Paweł Sakowski
Assistant Professor at University of Warsaw, Faculty of Economic Sciences
Warsaw, Masovian Voivodeship, Poland
Summary
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Senior🎓
Top SchoolPaweł Sakowski is a professor of quantitative finance at the University of Warsaw, specializing in volatility modeling, derivatives pricing, and the VIX term structure. He blends academic rigor with industry practice as a Machine Learning Engineer at RiskBite and as the head of QFRG WNE UW, leading research and applied work in financial econometrics, time series, and algorithmic trading. He is an accomplished educator, teaching courses across machine learning, applied finance, and quantitative methods while mentoring MSc and BSc seminars. An entrepreneur at heart, he co-founded Circus Consulting Group and Labyrinth HF, a VC-backed algorithmic hedge fund project that bridges theory and practical systems. Based in Warsaw, Poland, he holds a PhD in Economics with a focus on derivatives pricing and volatility modeling, reflecting a career that spans academia, consultancy, and fintech. He consistently integrates risk modeling and behavioral finance insights into both his teaching and his hands-on work in finance.
11 years of coding experience
7 years of employment as a software developer
European-University ViadrinaPhD in Economics derivatives pricing volatility modeling quantitative finance, PhD in Economics derivatives pricing volatility modeling quantitative finance at University of Warsaw
English, German, Polish, Russian
Stackoverflow
21reputation
0reached
1answer
0questions
Github Skills (4)
xts6
r6
zoo6
time-series6
Github contributions (5)
pawelsakowski/learning-git
Feb 2015 - Oct 2020
Contributions:6 pushes, 1 branch, 1 issue in 5 years 9 months
pawelsakowski/AF-RCPP-2024-2025
Nov 2020 - Nov 2022
Contributions:16 commits, 11 pushes, 1 branch in 2 years
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