Grzegorz specializes in risk management, ALM and life insurance. He has almost ten years of actuarial experience—more than seven years in the industry and two and a half years of university research. Prior to joining Milliman, he obtained a Ph.D. in Applied Economics at Catholic University of Leuven, and he worked in the risk management department at KBC Group and KBC Asset Management in Belgium.
Grzegorz was involved in a wide range of projects in ALM, risk management, and asset management, covering highly technical aspects of market consistent valuation, risk measurement, and stochastic analysis.
His expertise includes:
- Risk management and Solvency II
- Market Consistent Embedded Value
- Asset-Liability Management
- Replicating portfolios
- PROPHET modeling (deterministic and stochastic)
- Economic Scenario Generators
- Interest rate modeling
- Valuation of structured products
Grzegorz is fluent in English and Dutch (Flemish).
