Kamil Stepien is a Vice President in CCR/XVA Model Development at HSBC, where they have been enhancing model capabilities since 2019. Previously, Kamil worked as a Quantitative Analyst in the Quantitative Risk & Valuation Group at HSBC from 2015 to 2017 and was involved in Equity Derivatives Structuring and Finance Integrated Reporting at UBS Investment Bank from 2014 to 2015. Kamil holds multiple degrees from Jagiellonian University, including a Bachelor of Science in Mathematics and Computer Science, as well as a Master's degree in Financial Mathematics.
This person is not in the org chart
This person is not in any teams
This person is not in any offices