Richárd Szabó Email and Phone Number
I was working as a lead developer and a system architect for many years in education. Our small team owned the university information system that handled student life-cycle from admission through course management and grading to communication with alumni. Beyond educational role our product contained a wide range of interconnected modules like HR, finance, card printing, and reporting capabilities to the Hungarian authorities.During my Morgan Stanley years my role is both scenario development and analysis of models and data series. Scenarios are used to perform what-if analysis of profit and loss of the bank's trading book portfolio. Market moves used in the analysis are modeled by historical shocks of market factors affecting the price of various products. An important part of the job is to gather, check, and maintain the source of historical data and their application in the scenario framework. Beyond scenario execution control the job also includes the quantitative analysis of the results in collaboration with Risk department.The overall goal of this multi-year project is to meet the requirements of the FRTB regulations of various countries to let the business thrive and to decrease the capital charge obligation of the bank to free up money for further trades.
Morgan Stanley
View- Website:
- morganstanley.com
- Employees:
- 78669
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Quantitative Developer - Vice PresidentMorgan Stanley Mar 2020 - PresentBudapest, HungaryHistorical data series analysis and renovation for various product types including IR vols, inflation vols, curves, FX. Risk measure enhancement for FRTB standardized approach.Value at risk calculation for FRTB internal model approach.Toolset development for scenario analysis. -
Quantitative DeveloperMorgan Stanley Jan 2018 - Mar 2020BudapestVolatility, inflation, and curve scenario development. Value at risk calculation for capital charge management.Historical SABR model parameter generation.
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System ArchitectJataka Ltd. Aug 2005 - Dec 2017Central Europan UniversityI develop, maintain, and support a university information system at Central European University, Budapest.
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System DeveloperJataka Ltd. Oct 2002 - Jul 2005Central European UniversityMaintenance and support of a university information system.
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Senior ProgrammerCygnet Ltd. Oct 1999 - Sep 2002Central European UniversityDevelopment of stipend, id card, catering management programs. Support of University Information System.
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Finance ProgrammerCentral European University Jan 1998 - Sep 1999Central European UniversityDevelopment and support of a connection module between Student Information System and SUNSystems.
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Junior ProgrammerCom-Firm Ltd. Sep 1995 - Sep 1997I wrote some modules to a Clipper to C compiler.
Richárd Szabó Skills
Richárd Szabó Education Details
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Informatics -
Informatics -
Informatics -
Jedlik Ányos Secondary School
Frequently Asked Questions about Richárd Szabó
What company does Richárd Szabó work for?
Richárd Szabó works for Morgan Stanley
What is Richárd Szabó's role at the current company?
Richárd Szabó's current role is Quantitative Developer at Morgan Stanley.
What schools did Richárd Szabó attend?
Richárd Szabó attended Eötvös Loránd Tudományegyetem, Radboud University, Eötvös Loránd University, Eötvös Loránd University, Jedlik Ányos Secondary School.
What skills is Richárd Szabó known for?
Richárd Szabó has skills like Java, Oracle, Sql, Pl/sql, Linux, Database Design, Database Administration, Systems Engineering, Software Development, Perl, Css, Html.
Who are Richárd Szabó's colleagues?
Richárd Szabó's colleagues are Walker-Laroche R, Shuo Yao, Ryan Gibbs, Cpa, Cia, Cfsa, Aprp, Ross Wallace, Ty Caswell, Kai Ricketts, Shaivi Rau.
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