About

Quantitative Consulting is an independent consulting company realizing projects for financial institutions in the area of credit, market, and operational risk management. It has been established in 2002 within the Mediaresearch group and later in 2009 transformed into a standalone advisory company owned by the senior partners. In 2015, a related company, Quantitative Investments, offering investment advisory services, has been established. The Quantitative team with specialists in mathematics, statistics, ICT, and finance offers broad knowledge and experience, a creative approach as well as proven solutions. For more information please look here.

Partners

Jiří Witzany, Ph.D.

Jiří Witzany, Ph.D.

Managing Partner

Jiří graduated from the Faculty of Mathematics and Physics at Charles University in Prague and the Pennsylvania State University, where he received a doctoral degree in Mathematics.

From 1996 to 2006 he worked in Komerční banka where he was primarily building a modern market risk management system. At the same time he was responsible for implementation of the dealing system Trema, the Middle Office function, and a Management Information System for financial markets trading. In 2000 he became a Director of the Credit Risk Management Division which was mainly in charge of scoring functions development, credit risk reporting and data management, implementations of Basel II, real estate valuation.

In the past he was lecturing at the Faculty of Mathematics and Physics at Charles University in Prague, Pennsylvania State University and the University of California in Los Angeles. He is a Professor of Finance at the Faculty of Finance and Accounting of the University of Economics in Prague and a Director of the Financial Engineering graduate program. He also gives lectures on financial topics at the Faculty of Mathematics and Physics at Charles University in Prague.

Petr Veselý, Ph.D.

Petr Veselý, Ph.D.

Partner

Petr graduated from the Faculty of Mathematics and Physics at Charles University in Prague where he got his Ph.D. in Probability Theory.

His work experience includes working in Komerční banka as the head of the Department of Scoring and Portfolio Management. He also worked in eBanka as the head of the Department of Portfolio Management and in Raiffeisenbank as the head of the Department of Credit Portfolio Management. Lastly he worked in Sberbank CZ as the head of the Department of Portfolio Management and Reporting.

He is skilled in credit risk statistical modeling - scoring function development, early warning systems, risk premiums, loan loss provisioning and Basel regulation.

Pavel Charamza, Ph.D.

Pavel Charamza, Ph.D.

Partner

Pavel graduated from the Faculty of Mathematics and Physics at Charles University in Prague where he earned his Ph.D. Over the past 20 years, he has been lecturing at the Department of Probability and Mathematical Statistics, Charles University. Currently he gives lecture about Sampling Theory at the same Department and gives lectures about Credit Risk at the University of Economy.

Pavel was responsible for development of credit risk models in Komerční banka for more than 5 years. He significantly helped Komerční banka in becoming a leader in application of scoring functions and generally in credit risk management system among domestic banks.

He spent 8 years at Mediaresearch as a member of the Board of Directors where he was responsible for development and analyses. He founded and managed the CRA System – a quantitative risk management division of Mediaresearch.

From 2010 to 2012, he worked as the Chief Risk Officer of Home Credit China, then as the Group Chief Risk Officer of Home Credit International.

He has analytical and mathematical skills as well as credit risk and scoring ability. His work experience also includes fraud prevention, underwriting and collection processes, media analysis, stochastic optimization and big data applications in banking. He has international top management experience.


Our Team

Milan Fičura

Milan Fičura

Analyst

He graduated from the University of Economics in Prague with a major in Financial Engineering. Milan has enrolled for the Finance doctoral program at the University of Economics. His research mainly focuses on financial time series analysis and volatility modelling.

In Quantitative Consulting, he has participated in survival analysis models development and credit margin calculation projects as well as in projects focusing on scoring function development, LGD modeling and development of quantitative trading strategies.

Matěj Nevrla

Matěj Nevrla

Analyst

Matěj obtained his master's degree in Economic Theory from the Institute of Economic Studies at Charles University and master's degree in Financial Engineering from the Faculty of Finance and Accounting at the University of Economics in Prague. He has enrolled for the Economic Theory doctoral program at the Institute of Economic Studies at Charles University.

His main interest is financial econometrics. In Quantitative Consulting, he has participated in development of scoring models and in revisions of models for economic capital.

Petra Tomanová

Petra Tomanová

Analyst

She graduated from Vrije University in Amsterdam with master’s degree in Econometrics and Operations Research and from the University of Economics in Prague in the same field. Petra is currently studying doctoral program at the Faculty of Informatics and Statistics at the University of Economics.

Her work interest includes development of statistical models, business data and statistical analyses. She has also experiences in credit risk, market projects and IFRS 9.

Michal Kuchta

Michal Kuchta

Analyst

He received his bachelor‘s degree in Economics and Economic Theory from the University of Economics in Prague and he is pursuing a master’s degree in Financial Engineering and Economic Analysis at the University of Economics.

His work experience includes financial and statistical analysis, development of statistical models, time series analysis, interest rates sensitivity and survival analysis. He participated in marketing research, credit risk and market risk projects. He has also experiences as a research assistant in Behavioural Economics.

Michal Levý

Michal Levý

Senior Software Architect and Developer

Michal is a software architect and developer with more than 10 years of experience in software development. From 2002 to 2008 he was a head of IT department at Mediaresearch. After leaving Mediaresearch he begun to cooperate with Quantitative Consulting.

He is proficient in C#, APS.NET, Castle Windsor, NHibernate, ASP MVC, SOAP web services, MS SQL Server 2008, Ajax, Java Script, Ext.JS and XML.

Tomáš Witzany

Tomáš Witzany

Software Developer

He earned his master’s degree in Theoretical Computer Science from the Faculty of Mathematics and Physics at Charles University in Prague.

He is proficient in C#, SQL, js/ajax, xml, ASP.NET, JEE/Hibernate/Spring.