dr Aleksander Mercik

Investments and Risk Management, Cryptocurrencies, Portfolio Management, Statistical Modeling

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Welcome to my website! My name is Aleksander Mercik and I specialize in finance, with a focus on investments and financial risk management. This website was created as a platform to share my experience in the financial sector and to publish the results of my academic research. I have dedicated my academic career to the Wroclaw University of Economics, where I graduated from the Faculty of Management, Informatics and Finance. I completed my bachelor’s degree in 2010 and my master’s degree in Finance and Accounting in 2012. During my studies I was awarded several scholarships by the Rector, and in 2011 I won the “Student Nobel” competition as the best economics student in the Lower Silesia region. In 2017, I defended my Ph.D. thesis entitled “Construction and Selection of Quantile Models for Measuring Market Risk in a Financial Institution” under the supervision of Professor Krzysztof Jajuga. Since 2010 I have been teaching at the Wroclaw University of Economics.

Practical experience in finance has always been very important to me. During my studies, I completed internships at several companies, including Beskidzki Dom Maklerski, where I focused on stock market analysis, and KGHM Polska Miedź S.A., where I studied hedging strategies based on options. In Vantage Development S.A. I participated in the preparation of a part of the IPO prospectus and in Volante S.A. I performed company valuations. After graduation, I worked on a project for the Brokerage House of Bank Ochrony Środowiska, designing a model for measuring market risk based on the Value at Risk methodology. At the end of 2012, I interned at the National Bank of Poland in the Financial System Department, where my task was to design models for measuring the market risk of interest rates and foreign exchange rates for the entire banking sector in Poland. At the beginning of 2013, I worked at Bank Pekao S.A. in the Capital Allocation and Asset-Liability Management Department, where I worked as an inspector and was responsible for interest rate risk measurement. From March 2014, I worked as a Market Risk Specialist at Santander Consumer Bank, where I was responsible for the valuation of derivatives, modeling of yield curves, market risk analysis (value-at-risk) and the calculation of market risk in the derivatives market (CVA & DVA). I also worked in the London office of Santander Consumer UK where I modeled the risk of the pension portfolio. From mid-2015, I worked as a CFO in the technology company Pilab S.A. (now DataWalk S.A.) Since June 2016, I have chosen the entrepreneurial path and am currently running my own business.

On a personal note, I have a keen interest in music (I am a guitarist) and psychology.