Paweł Matkowski Phd
Regional Purchased Debt Coordinator
Warszawa,
mazowieckie
Języki
polski
ojczysty
angielski
dobry
niemiecki
podstawowy
Doświadczenie zawodowe
Operational Risk Manager
Lukas Bank SA / Wroclaw
- Development of operational risk management methodology (AMA)
- Programming capital calculation process in R-Language for in-house oprisk solution development project
- Implementation of operational risk framework (qualitative) within LB S.A.
- Full Project Management responsibilities in the field of operational risk within Basel II project
- Creating risk management methodologies in operational risk areas (credit frauds and credit card frauds, outsourcing risk, reputational risk)
- Analytical and advisory activity for MB regarding operational risk events
- Programming capital calculation process in R-Language for in-house oprisk solution development project
- Implementation of operational risk framework (qualitative) within LB S.A.
- Full Project Management responsibilities in the field of operational risk within Basel II project
- Creating risk management methodologies in operational risk areas (credit frauds and credit card frauds, outsourcing risk, reputational risk)
- Analytical and advisory activity for MB regarding operational risk events
Teaching Assistant at Finance Department of Economic Sciences Faculty
Wroclaw University of Economics
- Research activities in the area of operational risk modelling and management, market risk modelling, pricing and hedging of financial derivatives, financial investment analysis
- Lecturer - University courses: Risk Management, Capital & Money Markets, International Finance, Global Financial Markets, Corporate Finance and Public Finance
- Lecturer - University courses: Risk Management, Capital & Money Markets, International Finance, Global Financial Markets, Corporate Finance and Public Finance
Edukacja
Zainteresowania
- Cross-country off-road rallies - driver and co-founder of the off-road rally team ("Pokrak OffRoad Squad"; http://www.facebook.com/PokrakOffroad) participating in all major Polish cross-country races
- Off-road expeditions, Literature, Backpackers traveling, Sports: badminton & skiing
- Off-road expeditions, Literature, Backpackers traveling, Sports: badminton & skiing
Inne
Author of the book "Operational Risk Management", published by Wolters Kluwer Poland, 2006: the first Polish monograph publication devoted to the subject of operational risk presenting new regulatory requirements in the field of operational risk, qualitative issues, methods for oprisk capital calculation and allocation (LDA, SbAMA, RDCA) and the comprehensive approach for medium sized financial institution based on organizational structure, regulatory environment and internal procedures as well as quantitative and qualitative methods.
Consulting activities (JUL 2006 - SEP 2007) in the area of development IT solutions for operational risk management
Speaker on conferences and seminars devoted to operational risk issues - major events:
- Operational risk: from assessment to measurement, Informedia Polska, Warsaw, NOV 2007
- Modern operational risk management in commerce banks, training for Managers of Polish National Bank (NBP), Warsaw, 15 & 19 NOV 2007
- Approach to operational risk modeling and assessment in banks, Seminar School of Risk for KBC Poland: 12-13 MAR 2007
- OpRisk: current issues, CGI and StatConsulting Workshop on Operational Risk, Warsaw, 2006
- Operational Risk–Challenges of Advanced Method, presentation for Polish Chapter of PRMIA Association, Warsaw, 2006
- Operational risk management in banking institutions, BSB, Wroclaw, 2006
- Risk management in financial institutions in terms of new capital adequacy requirements, GAB, Warsaw, 2006
Consulting activities (JUL 2006 - SEP 2007) in the area of development IT solutions for operational risk management
Speaker on conferences and seminars devoted to operational risk issues - major events:
- Operational risk: from assessment to measurement, Informedia Polska, Warsaw, NOV 2007
- Modern operational risk management in commerce banks, training for Managers of Polish National Bank (NBP), Warsaw, 15 & 19 NOV 2007
- Approach to operational risk modeling and assessment in banks, Seminar School of Risk for KBC Poland: 12-13 MAR 2007
- OpRisk: current issues, CGI and StatConsulting Workshop on Operational Risk, Warsaw, 2006
- Operational Risk–Challenges of Advanced Method, presentation for Polish Chapter of PRMIA Association, Warsaw, 2006
- Operational risk management in banking institutions, BSB, Wroclaw, 2006
- Risk management in financial institutions in terms of new capital adequacy requirements, GAB, Warsaw, 2006