Pawel Lachowicz PhD

Founder of Halcyon Waters, a crypto-derivatives analytics startup building AI-powered trading strategies for digital asset markets.

PhD in Astrophysics from the Polish Academy of Sciences, specializing in black hole X-ray variability and time-series analysis. Over 15 years of experience in quantitative finance and risk management across Singapore, Australia, and Europe, including senior roles at HSBC Bank (AVP of Global Traded Risk Analytics) and The Bank of New York Mellon (Team Lead, Enterprise Risk Analytics).

Author of "Python for Quants" and founder of QuantAtRisk.com, providing consulting services in financial risk management and algorithmic trading from 2012 to 2024. Published research in astrophysical journals accessible via NASA ADS, with expertise in advanced time-series analysis, wavelet transforms, and signal processing applied to financial markets.

Specializes in quantitative risk modeling (VaR, stressed VaR, FRTB), machine learning in finance (scikit-learn, TensorFlow), and cryptocurrency market analysis. Led development of multiple risk models for global banks, including Default Risk Charge models, Operational Risk frameworks, and Counterparty Credit Risk methodologies. Python programming expert with deep knowledge of PostgreSQL, AWS, and Next.js for building scalable financial analytics platforms.