Sebastian Ptasznik Email and Phone Number
Sebastian Ptasznik work email
- Valid
- Valid
Sebastian Ptasznik personal email
- Valid
- Valid
Experienced Leader with 14+ years of experience working for tier 1 banks, leading global advisory and technology companies. Proven track record of delivering complex analytical projects in multiple locations (UK, Singapore, Australia, France, Poland) working with geographically dispersed teams. Specialized in credit risk modelling, model validation, quantitative analytics, machine learning, applied statistics, model risk quantification, model validation, time series forecasting, macroeconomic simulation frameworks, operational risk modelling, management consulting and stress testing. Strong grasp of emerging technologies and state-of-the-art modelling methodologies.
Finalyse
View-
Principal ConsultantFinalyse Aug 2024 - PresentBrussels, Brussels Region, BeIntroducing Finalyse to UK -
FounderSalinon Sep 2023 - Present -
Head Of Ifrs9 And Non-Credit Risk ValidationClose Brothers Sep 2020 - Sep 2023London, Gb- Created and lead model validation function for all non-IRB models, including IFRS9 (specialised lending – development property), motor, asset finance, invoicing, leasing), ICAAP, IRRBB, Financial Crime, Algo Trading, Operational Risk, and Treasury; recruited and developed the team, authored standards/procedures, set operational frameworks.- Successfully delivered 90+ validations of 35+ different models: IFRS9, Credit IRB, application scorecards, Pilar 2a operational risk, ALM, IRRBB, Financial Crime, Algo Trading, Machine Learning, ICAAP.- Performed gap analysis and implemented required changes to assure that Model Risk Management function is compliant with SS1/23 (CP6/22).- Presented regularity as senior committees attended by Bank's executives and board members. - Part of the Impairment Adequacy Committee, where I provided assurance around impairment and Post Model Adjustments adequacy to the Group Managing Finance Director, Business Risk Directors, CRO, and CCRO.- Developed of state-of-the-art model risk quantification methodology (presented at RiskMinds 2022).- Founder and strategy lead of the Gender Balance Network.- Developed validation automation tools, as well as deployed technology supporting model governance, to improve Model Risk Management function efficiency. -
Non Executive DirectorAirslip Mar 2022 - Mar 2023- Designed credit risk management solution leveraging Open Banking data for underwriting, modelling, collections, and portfolio monitoring.- Created impactful go-to-market strategy, pitch decks, and technology demo scripts.
-
Director (Credit Risk Methodology Lead)Parker Fitzgerald (Part Of Accenture) Jan 2019 - Sep 2020- Led a team of 8+ quantitative analysts in driving successful business growth through lead generation, RFP responses, client pitches, sales campaigns, and partnership development with subcontractors and advisory firms.- Successfully delivered projects across credit risk modelling, model risk management, credit risk controls, and trade surveillance.- Conducted audits of the model risk framework for a prominent UK mortgage lender and the pricing framework for a leading motor leasing company in the UK.- Published thought leadership articles on machine learning model interpretability and recent regulatory developments.
