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Pavel Doležel

Pavel Doležel

Financial Analyst

Followers of Pavel Doležel784 followers
location of Pavel DoleželPrague, Czechia

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  • Timeline

  • About me

    Director, Financial Services Risk Management ve společnosti EY

  • Education

    • Univerzita Karlova

      2002 - 2005
      MSc. Economic theory finished

      Faculty of Social Sciences (Institute of Economic Studies)Curriculum: History of Economic Thought, Advanced Microeconomics, Advanced Macroeconomics, Monetary Economics, Financial Derivatives, Advanced Banking, Behavioral Economics, Game Theory, Corporate Governance, Advanced Stochastic Analysis, Comparative Economics, Advanced Statistical Methods, Philosophy and Economics, etc.Master thesis: Search and Matching Processes in Theory of UnemploymentState exams:… Show more Faculty of Social Sciences (Institute of Economic Studies)Curriculum: History of Economic Thought, Advanced Microeconomics, Advanced Macroeconomics, Monetary Economics, Financial Derivatives, Advanced Banking, Behavioral Economics, Game Theory, Corporate Governance, Advanced Stochastic Analysis, Comparative Economics, Advanced Statistical Methods, Philosophy and Economics, etc.Master thesis: Search and Matching Processes in Theory of UnemploymentState exams: Microeconomics, Macroeconomics, Game Theory, Public Finance(ies.fsv.cuni.cz/content/tree/index/lang/en) Show less

    • Charles University in Prague Faculty of Mathematics and Physics

      2002 - 2009
      MSc. Mathematics (5-year master study) finished

      Math and Physics facultyCurriculum: Theory of Probability, Mathematical Statistics, Econometrics, Stochastic Processes, Time series, Mathematical Economics, Differential Geometry, Functional Analysis, Variation Calculus, Theory of Measure and Integral, Numerical Mathematics, Advanced Calculus, Linear and Non-linear Optimization, etc.Master thesis: Transportation Problem and its Applications in Probability and Statistics (axial and planar multi-dimensional transportation… Show more Math and Physics facultyCurriculum: Theory of Probability, Mathematical Statistics, Econometrics, Stochastic Processes, Time series, Mathematical Economics, Differential Geometry, Functional Analysis, Variation Calculus, Theory of Measure and Integral, Numerical Mathematics, Advanced Calculus, Linear and Non-linear Optimization, etc.Master thesis: Transportation Problem and its Applications in Probability and Statistics (axial and planar multi-dimensional transportation problem)State exams: Optimization, Statistics (incl. multidimensional), Econometrics, Mathematical Economics, Stochastic Processes, Theory of probability(www.mff.cuni.cz/en/) Show less

    • Univerzita Pardubice

      2022 - 2025
      Inženýr (Ing.) MSc. equivalent Enterprise management and economics finished

      Faculty of Economics and AdministrationCurriculum: Advanced Financial and Managerial accounting, International taxation, Controlling, Financial Management, Process Engineering, Business Intelligence, Operations Research, Managerial Decisioning, Global Entrepreneurship, Advanced Managerial Informatics, Law for Managers, Financial Investing, Enterprise Competitiveness and Marketing, Advanced Project Management, Applied Statistics, Change Management, etc.Master thesis: Using… Show more Faculty of Economics and AdministrationCurriculum: Advanced Financial and Managerial accounting, International taxation, Controlling, Financial Management, Process Engineering, Business Intelligence, Operations Research, Managerial Decisioning, Global Entrepreneurship, Advanced Managerial Informatics, Law for Managers, Financial Investing, Enterprise Competitiveness and Marketing, Advanced Project Management, Applied Statistics, Change Management, etc.Master thesis: Using Bayesian Networks in Credit Risk ModellingState exams: Economic theory, Enterprise Economics and Management(https://fes.upce.cz/en) Show less

    • Masaryk University Faculty of Economics and Administration

      2011 - 2015
      BSc. Finance and Accounting finished

      Faculty of Economics and AdministrationCurriculum: Financial Accounting, Controlling and Audit, Banking, Insurance, Financial Management, Commercial Law, International Finance, Investing and Portfolio Theory, Financial derivatives, Econometrics, Financial Mathematics, etc.Bachelor thesis: Short-term interest rate models (stochastic models of interest rates, Ito integration, Ito's-Doeblin formula, Wiener's process, Vasicek model, CIR model, etc.)State exams:… Show more Faculty of Economics and AdministrationCurriculum: Financial Accounting, Controlling and Audit, Banking, Insurance, Financial Management, Commercial Law, International Finance, Investing and Portfolio Theory, Financial derivatives, Econometrics, Financial Mathematics, etc.Bachelor thesis: Short-term interest rate models (stochastic models of interest rates, Ito integration, Ito's-Doeblin formula, Wiener's process, Vasicek model, CIR model, etc.)State exams: Microeconomics, Macroeconomics, Financial Management, Accounting, Financial Markets, Banking, Insurance(www.muni.cz/econ?lang=en) Show less

