Robert Maksymiuk is a skilled Quant Analyst with extensive experience in financial engineering and quantitative analysis. They have developed methodologies and prototypes for major financial institutions, including the Royal Bank of Scotland, ABN AMRO, Lloyds Banking Group, and ING, focusing on areas such as counterparty credit risk, market risk, and price model validation. As a co-author of a book, they contribute to the advancement of knowledge in derivatives pricing methods. Currently, they are pursuing a Master's Degree in Financial Mathematics at Uniwersytet Warszawski and serve as an XVA Senior Quant Developer at HSBC.
Location
London, United Kingdom
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