Pawel Dygas

Angestellt, Head of Risk Management, UNIQA Poland
Warszawa, Poland

Fähigkeiten und Kenntnisse

Solvency II
Internal Models
Risk Modeling
Underwritng risk
Actuarial Science
P&C Insurance
Life insurance
Embedded Value
Quantitative Finance
Financial Risk
Risk Management
Stochastic Calculus
Statistics
Time Series Analysis
Probability Theory
VBA
SAS
ReMetrica
R
Advanced Measurement Approach

Werdegang

Berufserfahrung von Pawel Dygas

  • Current 10 years and 3 months, since Mar 2016

    Head of Risk Management

    UNIQA Poland

  • 1 year, Mar 2015 - Feb 2016

    Manager, Actuarial and Financial Mathematics

    KPMG Austria

  • 1 month, Oct 2015 - Oct 2015

    Lecturer

    Fachhochschule des bfi Wien (University of Applied Sciences)

    Lecturer at ARIMA - Qunatitative Asset and Risk Managment Master Studies

  • 2 years and 9 months, Jun 2012 - Feb 2015

    Mathematician Solvency II Internal Model

    UNIQA Versicherungen AG

    Mathematical framework of Partial Internal Model Non-Life; Group-wide sensitivity and stability analysis - design and coordination; Design of results reporting; Suitability assessment of external natural catastrophe models; Tools development; Support of business units; Model run; Validation;

  • 1 year and 4 months, Feb 2011 - May 2012

    Underwriting Risk Specialist at Risk Department

    PZU SA

    Solvency II Standard Approach calculation for Life and Health; Development of life insurance risk models; Reporting of insurance risk;

  • 2 years and 6 months, Aug 2008 - Jan 2011

    Analyst at Asset Management

    PTE Allianz Polska SA

    Analysis of investment risk; Analysis of macroeconomic and equity market statistics

  • 2 months, Jul 2009 - Aug 2009

    Intern

    PZU SA

    Internship at Actuarial Department (Life and Helath)

  • 1 month, Jul 2007 - Jul 2007

    Intern

    Compensa Vienna Insurance Group

    Intern at Board Office and at Actuarial Department

Ausbildung von Pawel Dygas

  • 2 years and 4 months, Oct 2009 - Jan 2012

    Mathematics in Insurance and Finance

    Warsaw University of Technology

    Delegate of faculty student council to didactic commission, Master's thesis: "Zero volatility spreads and option adjusted spreads"

  • 3 years, Oct 2006 - Sep 2009

    Mathematics

    Warsaw University of Technology

    BS thesis: "Portfolio analysis with Markowitz method"

Sprachen

  • German

    C1 (Fließend)

  • English

    C1 (Fließend)

  • Polish

    C2 (Verhandlungssicher / Muttersprachlich)

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