Kamil Krawczyk is a seasoned quantitative developer and researcher with extensive experience in financial markets. Currently employed at Syberry as a Quantitative Developer since 2024, Kamil previously held positions at Nickel Digital Asset Management and Goldman Sachs, where responsibilities included developing algorithmic trading frameworks and statistical arbitrage strategies. Notable roles also include Senior Quantitative Analyst/Developer at BNP Paribas, where Kamil contributed to internal models review and VAR assessments, as well as CCR Technology at NatWest Markets, focusing on reducing exposure under stress scenarios. Previous roles at HSBC and Royal Bank of Scotland involved significant advancements in stress testing methodologies. Kamil holds a Master of Science in Finance and Economics from The London School of Economics and a Bachelor of Science in Economics from the University of Warsaw.
This person is not in the org chart
This person is not in any teams
This person is not in any offices