Summary
Adam Wróbel is a quantitative risk leader with nine years of hands-on experience building and owning economic capital models at UBS, now serving as Chapter Lead for Risk Methodology. He combines deep statistical modelling and product ownership across operational, funding and credit risk, driving one-loss-distribution approaches and dependency modelling for group-wide capital assessment. His background spans model validation, stress testing (CCAR, IFRS9), Solvency II scenario generation and production-grade coding in R, Python, SQL and SAS, enabling rigorous model governance and deployable analytics. Known for translating regulatory requirements into parameterized, auditable solutions, he blends actuarial discipline from early roles with pragmatic leadership of cross-functional quant pods. Based in Warsaw, he brings both technical depth and a track record of turning complex methodological challenges into operational risk products.
10 years of coding experience
6 years of employment as a software developer
Bachelor's degree Economics, Bachelor's degree Economics at Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Master's degree Quantitative Methods in Economics and Information Systems, Master's degree Quantitative Methods in Economics and Information Systems at SGH Warsaw School of Economics