Chief Scientist, Epoch/Paycom.net, California (2006-):
statistical modeling and data mining (credit card transactions,
fraud detection etc), advisor to the Chief Executives
Risk Manager, CIB Bank (Banca Intesa), Hungary (2001-2005):
risk modeling (market risk of the bank's trading portfolio)
research: publishing in scientific journals,
presenting at international conferences, teaching at various universities, refereeing for scientific journals
Education:
PhD Statistical Modeling (summa cum laude), ELTE,
Dept. of Physics of Complex Systems:
applications of statistical physics methods to financial risk management