Sebastian Ptasznik

Sebastian Ptasznik Email and Phone Number

Finalyse | Model Risk Management | Credit Risk Modelling | AI | Ex-Palantir | NED | Fintech @ Finalyse
Sebastian Ptasznik's Location
London, England, United Kingdom, United Kingdom
Sebastian Ptasznik's Contact Details

Sebastian Ptasznik work email

Sebastian Ptasznik personal email

About Sebastian Ptasznik

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.

Sebastian Ptasznik's Current Company Details
Finalyse

Finalyse

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Finalyse | Model Risk Management | Credit Risk Modelling | AI | Ex-Palantir | NED | Fintech
Sebastian Ptasznik Work Experience Details
  • Finalyse
    Principal Consultant
    Finalyse Aug 2024 - Present
    Brussels, Brussels Region, Be
    Introducing Finalyse to UK
  • Salinon
    Founder
    Salinon Sep 2023 - Present
  • Close Brothers
    Head Of Ifrs9 And Non-Credit Risk Validation
    Close Brothers Sep 2020 - Sep 2023
    London, 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.
  • Airslip
    Non Executive Director
    Airslip 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.
  • Parker Fitzgerald (Part Of Accenture)
    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.
  • Palantir Technologies
    Deployment Strategist
    Palantir 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)
  • Barclays
    Vice President, Independent Model Validation
    Barclays Dec 2016 - Mar 2018
    London, 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.
  • Royal Bank Of Scotland
    Capital Analytics Manager
    Royal Bank Of Scotland Apr 2015 - Dec 2016
    Gogarburn, 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
  • Royal Bank Of Scotland
    Senior Quantitative Analyst (Wholesale Risk Models)
    Royal Bank Of Scotland Feb 2013 - Apr 2015
    Gogarburn, 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.
  • Sopra Group
    Sas Consultant / Quantitative Analyst
    Sopra Group Jul 2012 - Jan 2013
    Paris, 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.
  • Biside Sp. Z O.O.
    Datamining Expert / Sas Analyst
    Biside Sp. Z O.O. May 2011 - Apr 2012
    Warszawa, 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.
  • Alior Bank S.A.
    Controlling Specialist (Analyst)
    Alior Bank S.A. Sep 2009 - May 2011
    Warszawa, 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

Sas Data Mining Predictive Modeling Data Analysis Sas Programming Statistics Predictive Analytics Credit Risk Crm Econometrics Statistical Modeling Economics Financial Risk Sql Time Series Analysis Forecasting Credit Scoring Machine Learning Project Management Sas Enterprise Miner 4gl Rapid Miner Customer Intelligence Sas Guide Churn Modeling Sas/sql Banking Business Analytics Telecommunications Business Intelligence Direct Marketing Requirements Gathering Sap Database Design Access Airb Wholesale Banking Wholesale Credit Risk Python Business To Business Consulting Risk Management

Sebastian Ptasznik Education Details

  • University Of Warsaw
    University Of Warsaw
    Econometrics
  • Sgh Warsaw School Of Economics
    Sgh Warsaw School Of Economics
    Econometrics / Operations Research
  • Birkbeck, University Of London
    Birkbeck, University Of London
    Mathematics 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.

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