معرفی
Dr. Marcin Dec serves as Assistant Professor in the Department of Finance at Kozminski University while concurrently holding executive positions including Vice President of the Management Board at Noble Funds TFI S.A. His career spans over 25 years in Poland's financial sector, blending academic research with hands-on banking experience across treasury management, risk oversight, and regulatory roles.
His educational foundation includes a Master of Economics from University of Gdańsk, MSc in Mathematical Finance from University of Oxford, and PhD in social sciences (finance/economics) awarded with distinction. Professional certifications encompass Investment Advisor (License 180), CIIA, PRM, and CQF credentials.
Research focuses on solving practical challenges in financial risk management through advanced quantitative methods. Key areas include yield curve modeling for illiquid markets, valuation adjustments for interest rate derivatives, and stabilization of money market benchmarks. His work integrates stochastic modeling with real-world banking applications, particularly addressing liquidity constraints in Central/Eastern European financial systems.
Recent publications reveal consistent emphasis on mathematical finance techniques applied to market stabilization and risk assessment, with increasing focus on regulatory-compliant valuation frameworks. The research trajectory demonstrates progression from treasury operations to sophisticated modeling of multi-curve frameworks and density-based valuation.
Scientific recognition includes:
- Doctoral dissertation awarded with distinction
- Multiple Rector's Scholarships from SGH for outstanding doctoral research (2017-2021)
Teaching encompasses corporate risk management, mathematics, and microeconomics, enhanced by ongoing collaboration with Advanced Trainings for professional development programs. Current research is supported by an active National Science Center grant (Preludium program 2021-2024) at FAME|GRAPE institute, investigating advanced analytics for financial markets.
His industry leadership roles—including management board positions at Noble Funds TFI, supervisory board memberships, and ALCO committee chairmanships—provide unique practical context for academic work. This dual perspective enriches student supervision through real-time exposure to evolving financial market dynamics and regulatory challenges.
