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Finance@CEU: Exotic Derivatives & Structured Products

CEU Finance@CEU Zeno Farkas MSCI Exotic Derivatives & Structured Products
Thursday, February 18, 2021, 5:30 pm – 6:30 pm

How to Join

  • Please register here by Thursday February 18 4.30pm
  • You will be emailed the event link before the start of the event.

Zénó Farkas | MSCI

Zénó Farkas is Executive Director and Financial Engineer at MSCI, with a decade of subject matter experience.

He is currently a researcher and developer in the Analytics and Data Integration Team of MSCI's next generation Analytics Platform, creating specifications for developers and developing Python code for modeling and testing. He was previously a quantitative researcher in the General Pricing Group, creating and enhancing pricing and risk models for commodities, credit derivatives and structured products. He was also lead developer of the Flexible Asset Risk Modeling Engine and Credit Overhaul scrum (agile development) team.

Zénó holds a PhD in physics and is a certified Financial Risk Manager (FRM).