Bank Deposit Guarantee Systems Around the World - a Comparative Analysis
Dadej M., (2018). "Systemy gwarantowania depozytów bankowych na świecie–Analiza porównawcza." Finanse i Prawo Finansowe. 1(3).
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About me
Education
- Phd, Analytics in Economics, University of Brescia, 2021 - currently
- With research area on methods and models in finance.
- B.S and M.S. in Economics, University of Gdańsk, 2020
- Thesis: Default risk valuation of consulting firms.
- M.S. In Economics, University of Pisa, 2020
- Erasmus Program, Lectures in Advanced econometrics, Advanced macroeconomics, Statistics and Risk management in financial institutions
Experience
- University of Mannheim, Visiting scholar, Summer semester of 2024
- UBS, Quantitative analyst, 2021
- Statistical modeling of financial and macroeconomic data for the purpose of stress testing. Development and maintenance of the models in R programming language.
- State Street, Financial reporting internship, 2019.10 - 2020-02
- Preparing Financial statements of mutual funds. From transaction level data into final .pdfs for audit.
- Student’s Association of International Finance UG, President, 2018-2021
- Member since 2016 and Financial director in 2017/2018.
Skills
- Data analysis:
- Econometrics and statstics
- Hands-on experience in machine learning
- General proficiency in data anlysis
- Programming:
- Advanced knowledge of R programming language (tidyverse, ggplot2, keras, Rmarkdown)
- Advanced in Julia programming language (I developed a MarSwitching.jl package for Markov switching models)
- Good knowledge of Python (pandas, numpy, matplotlib)
Publications
Role of the Machine Learning Algorithms in Financial Services Sector
Dadej M., (2018). "Rola uczenia maszynowego w sektorze finansowym." Wybrane problemy zarządzania w gospodarce opartej na wiedzy - teoria i praktyka...
Application of Ensemble Gradient Boosting Decision Trees to Forecast Stock Prices on WSE
Dadej M., (2019). "Application of Ensemble Gradient Boosting Decision Trees to Forecast Stock Prices on WSE." Nasze Studia...
Agent-based modelling of macroeconomic shocks in a banking sector
Dadej M., (2020). "Agent-based modelling of macroeconomic shocks in a banking sector." Nasze Studia...
Short Position Disclosures and Underlying Stock Performance: Evidence from Polish Stock Market
Dadej, M. (2020). Short Position Disclosures and Underlying Stock Performance: Evidence from Polish Stock Market. Finanse I Prawo Finansowe, 3(27), 63–75. https://doi.org/10.18778/2391-6478.3.27.03
Business cycle transmission between France and United Kingdom
Dadej, M. (2023), "Business cycle transmission between France and United Kingdom", Journal of Economic Studies, Vol. 50 No. 8, pp. 1926-1938. https://doi.org/10.1108/JES-01-2023-0044
MarSwitching.jl: A Julia package for Markov switching dynamic models
Dadej, M., (2024). MarSwitching.jl: A Julia package for Markov switching dynamic models. Journal of Open Source Software, 9(98), 6441, https://doi.org/10.21105/joss.06441
Achievements
- III place in “Yound Economist” competition
- For an essay “Global economy after COVID-19 epidemy”. Organised by Polish Association of Economists
- Best economic paper on VI Interdisciplinary Student’s Conference in Szczecin, 2020 III and I place in “Great Finance Challange”
- Competition in financial knowledge organized by Refinitiv
Courses & licences
- Graz Schumpeter School “Agent-based Economics”, University of Graz, Austria, 2024
- Summer school on Risk, Uncertainty in Economics, Insurance and Finance, University of Bielefeld, 2023
- week long workshop with top lecturers on math in finance
- presentation of my thesis on endogenous financial networks
- PRINCE2® Foundation
- Id of certificate: GR656215047MD
- Introduction to deep learning in R with keras, 2019
- Workshop during SatRday 2019 conference for R enthusiasts.
- Business Academy by Deloitte, Mergers and Acquisitioons, 2018
- Few days workshop by Deloitte division responsible for M&A in Poznan.
- Summer School of Economics, Bankowy Fundusz Gwarancyjny (Polish deposit insurer and bank resolution entity), 2018
- Two day project of BFG, consisting of workshops ran by their employees
Additional projects
- Lion’s Den risk modeling challenge
- Hackathon on risk management and predictive modeling organized by ING Bank Śląski. 8 hour long programming of default prediction model.
- Conference “Changes in financial sector of Poland and the World”, Economics Faculty, University of Gdańsk, 2017-2019
- Organization of XXIII, XXIV & XXV scientific conference during my activity in student’s association.