David Horvath
Credit Risk Analyst at Morgan Stanley
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolDavid Horvath is a credit risk analyst with nine years of experience building quantitative models for IRB frameworks and stress testing at major banks. Based in New York, he develops and maintains PD, LGD, EAD and stressed-loss models used at deal, counterparty and portfolio levels for Morgan Stanley. His background spans hands-on portfolio risk estimation, product pricing and strategic management from roles at Merkantil Bank and internships at Citi, giving him practical exposure to both model development and balance-sheet analytics. He holds top-tier academic credentials in finance and international management from Budapesti Corvinus Egyetem and CEMS/RSM, with a proven aptitude for translating regulatory and market shifts into new product and modeling solutions. Known for meticulous quantitative work, he brings a startup mindset from earlier financial modelling projects that automated forward-looking financial statements and DCF valuations. Colleagues would note his blend of rigorous analytics and pragmatic implementation across production risk frameworks.
9 years of coding experience
Rotterdam School of Management, Erasmus UniversityBachelor's degree, International Business, excellent (4.9 from 5), Bachelor's degree, International Business, excellent (4.9 from 5) at Budapesti Corvinus EgyetemMaster’s Degree, International Management, Master’s Degree, International Management at CEMS - The Global Alliance in Management EducationSzechenyi Istvan College for Advanced Studies
Stackoverflow
29reputation
3kreached
1answer
5questions
Github Skills (66)
webextension9
typeset9
browser-extension9
poster9
cli8
latex8
latexmk8
safari8
rpg8
launcher8
kotlin8
baduk8
tex8
chrome8
nodejs8
Programming languages (12)
Github contributions (5)
dave12311/Flipdot
May 2017 - May 2019
Contributions:2 PRs, 37 pushes, 2 branches in 2 years
dave12311/mqtt-explorer.desktop
Feb 2020 - Oct 2021
Desktop file for the MQTT-Explorer AUR package.
Contributions:1 release, 1 PR, 1 branch in 1 year 7 months
emqxaur-packagemqttfreebsddesktop
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