Kamil Łyko Email & Phone Number

Wrocław

Responsible for advising on the following risks or risk management aspects:• Market Risk, • Liquidity Risk, • Credit Risk: o oversight,o provision calculation,o portfolio performance,• Operational Risk:o Enterprise Risk Management,o Risk Appetite Statement,o Fraud management,o Operational Events• Stress Testing, sensitivity analysis, building of stress scenarios, stress simulations

Hefei, Anhui

FAF is a JV of Anhui Jianghuai Automobile Co., Ltd and Santander Consumer Finance• Managing of Non-Credit Risk & Methodologies Department,• Market Risk management, monitoring and reporting,• Liquidity Risk management, monitoring and reporting,• Credit Risk oversight,• Provision calculation,• Data Science team management: o scoring card development, monitoring and validation, o risk analysis and forecasting,• Operational Risk management:o Enterprise Risk Management,o Risk Appetite Statement,o Fraud database management, monitoring and reporting,o Operational Events database management, monitoring and reporting

Paris Area, France

Risk Department Supervision and Risk Control. Reports directly to CRO with close cooperation.Member of Risk Committee.SCB is a start up investition on the mature French market. Due to that I’m responsible or engaged in several wide aspects of risk management in retail bank:• creating of monitoring, reporting and oversight risk management system,• risk analysis – portfolio behavior, admission, collection, vintages, roll rates, flow rates, ageing, stress testing, cost of risk, risk premium, operational risk,• creating oracle risk data warehouse,• provision calculation methodology and implementation on the oracle database,• NPL methodology, with algorithm implementation on the oracle database, contamination across the client database,• risk budgeting,• risk appetite,• RWA,• development, implementation and monitoring product and fraud scorecards, maintenance in Experian Power Curve Studio,• development of excel-vba-sql tools: wholesale analytic tool, collection process management tool, acceptance process management tool, dynamic excel reporting repository,• close cooperation with the Headquarter and departments of finance, sales and IT.

Wroclaw, Lower Silesian District, Poland

Risk Control and Reporting Department Risk Reporting and Provision Calculation Teamjob positions:• Analyst,• Senior Specialist of Risk Reporting,• Senior Specialist of Monitoring and Risk Management Information.Range of duties: • reporting to the Headquarter, Supervisory Board, Management, Credit Risk Division,• portfolio credit risk analyses,• credit risk provisions calculation,• determination of credit risk parameters (PD, LGD, recovery rate, CCF; Risk Premium),• stress testing analysis,• statistical analysis and determination of the economic capital levels,• calculation and analyze of Value at Risk for credit risk,• cooperation in the credit limits calculation process,• vintage analysis of the loan portfolio,• analysis and reporting of the restructured contracts portfolio,• reporting under the Santander Consumer Management Information System,• preparation and implementation of projects/changes within the banking structures (mainly in cooperation with the controlling, accounting and IT departments),• risk analysis of the corporate loan portfolio,• creating, and maintaining structures of data warehouse used for reporting and analysis purposes,• designing and building automated reports in MS Office using VBA.

Wroclaw, Lower Silesian District, Poland

Subjects: - Risk Management, - Finance.

Wroclaw, Lower Silesian District, Poland

Valuation of investment units of hedge funds.

Ph.D. Candidate, Finanse, Zarządzanie Ryzykiem

Ph.D. thesis: "Stress testing in credit risk management"

Engineer'S Degree, Information Technology, 2010

Master'S Degree, Economic, Accounting And Company Finance

specialization: Accounting & Companies Finance master's thesis: "Quantitative Methods in the analysis of the Polish capital market"