A theory is thus a metaphor between a model and data. And understanding in science is the feeling of similarity between complicated data and a familiar model.
ABOUT ME
I am an expert credit risk model developer, with academic background in complex system physics.
Personal interests include: physics, mathematical physics, statistical physics and describing everything in the world using Ising-like spin interactions. At the same time I try not shy away from humanities, favorites being philosophy, theology (religious philosphy) and psychology (behavioral philosophy). I also enjoy novels from mid-19th century by certain Russian and Polish authors.
CAREER AND EDUCATION
In February 2022 I graduated with a BSE in applied physics at Faculty of Phsyics, Warsaw University of Technology. In July 2023 I defended my master's thesis in interdisciplinar physics, on statistical methods used to locate the source of diffused information in a complex network - specifically, the robustness of these methods in a network undergoing topological changes. I also co-authored a paper about this topic. Serious stuff.
Currently I work at ING group on credit risk models used for Pillar I Regulatory Capital and Loan Loss Provisioning. For three years I contributed to group-wide IFRS9 methodologies, as well as implementation of CRR3 requirements in 2024. In 2025 I coordinated an on-site inspection, participating directly in workshops, discussions and Q&A with inspectors from European Central Bank.
LINKS
- Email: piotr@machura.xyz
- GPG keys: meta.sr.ht/~piotr-machura.pgp
- Git: git.sr.ht/~piotr-machura