Olgierd Michalak, Developer in Warsaw, Poland
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Olgierd Michalak

Verified Expert  in Engineering

Bio

Olgierd specializes in data engineering, data science, and AI, mostly in Google Cloud. Well-versed in business and financial concepts, he can build data processing and analytics solutions that fit well with the overall business strategy. Faced with complexity, uncertainty, risk, volatility, and ambiguity, he turns to Agile. Recently, Olgierd developed data pipelines for data warehouses and analytics in Google Cloud.

Portfolio

Self-employed
Management Accounting, Financial Data Analytics, Financial Market Data, Trading...
Accenture
Banking & Finance, Agile Business Analysis, Financial Markets, Finance
Goldman Sachs
Business Intelligence (BI), Data Analysis, Data Reporting, SQL...

Experience

  • Financial Markets - 20 years
  • Financial Data Analytics - 20 years
  • SQL - 20 years
  • Data Engineering - 20 years
  • Python - 20 years
  • Business Intelligence (BI) - 20 years
  • Data Science - 15 years
  • Google Cloud - 5 years

Availability

Full-time

Preferred Environment

Financial Markets, Banking & Finance, Data Science, Google Cloud Platform (GCP), Machine Learning, Business Intelligence (BI), Analytics, Python, Finance, Google Cloud

The most amazing...

...project I worked on was using economic and financial data to support my client's investment decisions.

Work Experience

Data Engineering, Analytics, and Science Consultant

2018 - PRESENT
Self-employed
  • Performed data engineering tasks in Google Cloud (for GSK).
  • Performed data engineering tasks in Google Cloud (for BMW, H&M, and Nestle).
  • Built data pipelines to feed end-user dashboards and analytical models to help make investment decisions (for a family office).
  • Analyzed market prices for electricity and developed trading strategies (for Kyoto -manufacturer of batteries).
  • Performed financial markets analyses and developed and back-tested trading strategies (for Toptal clients).
  • Back-tested trading hypotheses from quantitative finance research papers (for TwoSigma).
  • Developed data workflows (for JLL).
  • Applied recommendation models for searching (for Censia).
Technologies: Management Accounting, Financial Data Analytics, Financial Market Data, Trading, Financial Reporting, Data Analysis, Data Reporting, SQL, Time Series Analysis, Quantitative Finance, Banking & Finance, Agile Business Analysis, Data Science, Google BigQuery, Predictive Modeling, Machine Learning, Gradient Boosted Trees, Pandas, Analytics, Python, NumPy, Data Visualization, Statistics, Scikit-learn, Financial Markets, SciPy, StatsModels, Matplotlib, Data Mining, Quantitative Analysis, Finance, Business Intelligence (BI), Linear Regression, Logistic Regression, Dimensional Modeling, ETL, Financial Analysis, Financial Modeling, Data Engineering, Google Cloud, Google AI Platform, Google Cloud ML, Artificial Intelligence (AI)

Consultant

2017 - 2017
Accenture
  • Prepared architectural designs for liquidity, risk management, and stress testing (for Nordea).
  • Analyzed the current situation and mapped out the steps toward the desired one (for Raiffeisen).
  • Assisted in the analysis of the proposed solution for the bank's IRRBB for Nordea.
Technologies: Banking & Finance, Agile Business Analysis, Financial Markets, Finance

Risk Analytics Associate

2015 - 2016
Goldman Sachs
  • Processed data and created data visualizations.
  • Processed data in PySpark.
  • Gave presentations on data science.
Technologies: Business Intelligence (BI), Data Analysis, Data Reporting, SQL, Banking & Finance, Data Science, Predictive Modeling, Machine Learning, Gradient Boosted Trees, Pandas, Analytics, Python, NumPy, Data Visualization, Statistics, Scikit-learn, SciPy, Matplotlib, Data Mining, Quantitative Analysis, Agile Business Analysis, Finance, Logistic Regression, Dimensional Modeling, Financial Reporting, Data Engineering

Business Intelligence Consultant

2014 - 2015
Self-employed
  • Helped prepare a PoC analytical solution (for Lloyds Banking Group with Capgemini Financial Services UK).
  • Gave training sessions on Tableau (for Capgemini).
  • Created a Python-based tool to build Tableau data extracts with flexible configuration and scheduling options.
Technologies: Financial Data Analytics, Business Intelligence (BI), Financial Reporting, Data Analysis, Data Reporting, SQL, Banking & Finance, Agile Business Analysis, Management Accounting, Predictive Modeling, Machine Learning, Gradient Boosted Trees, Pandas, Analytics, NumPy, Data Visualization, Statistics, Scikit-learn, Financial Analysis, SciPy, StatsModels, Matplotlib, Linear Regression, Logistic Regression, Quantitative Analysis, Finance, Data Science, Financial Markets, Python, Dimensional Modeling, ETL, Financial Modeling, Financial Market Data, Data Engineering

Business Intelligence Architect

2011 - 2013
Soft Computer Consultants
  • Evaluated several BI technologies and recommended what best suited the company's strategy.
  • Designed data warehouse dimensional models.
  • Prepared analyses and dashboards in Tableau.
Technologies: Business Intelligence (BI), Financial Reporting, Data Analysis, Data Reporting, ETL, SQL, Analytics, Python, Data Visualization, Statistics, Dimensional Modeling, Quantitative Analysis, Agile Business Analysis, Finance, Data Science, Financial Markets, Management Accounting, Predictive Modeling, Machine Learning, Logistic Regression, Financial Analysis, Financial Modeling, Data Engineering

