quant financial engineer
RESUME
Professional
info
I am a quantitative financial engineer, who is always striving to bring 100% to work, and my goal as a mathematician/econometrist is to develop mathematical models/algorithms that can beat the market. I am capable of identifying and hedging the risks that pop up while trading.
I mainly program in Python, but I am familiar with R and Scala also. With a couple of friends, I have built up a crypto trading platform, according to the DevOps paradigm. We use Azure to continous integration/deployment.
Skills
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Econometrical/Stochastical modelling
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Options, Futures and other derivatives
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Advanced probability knowledge
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Advanced stochastic calculus knowl.
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Python, Scala
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DevOps
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Scrum
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Git
Work
experience
Quant Model Validation Specialist at MSCI Inc.
Oct 2019 - Present
Quant Model Validation Intern at MSCI Inc.
Apr 2019 - Sept 2019
Keywords: Software testing/engineering, Analytical tool development, Version control with git, Financial instruments/Market awareness, Python, Scala, Performance Attribution, Risk metrices, Devops, CI/CD, Kubernetes, Agile manifesto
Credit Rating Analytics Intern at Morgan Stanley
Nov 2017 - May 2018
Keywords: Econometrics, PDE, NLP, Python, R
Model Risk Management Intern at Morgan Stanley
Jun 2017 - Nov 2017
Keywords: Spline modelling, Financial Risk, Python, R, VBA
Achievements
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Finance - Evaluation metholodogy, Hungary-wide 1st place among best scientific university students (OTDK)
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Bronze medal in Kaggle
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Best forecast at I-COM Global Data Science Hackathon
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Best algorithm at G-Research trading game
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National Scolarship of Excellence (awarded twice)
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Vocational Academic Activity Scolarship (awarded twice)
Education
Central European University
Masters in Mathematics and its Applications
Graduated in 2020
Corvinus University of Budapest
Special Empirical Finance Reearch programme
Graduated in 2020
Corvinus University of Budapest
Bachelor in Financial Mathematics
Graduated in 2018