-
Deployment StrategistPalantir Technologies Mar 2018 - Jan 2019- Implemented Palantir's analytical software as the primary decision-making tool for clients in Investment Banking and Aerospace industries, driving improved outcomes.- Demonstrated the value of our software through successful sales pitches and engaging demos.- Built robust data assets by integrating multiple sources within the organization, uncovering previously unknown insights.- Successfully managed deployments in diverse global locations including Singapore, Sydney, Toulouse, NYC, London, and San Francisco, optimizing client outcomes.- Identifying and Integrating multiple data sources across the whole organisation, building data assets revealing new information and insight- Worked in different locations (Singapore, Sydney, Toulouse, NYC, London, San Francisco)
-
Vice President, Independent Model ValidationBarclays Dec 2016 - Mar 2018London, Gb- Validated multiple critical models, including first generation IFRS9, IRB, stress testing, and ICAAP.- Developed a comprehensive model validation manual and guidelines for a team of over 50 quantitative analysts. -
Capital Analytics ManagerRoyal Bank Of Scotland Apr 2015 - Dec 2016Gogarburn, Gb- Analysed and assessed regulatory stress testing results to ensure compliance and mitigate potential risks.- Developed an innovative macroeconomic simulation expansion tool for internal stress testing, enhancing accuracy and efficiency.- Designed a comprehensive credit risk evaluation framework for securitized products, enabling informed decision-making in a strategic portfolio acquisition project -
Senior Quantitative Analyst (Wholesale Risk Models)Royal Bank Of Scotland Feb 2013 - Apr 2015Gogarburn, Gb- Developed and reviewed AIRB models for diverse asset classes, including hedge funds, large corporates, resource-backed lending, non-banking financial institutions, sovereigns, gearing funds, and managed funds.- Created an algorithm to optimize security allocation, enhancing efficiency and accuracy in the decision-making process.- Designed and implemented an early warning model specifically tailored for the investment bank's front office, enabling timely risk identification and mitigation strategies. -
Sas Consultant / Quantitative AnalystSopra Group Jul 2012 - Jan 2013Paris, France, Fr- Conducted statistical analytics on extensive SQL code to identify and address efficiency bottlenecks.- Designed databases to optimize data management processes.- Optimized business processes to increase productivity and effectiveness. -
Datamining Expert / Sas AnalystBiside Sp. Z O.O. May 2011 - Apr 2012Warszawa, Pl- Designed and implemented predictive models in the field of CRM (churn, x-sell, up-sell, customer acquisition, segmentation, pricing) for the largest telecommunications companies in Poland and the banking sector.- Conducted customer segmentation for a portfolio of 10+ million clients.- Designed a pricing analytical solution based on an algorithm estimating simultaneously 40,000 predictive models.- Developed churn and early warning models.- Conducted geo statistics predictive modelling for direct marketing campaign planning- Conducted customer segmentation based on clients' behavioural data in terms of credit risk and clients' income.- Other responsibilities included customer acquisition, pricing, migrations, and customer value analysis.- Lead for projects including non-standard and state-of-the-art analytical solutions. -
Controlling Specialist (Analyst)Alior Bank S.A. Sep 2009 - May 2011Warszawa, Mazowieckie, Pl- Designed and implemented CRM tools to streamline budgeting and objective setting processes for Bank's branches, resulting in increased efficiency and accuracy.- Supported development of a SME application rating model that enhanced the bank's risk assessment capabilities, leading to more informed lending decisions and improved portfolio performance.
Sebastian Ptasznik Skills
Sebastian Ptasznik Education Details
-
University Of WarsawEconometrics -
Sgh Warsaw School Of EconomicsEconometrics / Operations Research -
Birkbeck, University Of LondonMathematics And Financial Modelling
Frequently Asked Questions about Sebastian Ptasznik
What company does Sebastian Ptasznik work for?
Sebastian Ptasznik works for Finalyse
What is Sebastian Ptasznik's role at the current company?
Sebastian Ptasznik's current role is Finalyse | Model Risk Management | Credit Risk Modelling | AI | Ex-Palantir | NED | Fintech.
What is Sebastian Ptasznik's email address?
Sebastian Ptasznik's email address is se****@****ail.com
What schools did Sebastian Ptasznik attend?
Sebastian Ptasznik attended University Of Warsaw, Sgh Warsaw School Of Economics, Birkbeck, University Of London.
What are some of Sebastian Ptasznik's interests?
Sebastian Ptasznik has interest in Leathercraft, Civil Rights And Social Action, Bushcraft, Education, Poverty Alleviation, Human Rights, Animal Welfare, Crossfit.
What skills is Sebastian Ptasznik known for?
Sebastian Ptasznik has skills like Sas, Data Mining, Predictive Modeling, Data Analysis, Sas Programming, Statistics, Predictive Analytics, Credit Risk, Crm, Econometrics, Statistical Modeling, Economics.
Free Chrome Extension
Find emails, phones & company data instantly
Aero Online
Your AI prospecting assistant
Select data to include:
0 records × $0.02 per record
Download 750 million emails and 100 million phone numbers
Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.
Start your free trial