Finanse ilościowe; wycena i szacowanie ryzyka instrumentów finansowych, w szczególności instrumentów pochodnych; modele wyceny opcji; modelowanie i zarządzanie ryzykiem instytucji finansowych,
Ekonometria finansowa; modelowanie i prognozowanie rynków finansowych, zmienność finansowych szeregów czasowych, estymatory zmienności,
Algorytmiczne systemy inwestycyjne na wszystkich typach aktywów (indeksy giełdowe, akcje, obligacje, waluty, kryptowaluty, itp.); handel algorytmiczny, automatyczne systemy transakcyjne, analiza portfelowa, alokacja i zarządzanie aktywami oparte na podejściu ilościowym, systemy inwestycyjne oparte na uczeniu maszynowym,
Wskaźniki zmienności oparte na danych dotyczących opcji HF, np. VIX wprowadzony przez CBOE; metody ich tworzenia i wycena instrumentów pochodnych na zmienność,
Testy efektywności rynku; anomalie na rynku kapitałowym; finanse behawioralne; analiza techniczna i fundamentalna rynków finansowych

Quantitative finance; valuation and risk of financial instruments, in particular derivatives; option pricing models; modeling and risk management of financial institutions,
Financial econometrics; modeling and forecasting of financial markets, the volatility of financial time series, volatility estimators,
Algorithmic investment systems on all types of assets (stock indices, stocks, bonds, currencies, cryptocurrencies, etc.); algorithmic trading, automated trading systems, portfolio allocation, asset allocation and management based on a quantitative approach, machine learning based investment systems,
Volatility indices based on HF option data, e.g. VIX introduced by CBOE; methods of their creation and valuation of volatility derivatives,
Efficient market hypothesis; capital market anomalies; behavioral finance; technical and fundamental analysis of financial markets,

1. University of Warsaw, QFRG, Poland, 2017 – 2020, Head of research project: "Algorithmic Trading on Cryptocurrencies” consisting of several separate parts.
2. University of Warsaw, Poland, 2015 – 2016, Head of research project: "Multifactor analysis of equity indices risk premium using cross-sectional regime switching models", R, RMarkdown, MS Excel, asset pricing models, volatility modeling, regime-switching models, data cleaning&processing, data visualization, reproducible research, project management
3. University of Warsaw, QFRG, Poland, 01.2014 – 11.2014, Head of commercial project: Eurex Exchange & Deutsche Börse Group "Generalized Momentum Asset Allocation using MSCI indexes licensed by Eurex Exchange”
4. University of Warsaw, Poland, 2012–2014, data scientist in the research project: "Analysis of volatility term structure based on VIX futures. Implications of volatility fluctuations for the behavior of other asset classes"

1. University of Warsaw, QFRG, Poland, 2017 – 2020, Head of research project: "Algorithmic Trading on Cryptocurrencies” consisting of several separate parts.
2. University of Warsaw, Poland, 2015 – 2016, Head of research project: "Multifactor analysis of equity indices risk premium using cross-sectional regime switching models", R, RMarkdown, MS Excel, asset pricing models, volatility modeling, regime-switching models, data cleaning&processing, data visualization, reproducible research, project management
3. University of Warsaw, QFRG, Poland, 01.2014 – 11.2014, Head of commercial project: Eurex Exchange & Deutsche Börse Group "Generalized Momentum Asset Allocation using MSCI indexes licensed by Eurex Exchange”
4. University of Warsaw, Poland, 2012–2014, data scientist in the research project: "Analysis of volatility term structure based on VIX futures. Implications of volatility fluctuations for the behavior of other asset classes"