Biography
In Short
Anna Matuszyk is an Adjunct Professor at Warsaw School of Economics. She received her PhD in Economics (2003) and habilitation in Finance (2016) from Warsaw School of Economics. Her main research interest is credit risk analysis, especially credit scoring. In 2017, she received a Fulbright Senior Research Fellowship. From September 2017 she has been a Visiting Research Professor at the New York University – STERN.
Background
From February 2008 she has been working in the Warsaw School of Economics, Collegium of Management and Finance. From April 2006 to September 2008, she worked at the University of Southampton, Management Department; United Kingdom as a Researcher. During this period she conducted a research focused mainly on credit risk and took part in few business projects for the financial institutions. From 2004 to 2006 she worked at Warsaw University of Life Sciences, Faculty of Economic Sciences. From 2000 to 2004, I worked for financial institutions (BRE SA Bank Hipoteczny, ING Nationale-Nederlanden Polska S.A.) as a credit specialist and assistant.
Research interests
Her research interests are mainly focused on credit risk, in particular credit scoring – the method of assessing the creditworthiness of individuals and the possibility of applying it in practice. She conducts research connected with this method. She is an author the publications related to credit risk. She also provides advisory services to financial institutions in terms of the credit risk.
She has published mainly on credit risk. Her research appears in journals such as Journal of Operational Research, European Journal of Operational Research, Applied Stochastic Models in Business and Industry, Journal of the Royal Statistical Society: Series A, International Journal of Forecasting.
Research areas and opportunities for PhD students:
Credit risk assessment and modelling
Predictive analytics
Forecasting methods
Machine learning
Fraud scoring, profit scoring
Survival analysis
Data analytics
Financial econometric
Rare events