Kamil Pałka is a quantitative analyst with a strong mathematical background and expertise in data science and quantitative analysis. They hold a Master's degree in Applied Mathematics from Jagiellonian University, completed in 2016. Kamil has worked as a Data Scientist at deepsense.ai, providing solutions for a major automotive services company, and as an Actuarial Analyst at Aviva, preparing reports and financial models. They served as a Quantitative Analyst at Superfund Technologies, implementing market making algorithms and prototyping trading strategies. Currently, Kamil is the Manager of Model Risk Management at HSBC.
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