Dr. Tomasz Orpiszewski
Dr. Tomasz Orpiszewski
ZHAW
School of Management and Law
Fachstelle für Asset Management
Technoparkstrasse 2
8400 Winterthur
Persönliches Profil
Tätigkeit an der ZHAW
Dozent
Research and Development projects in the fields of sustainable finance, investment strategies, data analysis
Teaching: Python, Quantitative Methods, Statistics, Bloomberg and Refinitiv
www.zhaw.ch/de/sml/institute-zentren/iwa/
Lehrtätigkeit in der Weiterbildung
Arbeits- und Forschungsschwerpunkte, Spezialkenntnisse
Sustainable Finance
Asset-level data
Fixed Income, Sovereign Bonds
Quantitative Finance
Asset Allocation, Portfolio Management, Global Macro
Time Series and Panel Econometrics
Python, R-Studio, Matlab, Stata, SQL
Bloomberg and Refinitiv - Responsible for University Development
Aus- und Fortbildung
2019 - Certificate of Advanced Studies (CAS) in Higher & Professional Education
2018 - Certificate in Quantitative Finance (CQF)
2015 - PhD in Financial Economics (Dr. Soc. Oec.), Université Paris-Dauphine
2015 - Chartered Financial Analyst (CFA)
2009 - Diplom Volkswirt, Goethe Universität Frankfurt
2009 - Maitrise d'Economie Appliquée, Université Paris-Dauphine
2007 - Licence d'Economie Appliquée, Université Paris-Dauphine
Beruflicher Werdegang
2015-2017, Quantitative Analyst, Tom Capital AG, Zürich
2015-2015 Volkswirt, European Stability Mechanism, Luxemburg
2014-2015 Fund Manager, Candriam Asset Management, Brüssel
2010-2013 Volkswirt, AXA Investment Managers, Paris
2008-2010 Analyst und Volkswirt bei BBVA und Baird, Madrid und Frankfurt
Mitglied in Netzwerken
Projekte
- BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Co-ProjektleiterIn / Projekt laufend
- Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Teammitglied / Projekt laufend
- Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Co-ProjektleiterIn / Projekt laufend
- Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / ProjektleiterIn / Projekt laufend
- ESG Rating für Immobilien Portfolios / Co-ProjektleiterIn / Projekt abgeschlossen
- Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / ProjektleiterIn / Projekt abgeschlossen
- Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Co-ProjektleiterIn / Projekt abgeschlossen
- Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Stellv. ProjektleiterIn / Projekt abgeschlossen
- Sozial-ökologische Ratingmethode für Produkte und Dienstleistungen entlang ihrer Wertschöpfungskette / Teammitglied / Projekt abgeschlossen
- Evidence-based Sustainable Finance / ProjektleiterIn / Projekt abgeschlossen
- New Generation of ESG Indices / ProjektleiterIn / Projekt abgeschlossen
- Feeder Structure for the Swiss Social Exchange / ProjektleiterIn / Projekt abgeschlossen
- Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases. / ProjektleiterIn / Projekt abgeschlossen
- Systematic and Automated Investment Process for Selection of Investment Funds / ProjektleiterIn / Projekt abgeschlossen
- Climate Value-at-Risk: Ein Paradigmenwechsel in der nachhaltigen Asset-Allokation durch passive, CO2-Emissions-optimierte Anlagestrategien / Teammitglied / Projekt abgeschlossen
- Investment Process for Niche and Alternative Products / ProjektleiterIn / Projekt abgeschlossen
- Währungsabsicherung für KMUs und Pensionskassen / Teammitglied / Projekt abgeschlossen
Publikationen
-
Hadjikyriakou, Phanos; Orpiszewski, Tomasz; Posth, Jan-Alexander,
2020.
Climate indices for listed equity : comparing different methods to minimise climate risk exposure
.
In:
FINANCING THE LOW-CARBON ECONOMY : Instruments, Barriers and Recommendations.
Zürich:
Swiss Sustainable Finance.
S. 20-23.
Verfügbar unter: https://www.sustainablefinance.ch/upload/cms/user/2020_11_19_Financing_the_Low_Carbon_Economy_EN_full_report_final.pdf
-
Orpiszewski, Tomasz; Schwendner, Peter; Thompson, Mark James,
2022.
How do stocks react to negative ESG incidents?.
In:
SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.
-
Thompson, Mark James; Orpiszewski, Tomasz; Laube, Patrick; Kaya, Orcun,
2022.
TECH4SDG : guiding Swiss asset managers towards high-impact SMEs.
In:
SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.
Publikationen vor Tätigkeit an der ZHAW
1. “Riding the Cycles: Understanding business, financial and monetary cycles in order to allocate fixed income”, Candriam White Paper, May 2014
2. “Emerging Markets malaise & recovery are bound to affect bond yields of developed countries”, Candriam FI Research, March 2014
3. “Euro swap spreads: the fundamental view”, AXA IM Essentials, December 2012
4. “End of QE: a cross-asset impact assessment”, AXA IM, June 2013
5. “Sovereign Debt: Storm under the Surface”, AXA IM, November 2013
Weitere Beiträge
Posth, Jan-Alexander; Orpiszewski, Tomasz. Paving the Way for Effective Climate-Oriented Equity Indices. Swiss Sustainable Finance Handbook, Chapter 4, 2020, forthcomming