About Us
In areas such as finance, media, e-business, and others we quantify, analyze, and optimize business processes and bring competitive advantages. We understand your business better using modern machine learning and statistical data analysis. We do risk analysis, profit optimization, business scenarios evaluation, penetration, and attrition rates analysis using wide possibilities hidden in the data.
Jiří Witzany
Jiří is an expert in credit risk, financial derivatives, and market risk modeling. He brings extensive management and consulting experience from several prominent Czech banks, with a particular emphasis on portfolio and credit risk management.
He previously worked at Komerční banka, where he built a modern market risk management system. Concurrently, he oversaw the implementation of the Trema dealing system, the middle office function, and the management information system for financial markets trading. He became the director of credit risk management, primarily responsible for the development of scoring functions, credit risk reporting and data management, Basel II implementation, and real estate valuation.
He is a professor of finance at the Faculty of Finance and Accounting of the University of Economics and the director of the postgraduate program in financial engineering. He imparts his expertise on financial matters at the Faculty of Mathematics and Physics at Charles University. He lectured at both the Pennsylvania State University and the University of California.
Jiří completed his mathematics studies at the Faculty of Mathematics and Physics at Charles University and received his PhD from the Pennsylvania State University.
Pavel Charamza
Pavel possesses strong analytical and mathematical skills, along with expertise in credit risk assessment and scoring. His work experience includes fraud prevention, underwriting and collection processes, media analysis, stochastic optimization, and big data applications in banking. He has extensive international top management experience.
Formerly, he was responsible for developing credit risk models at Komerční banka. He significantly helped Komerční banka become a leader in applying scoring functions and generally in credit risk management system among domestic banks. He spent 8 years as a member of the Board of Directors at Mediaresearch where he was responsible for development and analyses. He founded and managed the CRA System – a quantitative risk management division of Mediaresearch. He also worked as the Chief Risk Officer of Home Credit China, and then as the Group Chief Risk Officer of Home Credit International.
Pavel has been teaching at the Department of Probability and Mathematical Statistics at Charles University for over two decades. Currently, he delivers lectures on sampling theory at the same department and teaches credit risk topics at the University of Economics.
He graduated from the Faculty of Mathematics and Physics at Charles University where he received his PhD.
Petr Veselý
Petr has extensive experience in credit risk and mathematical modeling. He focuses on scoring function development, early warning systems, risk premiums, loan loss provisioning, and Basel regulation.
Previously, he has collaborated with a number of bank institutions, especially in the areas of portfolio and credit risk management.
His work experience includes the position of Head of the Department of Scoring and Portfolio Management at Komerční banka. He held positions as the Head of the Department of Portfolio Management at eBanka and as the Head of the Department of Credit Portfolio Management at Raiffeisenbank. Finally, he was Head of the Department of Portfolio Management and Reporting at Sberbank CZ.
He studied at Charles University, particularly at the Faculty of Mathematics and Physics, where he successfully completed his PhD in probability theory.
Michal Kuchta
Michal is responsible for the development and implementation of credit and market risk projects for domestic and international clients, the definition of internal processes, and the development of methodologies (monitoring, validation) and occasionally for macroeconomic forecasting.
He previously worked as an International Economist, Professional Forecaster, and Risk Modeller at Moody’s Analytics, headline provider of macroeconomic expertise, and as a Manager at PwC.
He received a master’s degree in economics and financial engineering with a minor in data engineering. Currently, he is also a PhD candidate in economics and finance.