Master’s Thesis Competition

Applied Mathematics

Master’s Thesis Competition

Applied Mathematics

By BNY Mellon

We are happy to announce the next edition of Master's Thesis Competition which was established in 2018 by BNY Mellon Science in collaboration with Hugo Steinhaus Centre, part of Wrocław University of Technology and Science. 

The competition demonstrates BNY Mellon's dedication to support and promote young talent and collaborate with universities across the country.

 

This year we are inviting final year students of 2019 and 2020 from universities across Poland to submit their theses leveraging applied mathematics. Applications should be submitted until 20 September 2020* in English or, if in Polish, must be accompanied by a full English translation.  Submissions that meet the  qualification criteria will be reviewed by a judging panel consisting of academics and BNY Mellon representatives.

 

To apply, please download the competition documents below, complete and send them to us per the instructions included.

 

If you have any questions about the competition please contact us at: polandcompetition@bnymellon.com

 

*Due to reasons related to the pandemic situation, the deadline for submitting master's theses has been extended until September 30, 2020.

 

Competition Prizes

 

Top three theses will be awarded with prizes and presented at an awards ceremony in December 2020. Subject to the rules of the competition, awards are as follows:

 

  • 1st place: 15,000 PLN
  • 2nd place: 10,000 PLN
  • 3rd place: 5,000 PLN

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.

 2019 Competition Winners 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.


 

Corporate Information

 

BNY Mellon (Poland) Sp. z o.o.
Address: Swobodna 3, 50-088 Wrocław, Poland
Registry Court: Sąd Rejonowy dla Wrocławia Fabrycznej we Wrocławiu, VI Wydział Gospodarczy Krajowego Rejestru Sądowego
KRS: 0000285336 NIP: 5252396885 REGON: 141002739
Share capital: 51.000,00 PLN
Tel. +48 71 379 8200 Fax: +48 71 379 8911
Directors: Joseph G. Wheatley (Ireland), Ewa Carr-de Avelon (Poland). Janet Mary Johnstone (UK), John William Jack (UK).