Experience

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  Magyar nemzeti bank

  Jan 2013 - Dec 2013

  Statistical analyst trainee (part time)

  Implementing new statistical methodologiesCreating statistical reportsTaking part in the daily work of the current account department

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  Államadósság kezelő központ zrt. (ákk zrt)

  Sept 2015 - Apr 2017

  Testing, developing and documenting the existing yield curve models (see my previous position)Forecasting yield curve movementsCreating periodical reports and ad hoc analyses to support management decisionsTechnology stack: Matlab, SQL, VBA Developing yield curve models based on macro and financial market data (in Matlab)Modelling the optimal structure of government debt in Hungary based on foreign practices

  • Analyst

    Jul 2016 - Apr 2017

  • Risk Manager

    Sept 2015 - Jun 2016
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  Unicredit bank hungary

  May 2017 - Dec 2019

  Alm expert

  Developing asset liability management models:- Maturity mapping models for sight deposits and overdrafts- Prepayment model development for retail loansEnhancing the current fund transfer pricing methodology based on Unicredit group guidelines and local modeling practices, supporting the current fund transfer pricing processMonitoring the bank’s liquidity position, creating reports for LCR and DMM (“Hungarian FX NSFR”) management purposesEnriching the methodology of local IBOR (BUBOR) contribution and reporting benchmark rates on a daily basisSupporting interest rate risk, basis risk, and fx exposure management with ad hoc analysesPreparing ALCO and ad hoc presentationsTechnology stack: SAS/SQL, R, VBA Show less

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  Blackrock

  Jan 2020 - Oct 2022

  Fmg - portfolio risk modeling, associate

  Implementing region and industry specific equity modelInvolvement in research projects (methodological enhancements on existing models)Backtesting existing and new equity models using multiple frameworksTechnology stack: python, pyspark, Git

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  Morgan stanley

  Oct 2022 - now

  Risk analytics - quantitative risk manager, vp
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  Eötvös loránd university

  Sept 2024 - now

  Contractor

  I teach two distinct Python courses: Introduction to Python (spring semester) and Python-Based Web Programming (fall semester), offering practical lectures.