Paweł Sakowski

Angestellt, Assistant Professor, University of Warsaw
Warsaw, Poland

Fähigkeiten und Kenntnisse

statistical consultancy & training in data analysi
statistical and econometric modeling
forecasting of financial time series
volatility modelling
market research analysis
professional experience with SAS
R
Stata
Excel/VBA
C++
Java
MATLAB
Mathematica
SPSS
E-Views
Statistica
SQL
LaTeX

Werdegang

Berufserfahrung von Paweł Sakowski

  • Current 14 years and 10 months, since Sep 2011

    Assistant Professor

    University of Warsaw

    RESEARCH INTERESTS volatility modeling, derivatives pricing, VIX term structure, financial econometrics, financial time-series, algorithmic trading, behavioral finance, health economics

  • Current 20 years and 1 month, since Jun 2006

    Statistical Consultant

    SAS INSTITUTE Poland

    workshops "Analytics Academy": Analysis and Forecasting of Time Series, Analysis of Variance and Covariance, Survival Analysis

  • 9 years and 9 months, Oct 2001 - Jun 2011

    Researcher, Lecturer and PhD Candidate

    University of Warsaw, Faculty of Economic Sciences

    Economic Research: volatility modeling, derivatives pricing, financial time-series, generalized autoregressive conditional heteroskedasticity, monte-carlo simulations, bonus-malus systems in car insurance, economics of education, behavioral finance, inflation expectations in transition economies,

  • 2 years and 3 months, Jan 2008 - Mar 2010

    Decision Systems Executive

    SYNOVATE Poland

    Market Research Quantitative Data Analysis: - responsible for statistical consultancy in analytical projects, - conducting multivariate data analysis, - developing quantitative tools for market research - segmentation development, - statistical support & training for other departments.

  • 1 month, Aug 2008 - Aug 2008

    Statistical Consultant

    FINALYSE Poland

    Responsible for providing workshops "Data processing and statistical analysis using SAS" (incl. topics such as combining data, statistical inference, testing of hypotheses, analysis of variance, analysis of correlation, OLS, linear regression, goodness of fit measures, model diagnostics, qualitative variables, logistic regression).

  • 4 months, Jun 2006 - Sep 2006

    Statistical Consultant

    PZU S.A

  • 3 months, Jan 2006 - Mar 2006

    Statistical Consultant

    NATIONAL BANK OF POLAND

  • 1 year and 2 months, Jun 2002 - Jul 2003

    Statistical Consultant, Statistician, Data Analyst

    MCKINSEY & CO.

    Market Research Data Analyst

Ausbildung von Paweł Sakowski

  • 5 years, Oct 2001 - Sep 2006

    Economics

    University of Warsaw, Department of Economics

  • 1 year, Oct 2000 - Sep 2001

    Betriebswirtschaftslehre, Quantitative Methoden in Ökonomie

    Europa-Universität VIADRINA, Frankfurt (Oder)

  • 5 years, Oct 1996 - Sep 2001

    Economics

    University of Warsaw, Department of Economics

    Quantitative Methods

Sprachen

  • German

  • English

  • Russian

  • Polish

XING – Das Jobs-Netzwerk

  • Über eine Million Jobs

    Entdecke mit XING genau den Job, der wirklich zu Dir passt.

  • Persönliche Job-Angebote

    Lass Dich finden von Arbeitgebern und über 20.000 Recruiter·innen.

  • 21 Mio. Mitglieder

    Knüpf neue Kontakte und erhalte Impulse für ein besseres Job-Leben.

  • Kostenlos profitieren

    Schon als Basis-Mitglied kannst Du Deine Job-Suche deutlich optimieren.

21 Mio. XING Mitglieder, von A bis Z