Master Thesis Competition
The Master’s Thesis competition was established in 2018 by BNY Mellon Science in collaboration with Hugo Steinhaus Centre, part of Wrocław University of Technology and Science. Students of Applied Mathematics at universities across Poland are invited each year to submit their theses demonstrating how mathematics can be applied in the context of finance. 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.
Meet the 2019 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.
To find out about the 2020 competition and how to enter, please revisit this page in April.
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), Carol Andrews (Ireland), Ewa Carr-de Avelon (Poland), Janet Mary Johnstone (UK), Calvin Holmquist (US) .