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Dr Katarzyna (Kasia) Bijak PhD

Lecturer in Management Science

Dr Katarzyna (Kasia) Bijak's photo

Dr Katarzyna (Kasia) Bijak is Lecturer in Management Science within Southampton Business School at the University of Southampton.

I obtained an MSc in Quantitative Methods and Information Systems from the Warsaw School of Economics in 2004. I subsequently started working in banking industry: first in a leading bank and then in a credit reference agency, where I developed application, behavioural, credit bureau and propensity scoring models. In 2009 I moved to the UK to pursue a PhD programme in the Southampton Business School at the University of Southampton. I was awarded my PhD in 2013 for a thesis on selected modelling problems in credit scoring: segmentation, modelling Loss Given Default (LGD) and affordability assessment. In September 2013 I took up the post of Lecturer in Management Science in the Southampton Business School.

Research interests

My research interests focus on applying quantitative methods in credit scoring. In particular, I am interested in the applications of statistical methods (including Bayesian inference), data mining, artificial intelligence, stochastic processes and econometrics. Among other things, my research concentrates on introducing dynamics into consumer risk models (e.g. by using Kalman filters and random effects), as this is recognised as one of the current challenges in credit scoring. Currently, I am working on the following topics:

  • dynamic affordability assessment;
  • evaluating performance of LGD models.

I am also interested in the applications of scoring in other areas, especially in intensive care.

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Working Papers

Dr Katarzyna (Kasia) Bijak
Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK

Room Number : 2/3031

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