Zsolt Diveki

Szeged · HU · +36 20 565 8173

diveki@gmail.com

I am a researcher. My mind is set to ask questions, research the answers and understand problems. I observe the world around me, analyse the problems I come accross and choose one to solve that challanges me and boosts my motivation through the roof. Always choose a problem that exceeds your current capabilities to solve, otherwise you never improve yourself. I am driven by the need of creating something useful and applicable; have an outstanding perseverance in finishing tasks. Always searching for improvements and innovative applications.

Experience

Research Assistant

ELI-ALPS

  • Working on beamline development.

March 2019 – Present

Quantitative Researcher

BH-DG Systematic trading LLP

  • Improving in-house trend strategy by adjusting the oscillator allocation and defining a money management function to create systematic positions.
  • Clustering markets within sectors to improve performance.
  • Creating and statistically testing a seasonality strategy for the farm sector.
  • Developing and statistically testing a pair trading strategy on commodities.
  • Dealing with investors’ requests: performance calculation (Sharpe, information ratios, net/gross exposures, drawdown analysis, VaR, turnovers, dv01).

July 2015 - 2019 February

Research Associate

Imperial College London

  • Created Matlab scripts for image analysis, gaussian and non-gaussian laser pulse characterisation, calculations on atomic spectroscopy, dispersion, magnetic fields.
  • Efficiently managed three PhD students and one master student for developing active PID control and a magnetic field based electron spectrometer.

September 2012 - February 2015

Scientific Manager

ELI-ALPS

  • Coordinating, directing and managing beamline development.
  • Contributing to the Planned Research Study, Feasibility Study and Beamline proposals of ELI.

April 2012 – February 2015

Assistant Research Fellow

University of Szeged

  • Thoroughly designed and constructed a high harmonic generation beamline.
  • Supervised the theoretical and laboratory work of students.

January 2012 - January 2015

Education

CFA Level 4

Certificate in Investment Management
2016

CEA-Saclay, University of Paris-Sud

PhD Studies
Physics - Attosecond Science

Tres honorable: 3/3

October 2008 - December 2011

University of Szeged

M.Sc. Physics Department

Result: 5/5

September 2003 - July 2008

Skills

Quantitative skills
  • Maths: algebra, calculus
  • Machine Learning: linear regression, logistic regression, decision trees, random forest, clustering, natural language processing.
  • Probability and Statistics: descriptive statistics, Bayes rule and random variables, probability distributions, sampling, hypothesis testing, regression, and decision analysis.
  • Web scraping
  • Data Mining
  • Data Visualization
Programming Languages
  • Python: Pandas, Numpy, Scikit-Learn, SciPy, Matplotlib, Seaborn, Beautiful Soup, Re, Tkinter etc.
  • R
  • Matlab
  • C++: STL
  • Linux: shell scripting
  • Git
  • SQL: MySQL
Soft skills
  • Speaking: more than 15 professional presentations on international conferences and meetings, more than 10 public speaking in form of science outreach
  • Organisation and time management: efficiently breaking down big projects into small milestones, prioritising and delegating tasks between my workplaces and entrepreneurial initiatives with success.

Interests

Searching for innovative ideas that can improve our everyday life, wine tasting and learning about it, self-development, sport.