Sebastian Ptasznik

Managing quant teams across a number of projects.
Heading banking book quantitative analytics advisory.

Validation of IFRS9, Stress Testing and IRB models

- Regulatory stress testing (EBA, IMF, PRA)
- Portfolio acquisitions credit risk analysis
- Reverse stress testing

- Development/reviewing PD and LGD models (AIRB) for investment baking portfolio: large corporate, investmend funds, financial institutions, hedge funds, early warning models, security allocation optimisation, etc.
- Presenting results to senior stakeholders
- Project management

BI and business analytics projects for UK top blue chip companies:
- Code efficiency
- DB design
- Business process optimization
- Project management

Design and implementation of predictive modelss 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.

- Customer segmentation for 10+ million clients portfolio
- Design of pricing analytical solution based on algorithm estimating simultaneously 40 000 predictive models
- Churn and early warning models
- Geo statistics predictive modeling for direct marketing campaign planning
- Sales campaign analytical support (x-sell, up-sell)
- Customer segmentation based on clients behavioural data in terms of credit risk and clients income.
- Other (customer acquisition, pricing, migrations, customer value analysis)

Other responsibilities:

- Taking PM and team leader roles for projects including non-standard analytical solutions.
- Development of the analytical workshop of Data Mining Team in terms of best practices and new solutions (building custom models and statistics in SAS for future needs).
- Business requirements gathering, client meetings, presales meetings, management presentations

- Analysis of the bank's customer base in terms of profitability, risk, and CRM
- Customer Insight analysis
- Reporting
- Design and simulation of various systems of sales targets for bank branches.
- Preparing presentations for Management Board
- Construction of various tools using VBA.