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Balázs Varga, a Hungarian citizen based in Budapest, works as Quant Analyst at OTP Fund Management where he is responsible for portfolio optimization and creating program trading strategies. He is a Ph.D. candidate at the Corvinus University of Budapest, he holds an MSc in Economics from the same university. He also holds an MSc in Transport Engineering from the Budapest University of Technology and Economics.
His research interests include state space models and their economic and financial applications, control theory, and creating winning trading strategies.