Pawel Kasperowicz
Warsaw
Summary
I am an accomplished Credit Risk Manager with 9 years of experience working for top-tier investment banks. My expertise lies in managing various types of risk, including credit, market, and investment risks, and I possess a strong passion for the quantitative aspects of risk management. I am detail-oriented analytical thinker, and I take accountability for my actions to ensure that I consistently deliver results that add value. I have passed CFA Level 1 and have a solid understanding of financial instruments and their underlying principles.
Overview
9
9
years of professional experience
Work History
Credit Risk Manager
Goldman Sachs
10.2021 - Current
- Lead and manage a team to ensure timely delivery of projects, effective onboarding of new members, and execution of enhancement initiatives to improve risk management processes;
- Perform combination of qualitative and quantitative analysis with understanding of IRB model to derive credit assessment of counterparties (Mutual Funds, Hedge Funds, Pension Funds and Charities).
- Manage credit risk using credit risk measures with focus on PD and EAD to ensure risk appetite is met at counterparty and portfolio level.
- Conduct due diligence meetings with existing and prospective funds to assess qualitative and quantitative risk factors, using expertise in risk management and arrive at most accurate credit risk assessment;
- Negotiate documentation for new counterparties, including ISDA, CSA, and GMRA agreements to ensure credit risk provisions are met in line with internal guidelines;
- Utilize SQL and proprietary tools to conduct ad-hoc analysis and provide valuable insights to senior stakeholders;
- Contributing to cross-functional projects and initiatives to improve the overall effectiveness and efficiency of risk management practices;
- Execute various enhancement initiatives to improve efficiency and risk management processes, including systems upgrades, process improvements and policy uplifts.
Risk Analyst
CNP Santander
06.2019 - 09.2021
- Responsible for continuous development, implementation and maintenance of the Risk Management Framework;
- Production of monthly and quarterly risk reports to the Executive Committee and CNP Group; Preparation of regulatory reports to the Central Bank of Ireland;
- Development of Key Risk Indicators and ongoing metrics analysis; enhancement of the Risk Appetite Statement;
- Responsible for analysing and managing Operational Risk Incidents, liaising with the internal stakeholders; enhancing monitoring process and incidents infrastructure;
- Strengthening Risk Culture across the Company and delivering Risk Management trainings;
- Analysing concentration risk in the clients’ portfolio using R coding language.
Authorized Officer in Credit Risk Department
UBS
07.2014 - 05.2019
- Perform credit analysis on portfolio of 50+ client portfolios spanning Hedge Funds, Retail Aggregators, and Family Office clients, trading multiple asset classes, sectors and geographies;
- Personally responsible for leading due diligence calls with senior stakeholders to assess operational, business and portfolio risks to determine an overall credit opinion used to provide appropriate levels of leverage/financing;
- In-depth analysis and monitoring of clients' portfolio risk, including assessment of concentration, liquidity, volatility, leverage, greeks/sensitivities of the portfolio using proprietary risk systems and updating risk opinions to the wider credit risk franchise as necessary;
- Preparing reviews of European based hedge funds combining quantitative and qualitative analysis for senior stakeholders;
- Trade margining on sophisticated equity option strategies, credit and FX derivatives, and swaptions - assessing max downside risks on derivative transactions using stress tests, VaR, and Monte Carlo simulations;
- Solid knowledge of legal documentation/negotiation involved before engaging in bilateral trading relationships with clients including ISDA, CSA, PBA, GMRA agreements
- Regular dialogue with internal stakeholders such as Prime Brokerage Risk, Sales & Trading, Market Risk, and IT.
Education
Joint Master's Degree - Quantitative Asset And Risk Management
University of Economics
Katowice, Poland11.2014
Bachelor's Degree - Finance And Insurance
University of Economics
Katowice, Poland07.2012
Skills
- Credit Risk
- Quantitative Analysis
- Derivatives
- Proficient in SQL, R and VBA
Interests
Travelling and exploring new cultures and cuisines, staying active by playing basketball, enjoying board games to exercise strategic thinking and problem solving, and attending cultural activities, especially concerts.
Languages
Polish
Native language
English
Proficient
C2
Timeline
Credit Risk Manager
Goldman Sachs
10.2021 - Current
Risk Analyst
CNP Santander
06.2019 - 09.2021
Authorized Officer in Credit Risk Department
UBS
07.2014 - 05.2019
Joint Master's Degree - Quantitative Asset And Risk Management
University of Economics
Bachelor's Degree - Finance And Insurance
University of Economics
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