2017-9 - Present · 9 yrs 1 mo

intern in portfolio analysis department

mbank s.a.

2011-7 - 2011-9 · 3 mos

intern in financial risk management department

kpmg

2012-9 - 2013-8 · 1 yr

Participation in various projects mostly pertinent to managing credit, market and operational risk, both on the compliance as well as the advisory side, predominantly for banks but also major natural resource corporations. Two major projects include: - Sophisticated data analyses and development of a deposit base stability model for a major international bank, using time series modeling techniques (using ARIMA). The model turned out to be a great success as it addressed all the concerns of the regulator about the previous model, had good forecasting power and also increased the bank’s estimated stable deposits by approximately €225m on average which meant the bank could considerably reduce its M1 estimates. - Designing a methodology for estimating exposure to currency and interest rate risk (using RiskMetrics/VaR techniques). The tool helps corporations quantify and better control risk exposures and, consequently, make the decision process more transparent and objective.