Piotr Orłowski

I am an Assistant Professor in the Department of Finance at HEC Montréal. In my research I focus on understanding option and equity markets both through model-based and non-parametric methods.

I Décisions financières de la firme / Topics in Corporate Finance and Méthodologie de la finance empirique / Financial Econometrics in the M.Sc. in Finance programme.

Education

  • Ph.D. 2010-2017

    Finance

    Università della Svizzera italiana, Lugano, and Swiss Finance Institute

    Empirical Asset Pricing and Financial Econometrics.

  • Visiting Pre-Doctoral Scholar 2015-2016

    Financial Econometrics

    Northwestern University Kellogg School of Management

    Visiting scholar with the Quantitative Finance group of Professors Torben Andersen and Viktor Todorov.

  • Exchange Programme2006-2007

    Quantitative Finance

    Tilburg University

  • M.A.2003-2008

    Quantitative Methods and Information Systems

    Warsaw School of Economics

Teaching @ HEC

  • 2019 Autumn

    Décisions Financières de la Firme — 6-201-04

    Topics in Corporate Finance — 6-200-07A

  • 2019 Winter

    Méthodologie de la finance empirique — 6-203-04

  • 2018 Autumn

    Décisions Financières de la Firme — 6-200-04

    Financial Econometrics — 6-203-10A

  • 2018 Winter

    Décisions Financières de la Firme — 6-200-04

  • 2017 Autumn

    Décisions Financières de la Firme — 6-200-04

Professional Experience

  • Since 09.2016

    Consultant: Data Science

    Alphacruncher AG, Lugano, Switzerland

    Analysis of unstructured or weakly-structured data. Data modelling. Development of analytical tools for education and investment management.

  • 2007 2010

    Senior Economist

    Dom Maklerski AFS, Warsaw, Poland

    Development of Risk Management and Derivatives Accounting software solutions, FX derivatives pricing and modeling. Consultant for Risk Management and Controlling for Poland's top listed companies.

  • 2007 2009

    Teaching Assistant

    Warsaw School of Economics, Poland

  • Summer 2005

    Intern

    AWEX, Agence wallonne a l'Exportation, Warsaw, Poland

Honors, Awards and Grants

  • 2015-2016
    Research Grant, Swiss National Science Foundation
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    Doc.Mobility grant, project number P1TIP1_161875, "Option portfolio returns and dispersion". Financing of research visit at the Kellogg School of Management.
  • 2010-2011
    Graduate Scholarship, Swiss Finance Institute
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    The SFI awards scholarship for the first year of its PhD program in co-operation with Swiss universities. In consecutive years students are employed by their universities.
  • 2009
    Best Master's Thesis, 3rd prize, National Bank of Poland
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    My Master thesis, "Ekonometryczna weryfikacja wybranych hipotez mikrostruktury rynku finansowego na Giełdzie Papierów Wartościowych S.A. w Warszawie", written at the Warsaw School of Economics under the supervision of Professor Katarzyna Bień-Barkowska, received the 3rd prize in the competition organised by the National Bank of Poland. Press release.
  • 2008-2009
    Graduate Scholarship, Warsaw School of Economics
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    The Warsaw School of Economics awarded me a Graduate Scholarship during my work as Teaching Assistant.