Budapest, Budapest, Hungary
As a Quantitative Developer VP at MSCI, I leverage my PhD in Economics and my 20 years of experience in IT, finance, and research to create and validate risk models, performance attribution analytics, and market risk solutions for the MSCI Analytics Platform. I use cutting-edge technologies such as Python, C++, Scala, SQL, Clojure, R, and Matlab to deliver well-structured, well-tested, and client-friendly products that meet the highest standards of quality and accuracy. I am a life-long learner with a strong interest in clean code, data science, and machine learning. I have obtained multiple certifications in functional programming, cloud computing, and ML frameworks from Coursera. I also enjoy mentoring and teaching others, sharing my knowledge and insights on quantitative finance, business strategy, and statistical modeling. My passion is to apply my analytical skills and domain expertise to solve complex and challenging problems in the financial industry.
Portfolio Risk & Analytics for Alternative Assets
Quantitative Developer - C++ and Python Development of Performance Attribution Analytics Scala Developer and Product Owner - Market Risk for MSCI Analytics Platform Model Validation - Analytical validation of market risk, portfolio management and performance attribution - Creation and continous development of a test automation framework
- Analysis of the regional energy market - Economic and financial aspects of the company's strategy - Participation in the DD and financial modelling for acquisitions
- Financial modeling and due diligence in the field of renewable energy and general services - Securing debt-financing for SMEs - Business planning, cash-flow projection and reporting solutions for SMEs
- New product development and financial modeling - Day to day support of the emission-trading desk - Modeling and project controlling of JI projects aiming to reduce NOx emissions