Marek Folprecht

Bio

Marek Folprecht is "hopelessly lost in the jungle of financial modeling." He spends his days researching, making calculations, and teaching others about it. His focus is on banking risk models, a field where abstract concepts of algorithms meet practical banking reality and regulations. He contributes to developing models related to interest rate risk of banking book and climate risks. At the same time, he is pursuing a PhD by writing research or teaching materials about financial modeling topics. Outside of the academic world, he enjoys all types of sports. "I’m a sprinter and plan to keep running even though I soon enter the veterans’ category," he says. "I also enjoy Latin dancing and love playing the guitar."

Education

• PhD Student, Finance – University of Economics, Prague, Czech Republic – 2023 to present
• MSc, Financial Engineering – WorldQuant University, Washington, D.C., USA – 2021
• MSc, Finance – University of Economics – Prague, Czech Republic – 2018

Research

Folprecht is preparing his first paper, along with a workbook for students of his financial mathematics course.

Employment

• WorldQuant University – Instructor – 2025 to present
• Prague University of Economics and Business – Lecturer in Financial Mathematics – Prague, Czech Republic – 2024 to present
• Software Development Academy – Lecturer in Data Science – Prague, Czech Republic – 2022-2025
• KBC Bank & Verzekering – Quantitative Risk Modeler – Prague, Czech Republic – 2021 to present
• Advanced Risk Management – Analyst. – Prague, Czech Republic – 2019-2021
• Česká Spořitelna, Erste Bank Group – Asset Liability Management Trainee – Prague, Czech Republic – 2018-2019

WQU Courses

• Derivative Pricing
• Financial Econometrics 

Fun Fact

When Marek is not teaching or modeling risks, he says he can be found playing guitar loud enough to make his neighbors question his taste in music.

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