Master’s Thesis Competition
Applied Mathematics - 2019 Results
Master’s Thesis Competition
Applied Mathematics
By BNY Mellon
Meet the 2019 Winners
The 2019 entries were reviewed by a judging panel of academics: Prof. Zbigniew Palmowski, Prof. Rafał Weron, Prof. Tomasz Rolski and Prof. Krzysztof Jajuga, along with BNY Mellon representatives Tanya Tamarchenko PhD and Kamil Tabiś PhD. The winners were recognised at an awards ceremony in December, where they collected their prizes and a presentation about the winning thesis was delivered by the author.
Pictured left to right are: Luette Kanas, Director of BNY Mellon Science, and judges Prof. Zbigniew Palmowski and Kamil Tabiś, PhD, as they congratulate the winners of the competition—Łukasz Hałas, Klaudia Dobosiewicz and Bartosz Uniejewski.
- 1st Prize of PLN 15,000 went to Bartosz Uniejewski for his Thesis “Probabilistic forecasting based on quantile regression and regularisation”
- 2nd Prize of PLN 10,000 to Klaudia Dobosiewicz - “BMR Regulation: ISDA proposed transition methodologies and their implementation in the derivatives market – the case of CHF LIBOR”
- 3rd Prize of PLN 5,000 to Łukasz Hałas- “Yield curve for Longstaff-Schwartz Model – numerical analysis”
The ceremony was hosted by Luette Kanas, Director of BNY Mellon Science and several senior managers from BNY Mellon’s Wroclaw office, and was followed by an informal networking and knowledge sharing session.
“BNY Mellon Master's Thesis Competition is a great opportunity to confront your skills and knowledge with the business directly! For me it was a great motivation to bear in mind that my work will be presented to the top financial experts from the judging panel. My success was involved with learning a lot about application of mathematical and programming concepts in finance and helped me to start my career as a professional quantitative analyst. I strongly recommend you taking your chance this year and wish you good luck!”
Łukasz Hałas, participant and prize winner, 2019 competition.
About BNY Mellon Science
BNY Mellon Science represents the strategic centre of excellence for quantitative and analytical work focused on risk management across BNY Mellon globally, delivering valuable insight and risk quantification across the firm. BNY Mellon Science comprises a motivated and engaged team of professionals with expertise in financial industry practices and regulation. The team works closely with colleagues across BNY Mellon to support modelling and data analytics for the firm’s capital adequacy, market risk and enterprise risk activities, alongside quantitative support for the annual Comprehensive Capital Analysis and Review (CCAR) Stress Test.