Alexisz Gaál
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About
I am a finance professional with a strong foundation in quantitative research and risk management. Currently, I am a founding member of QED Trading, an investment management firm operating in the digital asset markets. Our mission is to leverage cutting-edge theories from statistics, mathematics, and machine learning to build systematic investment strategies for generating consistent risk-adjusted returns.
Previously, I served as a quantitative analyst and developer at GSR, where I supported projects across Risk, Analytics, and Alpha teams. I applied my programming expertise in Python and C++ while developing trading strategies and quantitative models.
Before joining GSR, I specialized in counterparty risk management at Citi, where I joined and later led a team developing a greenfield Python library for counterparty risk modeling. Prior to Citi, I managed a team of 16 employees at a Hungarian manufacturing company in 2019, providing interim leadership during a management transition. My career began at Allianz Private Health Insurance in Munich, Germany, where I contributed to new pricing analytics strategies for newly introduced health insurance products while completing my master's degree.
I hold a PhD in Mathematics from the Courant Institute, where I studied under the guidance of Charles Newman, Daniel Stein, and Yuri Bakhtin. My academic background in probability theory, statistics, mathematical physics, and neuroscience is integral to my career.
Research/Theses
- Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium, with Yuri Bakhtin, Stochastics and Dynamics 20(1) (2020)
- Long-range orientational order of a random near lattice hard sphere and hard disk process, first version, Journal of Applied Probability 57(2) (2020)
- Decision Making and Learning in Artificial Physical Systems, Doctoral dissertation (2019)
- Prospective Coding by Spiking Neurons, with Brea J., Urbanczik R., Senn W., PLoS Comput. Biol. 12(6) (2016)
- Long-range order in a hard disk model in statistical mechanics, Electron. Commun. Probab. Volume 19 (2014)
- Spontaneous breaking of rotational symmetry in a probabilistic hard disk model in Statistical Mechanics, Master thesis (2013)
- Große Abweichungen für empirische Verteilungen, Bachelor thesis (2011)