Krasowski Research and Consulting

Quantitative Finance and Data Science Consultancy Services

 

 

What do I do?

Krasowski Research & Consulting specializes in providing consultancy services in credit risk (risk modelling, regulatory capital and risk management in general), data analytics (predictive modeling, data processing, data process automation) and computer science (software, website and dashboard development).

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Credit Risk

  • Credit risk modelling (PD, LGD, EAD, prepayment) for wholesale and retail portfolios
  • Projects related to Basel, CRD, CCAR, IRFS9 regulations compliance
  • Financial asset valuation (OTC derivative, private loan, mortgage, term loans)
  • Regulatory capital and RWA calculations
  • Credit risk data generation processes

Data Analytics

  • Data manipulation and process automation
  • Data visualizations
  • Machine learning and neural networks
  • Data quality and its monitoring (Collibra, Azure DevOps, Confluence)
  • Knowledge of Alteryx, Knime, Tableau, Azure databricks

Computer Science

  • Programming in Python, R, SAS (Base, Enterprise Guide, Database Integration), VBA (Excel & Access), Java, MatLab
  • Database development (Oracle SQL, MS SQL)
  • Dashboard development (R Shiny, Django, Dash, Flask)
  • Website development (Django, WordPress, Prestashop)
  • Project management (Scrum, Agile)

About me

Krasowski Research and Consulting company was founded in 2015 by Milosz Krasowski who decided to combine his knowledge of quantitative finance and computer science. He holds a Msc in Financial Economics (Erasmus University) and is soon expected to earn a Msc Computer Science from Johns Hopkins University. Next to that he also holds a Financial Risk Manager level 1 certificate (level 2 in progress) and SAS programmer basic and advanced certificates.

Motto: “Your life will be like everyone else’s life, if you always do what everyone else does.”

My projects and happy clients

My example projects:

  • Developing PD, LGD and prepayment models for a mortgage portfolio
  • Developing PD, LGD and EAD models for an SME portfolio
  • Validating PD, LGD and EAD models
  • Validating valuation models of OTC derivatives and private loans
  • Developing an automated way of onboarding credit risk data for RWA calculations according to BCBC 239
  • Automating data manipulations needed for risk calculations
  • Automating OTC derivative valuation
  • Developing risk management dashboard
  • Developing a software package for credit risk modeling

Contact me!

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