People

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Jiří Witzany Ph.D.

Partner and Managing Director

He graduated from Faculty of Mathematics and Physics at the Charles University (MFF UK) and the Pennsylvania State University, where he obtained his Ph.D. in Mathematics.

Since 1996 until 2006 he has worked for Komerční banka a.s. where he firstly built a modern market risk management system. He was jointly responsible for implementation of the dealing system Trema, of the Middle Office function, and of a Management Information System for financial markets trading. Since 2000 he directed the Credit Risk Management Division responsible for scoring functions development, credit risk reporting and data management, implementations of Basel II, real estate valuation etc.

He lectured at MFF UK, Pennsylvania State University, and University of California in Los Angeles. Currently he is lecturing as an Associate Professor at MFF UK and at the Faculty of Finance of University of Economics in Prague where he guarantees the Financial Engineering Master's degree program.

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Rostislav Černý, Ph.D.

Executive Director

He has finished his Ph.D. in Probability Theory at the Faculty of Mathematics of the Charles University.

Since 2002 he works in Mediaresearch, a.s. as a statistical analyst, and since 12/2009 he has been appointed as the Head of Analytical Section.

He has participated on the project evaluating statistical models used for Basle II capital requirements calculations and in the project for account level loss given default methodology development. He also supports development of scoring tools for a retail financial institution.

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Pavel Charamza, Ph.D.

CRA System Founder

Graduated from MFF UK, where he earned his Ph.D., has been lecturing at the Faculty for more than 20 years.

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

Since 2002 he has been serving as a member of the Board of Directors of MEDIARESEARCH responsible for development and analyses. He founded and managed the CRA System, quantitative risk management division until 2009. Currently, he serves as the chief credit risk of Home Credit China.

Analytical Team


Tomáš Hanzák


Jan Hanák


Jana Kuncová


Jakub Černý


Adam Štefánik

 

Oleksiy Skorokhod

 

Jaroslav Baran



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