Management Risk

Martyna Owczarek

** ********* *****, *** **, New York, NY 10010

(m) 917-***-****, (e) *******@********.***

Work experience

ERNST & YOUNG, Analyst in Financial Risk Management Department January 2012 – August 2012

Warsaw, Poland

Participated in proposals for clients to manage various risks and assisted them with the use of

derivatives. Prepared audit support in the forwards and swaps valuation area. Contributing team

member on projects such as advising a company on managing FX, fixed income and commodity

risk as a result of its global expansion and advising on a merger between two Polish banks.

PKO BANK POLSKI, Intern in Asset Management and Investments Office of PKO TFI August 2011 – October 2011

Warsaw, Poland

Developed a scoring model that estimates default probabilities, which was used daily. Helped

construct a model for calculating VaR using GARCH to estimate volatility.

PRAETORIAN CAPITAL, Country Manager for Poland (part-time while studying) November 2010 – July 2011

Copenhagen, Denmark

Contacted CEOs and prepared structured funding proposals for their companies.

MINISTRY OF FINANCE, Intern in Financial Markets Development Department June 2010 – July 2010

Warsaw, Poland

Researched bank resolution funds rules and stability fee calculations.

NATIONAL BANK OF POLAND, Intern in Financial Risk Management Department September 2009

Warsaw, Poland

Developed competency in risk management, including process of FX reserve management.

ING SLASKI BANK, Intern in Controlling Department August 2009

Warsaw, Poland

Assisted with reporting and monitoring capital adequacy and regulatory capital requirements.

Education

COLUMBIA UNIVERSITY, Department of Mathematics September 2012 – May 2013

New York, NY, USA

Candidate for Masters in Mathematics of Finance. First semester GPA: 3.7/4.0.

Relevant courses: Computational Finance, Stochastic Processes and Applications in Finance,

Time-Series Modeling, Mathematical Methods in Financial Price Analysis, Numerical Methods

in Finance, Applied Data Science (Python and Linux), Implied Volatility Smile.

UNIVERSITY OF COPENHAGEN, Department of Mathematics and Economics September 2010 – January 2011

Copenhagen, Denmark

Relevant courses: Financial Econometrics (Univariate Models for Volatility), Corporate Finance

and Incentives, Quantitative Risk Management.

TECHNICAL UNIVERSITY OF LODZ, Department of Technical Physics, IT and September 2006 – July 2011

Mathematics. Final GPA 4.7/5.0 – within top 3%. Lodz, Poland

Masters in Applied Mathematics, Finance and Insurance with thesis on Black-Litterman model,

defended with an A+ equivalent grade. Studied under the Individual Course of Studies, designed

for top students to expand the course of study.

Extracurricular education

C++ FOR FINANCIAL ENGINEERING, Baruch MFE and QuantNet course. Completed. August 2012 – January 2013

New York, NY, USA

Topics include: C/C++ language and syntax, object-oriented programming and its applications

in computational finance, inheritance and polymorphism, boost C++ libraries.

Additional information

Computer skills: Microsoft Office, Visio, Linux, OxMetrics, Ada95, Maple, VBA, C/C++, basic Python, SQL, R and Matlab.

Languages: Fluent in English and Polish, basic understanding of Russian.

Publications: Articles published in conference materials in Poland: “Usage of ARCH type models in building investment strategies

for world’s indexes”, "Black-Litterman Model as a tool to minimize investment risk”, “Portfolio analysis in the time of crisis”.

Volunteer Work: Volunteered for Rotary’s “Computers for Poland” to provide computers and Internet for orphanages in Lodz.

Interests: Tennis, snowboarding, travel, technology, financial mathematics and music.

Other: High-school exchange student in Seattle (4.00 GPA). 10-month after school internship at a local brokerage firm.

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