Dr. Tomasz Orpiszewski

Dr. Tomasz Orpiszewski
ZHAW
School of Management and Law
Fachstelle für Asset Management
Technoparkstrasse 2
8400 Winterthur
Personal profile
Position at the ZHAW
Senior Lecturer
Research and Development projects in the fields of sustainable finance, investment strategies, data analysis
Teaching: Python, Quantitative Methods, Statistics, Bloomberg and Refinitiv
https://www.zhaw.ch/de/sml/institute-zentren/iwa/
Professional development teaching
Expertise and research interests
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
Educational background
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 - Msc Economics, Goethe Universität Frankfurt
2009 - Msc Economics, Université Paris-Dauphine
2007 - Bsc Economics, Université Paris-Dauphine
Professional milestones
2015-2017, Quantitative Analyst, Tom Capital AG, Zürich
2015-2015 Economist, European Stability Mechanism, Luxemburg
2014-2015 Fund Manager, Candriam Asset Management, Brüssel
2010-2013 Economist / Strategist, AXA Investment Managers, Paris
2008-2010 Analyst and Economist, BBVA und Baird, Madrid and Frankfurt
Membership of networks
Projects
- Sozial-ökologische Ratingmethode für Produkte und Dienstleistungen entlang ihrer Wertschöpfungskette / Team member / Project ongoing
- New Generation of ESG Indices / Project leader / Project ongoing
- 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. / Project leader / Project ongoing
- Currency hedging for SMEs and pension funds / Team member / Project ongoing
- Feeder Structure for the Swiss Social Exchange / Project leader / Project completed
- Systematic and Automated Investment Process for Selection of Investment Funds / Project leader / Project completed
- Climate Value-at-Risk: Ein Paradigmenwechsel in der nachhaltigen Asset-Allokation durch passive, CO2-Emissions-optimierte Anlagestrategien / Team member / Project completed
- Investment Process for Niche and Alternative Products / Project leader / Project completed
Publications
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
Other contributions
Posth, Jan-Alexander; Orpiszewski, Tomasz. Paving the Way for Effective Climate-Oriented Equity Indices. Swiss Sustainable Finance Handbook, Chapter 4, 2020, forthcomming