ELTE RiskLab

Diversity of Financial Risk 2024

29 November, 2024
ELTE TTK, Budapest

Speaker's bio

gabor.molnarsaska_blackrock.com
Gábor
Molnár-Sáska
(BlackRock)
Molnár-Sáska Gábor, Managing Director, head of Aladdin Financial Engineering and Aladdin Engineering in the Budapest office of BlackRock, and also responsible for performance attribution modelling at the firm. Prior to joining BlackRock he spent 17 years at Morgan Stanley in various quantitative roles, most recently he was the Budapest Head of Model Risk Management. He is a lecturer at the Department of Probability Theory and Statistics at  ELTE,  a board member of the Joy of Thinking Foundation and also in the Applied Mathematics chapter of the Bolyai Janos Mathematical Institute. He spent the academic year 2022-2023 at Fresno State as a visiting professor. He graduated in mathematics at ELTE and earned a PhD at BME.
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)