Summary
Paweł Sakowski is an Assistant Professor at the University of Warsaw with 11+ years of academic and industry experience in quantitative finance, specializing in volatility modeling, derivatives pricing and VIX term-structure analysis. He combines rigorous financial econometrics and time-series expertise with hands-on development in R, C++, Java and MATLAB, and practical experience deploying scoring engines and decision systems in the lending sector. As a co-founder of algorithmic trading ventures and a provider of professional trainings, he bridges cutting-edge research, algorithmic strategy development and MLOps-aware production workflows. His work spans teaching advanced ML and quantitative finance courses and consulting for banks and market research firms, reflecting a rare mix of theoretical depth and applied analytics. An interesting facet of his profile is the long-standing focus on both behavioral finance and the economics of education, bringing social science nuance to quantitative trading and risk modeling.
11 years of coding experience
7 years of employment as a software developer
PhD in Economics derivatives pricing volatility modeling quantitative finance, PhD in Economics derivatives pricing volatility modeling quantitative finance at University of Warsaw
Quantitative Methods in Economics, Quantitative Methods in Economics at European-University Viadrina
English, German, Polish, Russian