Experience

Quantile - An LSEG Business

• United Kingdom
• Financial Services
• 1 - 100 Employee

• Quantitative Developer

  • Mar 2022 - Present



ING

• Netherlands
• Banking
• 700 & Above Employee

• Model Validator

  • Aug 2020 - Feb 2022

  ING Group is a Dutch multinational banking and financial services corporation, ranked among the top 30 largest banks globally. The Model Risk Management team consisted of several tribes responsible for the validation of different risk models. These models were used for the quantification of ING’s risk and ultimately its economical capital requirement. I am currently part of the team responsible for the validation of market risk and counterparty credit risk models. Model validators in our team are assigned to different models for several weeks. During this time their responsibility is to make sure the model is fit for purpose and follow the rules pointed out by European regulations. To accomplish this validators need to thoroughly understand the models and be able to reproduce their results independently of model development. Verifying the documentation, questioning the underlying assumptions of the model and building tools to replicate results are tasks that our team needs to carry out on a daily basis. During my time in this team I worked on the validation of models such as wrong-way risk model for counterparty credit risk, multifactor model for incremental risk charge and standard approach for counterparty credit risk. One of my major contributions to the team was building a Python library that uses real life market data to simulate risk factors and uses those risk factors to evaluate and simulate the potential future exposure of different, common financial instruments such as interest rate swaps or forward agreements. Furthermore, I took part in the popularization of Git within the team to ensure that team members are able to work simultaneously on the same code-base and are able to create more sophisticated tools for future validations. Show less



MSCI Inc.

• United States
• Financial Services
• 700 & Above Employee

• • Nov 2018 - Jun 2020

  The QA team’s responsibility is the analytical validation of pricing models that are implemented within the final product. Our focus was on the pricing of fixed income securities.Our team worked closely together with researchers and developers on a daily basis. We were involved throughout the whole release process of a new feature, fromdocumentation and implementation to analytical and technical testing. We made sure that the models were implemented in a way that is in line with our original intentions and documentation, and there are no bugs or other technical issues that would affect the quality of the final product. The QA resource of a project has to give the final green light before a feature is merged into production code. Furthermore, we were in charge of answering specific model related questions coming from the clients after a feature has been released.Throughout my work, I had the chance to deepen my knowledge in the pricing methods of instruments such as bonds with optionality, convertible bonds, and contingent convertibles. On a day-to-day basis we were working with pricing models such as interest rate models or credit models. Show less

• • Jul 2018 - Oct 2018

  As an intern, I was working together with a model validation team, to support theintegration of MSCI’s products into one another, and to improve the automation ofvalidation processes.



Futurmed Ltd.

• Hungary

• Intern

  • Mar 2018 - Jun 2018

  Futurmed is private equity company with a focus in healthcare investments. As an intern, I performed analyses related to the profitability of projects and the healthcare system of Hungary. Futurmed is private equity company with a focus in healthcare investments. As an intern, I performed analyses related to the profitability of projects and the healthcare system of Hungary.



CIB Bank

• Hungary
• Banking
• 700 & Above Employee

• Intern

  • Aug 2015 - Feb 2016

  As a member of the credit team, my job was to support the analysts work in approving the loans of small and medium-sized enterprises. As a member of the credit team, my job was to support the analysts work in approving the loans of small and medium-sized enterprises.