ELTE RiskLab

Diversity of Financial Risk 2024

29 November, 2024
ELTE TTK, Budapest

Speaker's bio

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Gábor
Fáth
(ELTE; MPP&E)
Gabor is a scientist and finance professional, the Head of Quantitative Analytics and Risk at MPP&E Capital, and the Head of RiskLab at Eötvös University. His quant finance interest focuses on stochastic models for derivatives, machine learning applications for pricing and risk management, computational efficiency of risk sensitivities, and quantum inspired approaches for financial complexity. Earlier Gabor was a Managing Director and member of the board of directors at Morgan Stanley Hungary where he headed the front office quant organization for 15 years. During his industry career he gained extensive experience in modeling complex financial products, quantifying and managing market-, credit-, and counterparty risks, building trading strategies, and developing enterprise level software for quant analytics. Gabor holds a PhD in physics, and before Morgan Stanley he had worked as a research scientist at various academic institutions in Hungary, Switzerland, UK and France, conducting research in the field of quantum statistical physics, applied game theory and biological physics. Gabor is also the founder and CEO of Beyond Futures, a finance training and consulting company.
Panel discussion: What makes a model successful in an industry setup?
Panel participants: Rozalia Miklos (MSCI), Gabor Molnar-Saska (Blackrock), Gabor Fath (ELTE, MPP&E)