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6 - 9 December 2021
Hotel ArtsBarcelona

András Stark
Quantitative Analyst at Hungarian Debt Management Agency (AKK)


András Stark is a Quantitative Analyst at the Hungarian Debt Management Agency (ÁKK). He is responsible for developing and improving ÁKK's optimal debt portfolio model. Prior to that András worked in the banking sector as a Senior Risk Modeler where he was responsible for developing internal rating models and methodologies, covering credit risk, operational risk and capital requirement calculation. András holds Master’s degree in Actuarial and Financial Mathematics from Corvinus University of Budapest and Master’s degree in Applied Mathematics from Eötvös Loránd University, with a specialization in stochastic processes. His topics of interest include decision science, time series applications and quantitative finance.

Agenda Sessions

  • Estimation of natural demand and liquidity premium for Hungarian government bonds