Associate Professor

• May 2022 - Present

Assistant Professor

• Feb 2018 - May 2022

Research Fellow

• Aug 2018 - Present

As a postdoctoral fellow in the "Lendület" research group led by Miklós Rásonyi, my focus lies on exploring the ergodic behavior of specific Markov chains in stationary random environments. My research work is highly theoretical, and I am primarily involved in the development of theorems that enhance our understanding of these stochastic processes. This project is highly relevant to modern-day applications in machine learning and high-frequency trading, where the study of these stochastic processes is vital for the development of advanced algorithms and predictive models. My daily tasks involve conducting extensive research, analyzing complex mathematical models, and collaborating with my colleagues to achieve project milestones. Show less

Technology Intern

• Jul 2017 - Aug 2018

In my daily work, I actively contributed to the development of test automation tools for the MSCI Analytics Platform and Barra Optimizer. Through this experience, I have honed my proficiency in Python programming, with a focus on tasks such as XML parsing, data manipulation using the popular libraries such as NumPy and Pandas. I also gained extensive knowledge of the Markowitz portfolio model, as well as related Barra factor models, and their applications in after-tax optimization. My role involved collaborating with cross-functional teams to ensure timely and quality delivery of the projects. Show less

Matlab developer

• Jun 2016 - Sep 2016

Software Developer

• Oct 2014 - Jan 2015

As a MATLAB Developer, I was responsible for optimizing and rewriting existing codebases used for testing Aegis Portfolio Manager and Aegis Performance Analyst. Throughout this process, I became proficient in object-oriented MATLAB programming, including the use of advanced techniques such as inheritance and polymorphism. My daily tasks involved analyzing the existing codebase, identifying areas of improvement, implementing optimizations, and testing the performance of the updated code. I also gained extensive experience in organizing large-scale MATLAB projects into packages, which allowed for better code reuse and maintainability. Working in collaboration with cross-functional teams, I ensured that the final product was of high quality and delivered within the required timeline. Show less

External Lecturer

• Sep 2010 - Feb 2014

As an external lecturer at the Technical University of Budapest since 2010, I have been instrumental in teaching engineering students the fundamentals of single and multivariable analysis, as well as ordinary differential equations. My daily tasks involve creating and delivering engaging lectures, designing course materials, assessing student performance, and providing individualized feedback to promote student growth. I am passionate about my role as an educator, and I strive to foster a stimulating and collaborative learning environment that encourages critical thinking and problem-solving skills among my students. Additionally, I am always exploring innovative teaching strategies and techniques to enhance the learning experience and support the academic success of my students. Show less