Biography

I am a PhD student in the RiskLab Switzerland at ETH Zurich, working under the supervision of Professor Patrick Cheridito .

Before starting my PhD at ETH Zurich, I graduated with a first-class honours in Mathematical Statistics from the University of Cambridge . I also studied one year at Sorbonne University with a Paris Graduate School of Mathematics scholarship from the Fondation Science Mathématique de Paris (FSMP). The FSMP fondation is an excellence network in mathematics and fundamental computer science in Paris, founded by CNRS, ENS, Univ. Pierre et Marie Curie, Univ. Paris-Diderot, and the 4 Mathematics Chairs of Collège de France, involving 5 Fields medalists, 20 members of Academy of Science, and many recipients of national and international prizes.

I obtained my Bachelor degree from the Univerité Libre de Bruxelles , graduating with the best results of my promotion.

My main interests include quantitative finance, algorithmic trading, machine learning, data mining, big data, time series analysis and applied statistics.

Balint is one of the very best undergraduate students I could interact with in the last ten years. In my view, he shows all the qualities needed to produce research of the highest level.

– Davy Paindaveine, Professor of Statistics at Université Libre de Bruxelles

• Reading Group: Generative Models – GANs March 2018
Centre for Mathematical Science, Cambridge
• Quantitative Research and Machine Learning at J.P. Morgan November 2017
Centre for Mathematical Science, Cambridge
• Stochastic Control in FX e-Trading October 2017
Centre for Mathematical Science, Cambridge
• The QuantFinance Conference October 2017
Bank of America Merrill Lynch, London
• Machine Learning for Algorithmic Trading August 2017
MathWorks Webinar
• A path through probability in honour of F.Thomas BRUSS September 2015
Université Libre de Bruxelles
• Brussels Summer School of Mathematics August 2014
Université Libre de Bruxelles

Solving problems allowed me to approach the activity of the researcher and to perceive mathematics as a living science. Additionally, because their resolution often requires more than routine, problems develop the ability to control new situations. During my academic career, I had the privilege to receive several sholarships and awards from leading academic insitutions and private companies.

• PhD (DPhil) scholarship from the Mathematical and Computational Finance Group at Oxford University . The scholarship was complemented by an additional support from InstaDeep . InstaDeep offers a host of AI solutions, ranging from optimized pattern-recognition, GPU-accelerated insights, to self-learning decision making systems.
• Thatcher Prize and 1912 Honorary Scholarship: I was elected a Senior Scholar of Fitzwilliam College , University of Cambridge , for achieving a first class degree in Mathematics.
• EPFL Excellence scholarship: I was accepted at EPFL’s master’s in financial engineering with an Excellence Fellowship, Ecole Polytechnique Fédérale de Lausanne
• Paris Graduate School of Mathematics: I am one of the ten laureates worldwide who was honoured to receive a Paris Graduate School of Mathematics scholarship from the Fondation Science Mathématique de Paris . The Fondation Sciences Mathématiques de Paris is an excellence network in mathematics and fundamental computer science in Paris founded by leading french academic institutions including the national center for science CNRS , the Ecole Normale Supérieur (Ulm) and the Sorbonne University . This award supported my Master 1 studies at the Pierre and Marie Curie (Sorbonne) University.
• Jacques Hadamard scholarship: The Jacques Hadamard M1 degree program has a twofold aim: to offer a very wide range of top-level courses in all areas of mathematics, and enable students to discover mathematical research from within by exposing them to live, current problems. The Fondation Jacques Hadamard includes the Ecole Polytechnique , the Ecole Normale Supérieur (Cachan) and the University Paris Sud .
• Komal Hungarian Mathematics and Physics Competition
• International Hungarian Mathematics Competition
• European Schools Science Symposium
• Senior Poster and Presentation Grand Prize Winner in 2011
• Senior Poster and Presentation Grand Prize Runner Up in 2010

I was teaching instructor for the following courses:

• MFF: I am teaching assistant for the Mathematical Foundations for Finance course in the academic year 2018-2019 at ETH Zurich.

  Please note that there is no exercise class on Friday 21st of December 2018. If you have questions concerning the course, feel free to write me an e-mail.

  I wish everyone a Merry Christmas and a Happy New Year ! Have a nice holiday full of MFF revision :)

  Information on all courses and Q&A sessions of Group 3 of D-MATH can be found on the group homepage .

  The link to the homepage of MFF course can be found here .

  An alternative solution to exercise 1 part a) from problem sheet 1 can be found here .

  Lecture notes for the course Probability Theory that might also be of use to some of you can be obtained in an electronic form on the homepage of the course with the password you received by mail from the course coordinator.

• MATHGUID: Tutored a multicultural group of around 20 first-year students delivering weekly practical sessions in Mathematics, ULB

• bg368@alumni.cam.ac.uk
• +44 7802 703765
• bagersey@ulb.ac.be
• ETH Zürich, Department of Mathematics, Rämistrasse 101, 8092 Zürich
• email for appointment