Quantitative Finance & Econometrics

Molnár
Marcell.

Master's student in Financial Mathematical Analysis at Corvinus University of Budapest. Risk model validator at OTP Group with a passion for spatial econometrics, Bayesian statistics, and network analysis.

3

Research Papers

OTP

Risk Validation

II.

Morgan Stanley Comp.

Molnár Marcell
Open to opportunities
Selected Work

Academic research and quantitative projects spanning spatial econometrics, Bayesian statistics, network analysis, and risk modeling.

01
Spatial Econometrics EU Policy Machine Learning

Spatiotemporal Analysis of Educational Frameworks Across the EU

Spatial panel modelling and autocorrelation analysis examining regional educational convergence patterns.

Student Scientific Conference
02
Network Analysis GTFS Graph Theory

Budapest Transport Network

GTFS-based accessibility and robustness analysis of urban transport graph structures.

03
Bayesian MCMC Stan

Bayesian Election Modeling

Hierarchical Dirichlet-based MCMC framework for polling uncertainty estimation.

04
Risk Modeling Python

Automated Data Validator

Time-series validation tool for credit, market, and liquidity risk pipelines.

View All on GitHub
Resume & Skills

Risk model validation at Hungary's largest bank, academic research in spatial econometrics and Bayesian methods, and teaching assistant roles in statistics.

Download CV
PythonRC++ SQLVBATableau Spatial EconometricsBayesian / Stan Time SeriesDeep Learning Risk ModelingMonte Carlo Simulation LaTeXGit
Experience

Risk Model Validator — OTP Group

Automated time series validation, non-credit risk regulation development, credit/market/liquidity model validation.

Education • 2023 – 2028

Corvinus University of Budapest

Economic and Financial Mathematical Analysis, MSc. Courses: Quant Finance, Deep Learning, Econometrics, Time Series, Probability Theory.

Leadership • 2025 – 2026

VP of Finance — FAKT College for Advanced Studies

Financial planning, organizing competitions & lectures, leading a division of 10-15 people.

Teaching

Teaching Assistant

Econometrics, Time Series Analysis, Statistics.

Competition • 2025

GEM x Morgan Stanley Statistics Competition

II. place — national statistics competition.

Get in Touch
Let's Connect

Open to research collaborations, quant roles, and interesting conversations about spatial data, Bayesian methods, or risk modeling.

marcellmolnar005@gmail.com +36 70 281 2610 LinkedIn GitHub