Dr. Tomasz Orpiszewski

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

www.zhaw.ch/de/sml/institute-zentren/iwa/

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

• Chartered Financial Analyst
• Swiss Sustainable Finance
• Swiss Financial Analyst Association

Projects

• Climate Rating for Real Estate Portfolios / Deputy project leader / Project ongoing
• BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Project co-leader / Project ongoing
• Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Team member / Project ongoing
• Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Team member / Project ongoing
• Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Project leader / Project ongoing
• ERREP - ESG Rating for Real Estate Portfolios / Project co-leader / Project completed
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Project leader / Project completed
• Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Project co-leader / Project completed
• Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Deputy project leader / Project completed
• Sozial-ökologische Ratingmethode für Produkte und Dienstleistungen entlang ihrer Wertschöpfungskette / Team member / Project completed
• Evidence-based Sustainable Finance / Project leader / Project completed
• New Generation of ESG Indices / Project leader / Project completed
• Feeder Structure for the Swiss Social Exchange / Project leader / Project completed
• 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 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
• Currency hedging for SMEs and pension funds / Team member / Project completed

Publications

• 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.

  pp. 20-23.

  Available from: 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.

Publications before appointment at the 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

Other publications

Posth, Jan-Alexander; Orpiszewski, Tomasz. Paving the Way for Effective Climate-Oriented Equity Indices. Swiss Sustainable Finance Handbook, Chapter 4, 2020, forthcomming

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