    • Univerzita Karlova

      1999 - 2002
      BSc. Mathematics and Economics (jointly with Institute of Economic Studies, Faculty of Social Sciences) finished

      Math and Physics facultyCurriculum: Linear algebra, General algebra, Mathematical modeling, Math analysis (Calculus), Introduction to Probability and Statistics, Numerical mathematics, Complex analysis (Complex calculus), Introduction to Functional Calculus, Microeconomics, Macroeconomics, Economics, etc.Bachelor thesis: Kuhn-Tucker Conditions and Their Use in Economic TheoryState exams: Calculus, Linear algebra, Probability and Statistics(www.mff.cuni.cz/en/)

    • Univerzita Karlova

      2007 - 2015
      Ph.D. (expected in 2015) Economic theory in progress

      Faculty of Social Sciences (Institute of Economic Studies)State doctoral exam on 15.9.2011, GAUK and GAČR grants, teaching experience: Microeconomics, Advanced Microeconomics (including the Welfare economics, General equilibria and Game theory), Macroeconomics, Probability and StatisticsDisertation thesis: Three Essays on Operations Research in Political Economy (optimization applied in the political economy-integer programming, efficiency of voting, power indeces… Show more Faculty of Social Sciences (Institute of Economic Studies)State doctoral exam on 15.9.2011, GAUK and GAČR grants, teaching experience: Microeconomics, Advanced Microeconomics (including the Welfare economics, General equilibria and Game theory), Macroeconomics, Probability and StatisticsDisertation thesis: Three Essays on Operations Research in Political Economy (optimization applied in the political economy-integer programming, efficiency of voting, power indeces, etc.)(ies.fsv.cuni.cz/content/tree/index/lang/en) Show less

  • Experience

    • GE Money Bank, Czech Republic

      Nov 2005 - Aug 2007
      Financial Analyst

      creating automated cost allocation tool for estimating profitability (ROE) of products

    • Komerční banka

      Sept 2007 - Apr 2010
      Scoring Analyst

      LGD, EAD, ELBE and CCF statistical predictive modelling, stress testing, RWA computation, allocation of recovery costs, testing and supporting internal scoring system, Basel II methodology, cooperation on standard risk cost computation, provisions and reserves, calibrating the models and cooperation on backtesting, creating automated tools for cost of capital, standard risk cost and profitability computation for small business clinets, corporates and soverigns

    • Home Credit International, a.s. (www.homecredit.eu)

      May 2010 - Oct 2013
      Senior Risk Analyst

      Risk Portfolio Managementscore cards development, profitability analysis, credit bureau scorecards, setting and managing underwriting process, fraud detection, models of economic capital, limit management, behavioral models, cooperation on collection capacity modelling, portfolio management and budgeting automation projects

    • GE Money Bank, Czech Republic

      Nov 2013 - Mar 2015
      Lead Portfolio Analyst, Risk Manager

      Provisioning, expected loss modelling, budgeting, estimation of RACV, ALLL methodology, CCAR stress testing, fair market value modelling, provisions model development, loss reporting, managing people.

    • EY

      Apr 2015 - now

      Managing projects in the area of credit risk.

      • Director, Financial Services Risk Management

        Oct 2025 - now

      • Senior Manager, Financial Services Risk Management

        Oct 2020 - Oct 2025

      • Manager, Financial Services Risk Management

        Apr 2015 - Oct 2020

  • Licenses & Certifications

    • PRINCE2 Foundation

      AXELOS Global Best Practice

  • Honors & Awards

    • Awarded to Pavel Doležel
      Lead Portfolio Analyst Patricia Halliday (CRO GE Capital) Nov 2014 2014 Q3 CRO Award for Expertise. Nomination is for Pavel Dolezel in the area of Mortgage modelling. The nomination is two fold: 1)Pavel partnered up with E&Y on building new ALLL model. E&Y expressed how it was a very positive experience working with Pavel on executing a very challenging project. Pavel went above and beyond the expectations by constantly offering his support not only with the business knowledge but also in regards to modelling approaches. 2)The business historically had an… Show more 2014 Q3 CRO Award for Expertise. Nomination is for Pavel Dolezel in the area of Mortgage modelling. The nomination is two fold: 1)Pavel partnered up with E&Y on building new ALLL model. E&Y expressed how it was a very positive experience working with Pavel on executing a very challenging project. Pavel went above and beyond the expectations by constantly offering his support not only with the business knowledge but also in regards to modelling approaches. 2)The business historically had an exception to use Discounted Cash Flow methodology for Mortgage valuations. In 3Q Pavel executed a project to switch to FMV-CTS approach to be aligned with FED expectations. Specifically Pavel built a predictive model that will be used going forward. Show less

  • Volunteer Experience

    • Chairman of the Auditing Committee

      Issued by Fond ohrožených dětí on Jan 2001
      Fond ohrožených dětíAssociated with Pavel Doležel