Reporting and Data Warehouse Analyst

2008 - 2010
Toyota Bank Polska
  • Prepared over 200 management and operational reports for the bank departments, including accounting, treasury, marketing, sales, and debt collections.
  • Built data warehouse data models with management-oriented data marts for ad-hoc reporting and analyses.
  • Helped coordinate continuous improvement (Kaizen) activities.
Technologies: Financial Data Analytics, Business Intelligence (BI), Financial Reporting, Data Analysis, Data Reporting, ETL, SQL, Banking & Finance, Management Accounting, Financial Modeling, Analytics, Python, Data Visualization, Statistics, Financial Analysis, Dimensional Modeling, Data Mining, Linear Regression, Logistic Regression, Quantitative Analysis, Agile Business Analysis, Finance, Data Science, Financial Markets, Predictive Modeling, Machine Learning, Financial Market Data, Data Engineering

Business Intelligence Consultant

2004 - 2007
Freelance
  • Performed business analysis and helped create a project plan for a financial data warehouse (or KBC).
  • Led the business analysis for the data warehouse to support the monitoring and control of the state-wide electric grid (for PSE - electricity transmission system operator).
  • Helped perform business analysis for a data warehouse (for Vattenfall).
  • Helped build and test a data warehouse (for TPSA, now Orange).
Technologies: Financial Data Analytics, Business Intelligence (BI), Financial Reporting, Data Analysis, Data Reporting, ETL, SQL, Banking & Finance, Agile Business Analysis, Management Accounting, Python, Financial Analysis, Dimensional Modeling, Quantitative Analysis, Finance, Data Science, Financial Markets, Statistics, Data Visualization, Financial Modeling, Analytics, Data Engineering

Programmer | Business Analyst

2000 - 2003
Soft Computer Consultants
  • Created a PoC solution of a BPM using dynamic HTML (Ajax did not exist then) and PHP.
  • Programmed parts of the system in JavaScript and Java.
  • Synchronized MS Projects with the company's internal project management system.
Technologies: Business Intelligence (BI), Financial Reporting, Data Reporting, SQL, Quantitative Analysis, Agile Business Analysis, Data Analysis, Management Accounting, Python, Data Visualization, Dimensional Modeling, ETL, Financial Analysis, Financial Modeling, Analytics, Data Engineering

Programmer | Business Analyst

1997 - 1999
American Management Systems
  • Helped build a PoC solution for the new telecom platform.
  • Programmed the CRM modules.
  • Created ETL procedures to migrate the customer data.
Technologies: Business Intelligence (BI), Data Analysis, ETL, SQL, Quantitative Analysis, Analytics, Data Engineering

Programmer

1996 - 1997
SoftSystem
  • Documented business requirements.
  • Programmed parts of the accounting application.
  • Implemented automated software builds, integration, and testing.
Technologies: Management Accounting, Financial Reporting, SQL, Data Analysis, Financial Analysis, Financial Modeling, Analytics, Data Engineering

Experience

Predicting Loan Defaults

https://github.com/olgierdmic/Predicting-Loan-Defaults
This repository is about a structured approach to building predictive models for binary classification.
Built a machine learning model that can predict a loan default. The most common data science process steps have been followed, from preparing the data, building a machine learning model, evaluating it, and reporting the results.

Option Pricing with Analytical Formulas and MC Simulations

https://github.com/olgierdmic/Quant-Finance
The notebook shows how to compute the derivative prices using both analytical and stochastic methods. Besides plain vanilla options, calculated with the Black-Scholes-Merton formula, the Asian options' prices are computed with MC simulations.

Financial Risks Management

https://github.com/olgierdmic/Quant-Finance
The notebooks show the valuations of Asian options using analytical and MC simulations and the computations of the probability-of-default metrics used for the regulatory credit risk management in banking, including the Merton structural model, the Black-Cox model, and the Monte Carlo simulation approach.

Education

1990 - 1995

Master of Science Degree in Applied Physics and Math

Warsaw University of Technology - Warsaw, Poland

Certifications

FEBRUARY 2023 - FEBRUARY 2025

Professional Data Engineer

Google Cloud

JANUARY 2020 - PRESENT

Scrum Product Owner Accredited Certification

Scrum Institute

JANUARY 2018 - PRESENT

Certificate in Quantitative Finance

CQF Institute

JULY 2007 - PRESENT

CIMA Diploma in Management Accounting

CIMA (ref. nr 1-1UVWVL)

JULY 2007 - JULY 2012

PMI Certified Associate in Project Management

PMI (CAPM Number 480759)

Skills

Libraries/APIs

Scikit-learn, Pandas, NumPy, SciPy, Matplotlib

Tools

Google AI Platform, StatsModels

Languages

SQL, Python

Paradigms

Business Intelligence (BI), ETL, Dimensional Modeling, Agile Business Analysis

Industry Expertise

Banking & Finance

Storage

Google Cloud

Other

Data Science, Trading, Machine Learning, Data Analysis, Financial Analysis, Financial Modeling, Financial Markets, Data Visualization, Data Reporting, Financial Reporting, Predictive Modeling, Google BigQuery, Statistics, Data Mining, Time Series Analysis, Linear Regression, Logistic Regression, Gradient Boosted Trees, Quantitative Finance, Financial Market Data, Financial Data Analytics, Quantitative Analysis, Analytics, Data Engineering, Google Cloud ML, Management Accounting, Finance, Artificial Intelligence (AI)

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