Karol Dąbrowski Email & Phone Number

I’m a first-year student of Ph. D. studies in mathematics, working as a Risk Analyst at mBank. I’m very creative what, combined with my analytical mind allows me solving complex problems in many fields.As a math student, I found myself interested in probabilistic, statistics, and finance. Thanks to that I’m familiar with portfolio analysis, financial engineers, replicating portfolio, VaR, testing hypothesis, stochastic processes. There is no problem for me to simulating stochastic processes (https://karol1896.github.io/Stochastic-Processes/) or implement the calculation model from the documentation. In the not too distant future, I will start my research on contingent convertibles (CoCos). It’s a kind of bond but with additional rights for the holder or issuer which makes them convenient in capital management.The second substantial area of my interest which I’m recent developing is machine learning. Despite modest practice, I’m acquainted with reinforcement learning (here is one of algorithm implementation: https://karol1896.github.io/GridWorld/), neural networks, or other algorithms like A* (here is my implementation: https://karol1896.github.io/A_Star/) and I hope to master my skills in the nearest future.On top of that for over seven years I have been giving private math lessons which allow me to increase my experience in passing knowledge.Undoubtfully, challenges aren’t something new to me and I love to develop my skills, either soft or hard. My ambitious, determined and persistent character helps me to defeat even the scariest problems.