Quantitative Analyst - Risk Methodology and Analytics (RMA) @ (April 2011 - November 2013)
Intern @ (April 2010 - September 2010)
Michael Kowalski Education
The University of Edinburgh
PhD (Pure Mathematics (Harmonic Analysis))
2005-2009
King's College London
MSci (Mathematics)
2000-2005
Michael Kowalski Skills
Quantitative Analytics
Derivatives
Python
CCR Modelling
Counterparty Risk
Martingale Pricing
Stochastic Modeling
Equities
Interest Rates
Equity Implied Volatility Modeling and Simulation
Interest Rate Modelling and Simulation
Model Validation
I-Python
Scripting
Risk Modeling
I Python
Michael Kowalski Summary
Michael Kowalski, based in London, GB, is currently a Vice President at JPMorgan Chase & Co.. Michael Kowalski brings experience from previous roles at JPMorgan Chase & Co., Barclays Investment Bank, BNP Paribas and Dalton Strategic Partnership. Michael Kowalski holds a 2005 - 2009 PhD in Pure Mathematics (Harmonic Analysis) @ The University of Edinburgh. With a robust skill set that includes Quantitative Analytics, Derivatives, Python, CCR Modelling, Counterparty Risk and more. Michael Kowalski has 1 emails on RocketReach.
Looking for a different Michael Kowalski?
Find contact details for 700 million professionals.