Mariusz Kubkowski

ING Hubs Poland

Mariusz Kubkowski graduated in Mathematics at Warsaw University of Technology and defended his PhD thesis there about properties and inference in misspecified binary regression models. His main scientific interests include variable selection in high-dimensional data, information theory and machine learning. He currently works at ING Hubs Poland as a Data Scientist where he carries out credit risk model development. He also has experience in credit risk model validation gained in ING Hubs Poland and Bank Millennium where he worked on preapproval and periodical validations of IRB and CDM models and implemented solutions to automate the validation process.

Articles by Mariusz Kubkowski

Original research

Analyzing credit risk model problems through natural language processing-based clustering and machine learning: insights from validation reports

The authors use clustering and machine learning techniques to analyze validation reports, providing insights to the development, implementation and maintenance of credit risk models.

26 Sep 2024