Alex Horvath
Senior Software Engineer @UBS
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WORK HISTORY
Senior Software Engineer @UBS
FX Options Trading Project, Team Size: 8, Trading Sector Albacore system was my primary development focus. It receives real-time requests from a Pricing Engine or Risk Engine for implied volatility data of a specific FX option, typically defined by a strike and tenor. It pulls raw market data such as ATM volatilities, risk reversals, and butterflies from external sources (e.g, Bloomberg, Refinitiv) or internal market data services. Performs interpolation and extrapolation based on ATM, RR, and BF quotes to construct the volatility surface. Returns estimated implied volatilities from the surface for strike–tenor combinations that are not directly quoted in the market. The Pricing Engine uses this implied volatility in Black-Scholes or Garman-Kohlhagen models to calculate the option\'s fair market value (premium) and Greeks (delta, gamma, vega, etc.). The Risk Engine uses the same data for portfolio risk metrics, including Greek aggregation, Value-at-Risk (VaR), and stress testing.
EDUCATION
Budapest Metropolitan University
Master of Business Administration - MBA
Obuda University, Kalman Kando Faculty of Electrical Engineering
Bachelor's degree
Puskás Tivadar Telecommunication Technique
Maturity Certificate
ABOUT ALEX HORVATH
PROFESSIONAL SUMMARY • Senior C#.NET Full Stack Software Engineer with 20+ years of experience, including 9 years in Azure Cloud and 5 years in DevOps. Microsoft Certified: Azure Solutions Architect Expert. Specialises in designing and delivering low-latency, mission-critical financial systems using event-driven microservices and Azure-native cloud architectures. Delivered robust end-to-end solutions across front-end, back-end, database, and infrastructure that integrate seamlessly with external business partners. • Proven track record across Trading, Banking, Insurance, and Energy sectors. Delivered systems for real-time FX Options, Fixed Income, and Energy Trading – including pricing, risk analytics, and regulatory microservices. Trusted by Front Office, PM, BA, Architect, DevOps, QA, and Developers teams to deliver high-quality solutions on time. CORE SKILLS • Proactive collaborator with stakeholders, analysts, and architects - translating ambiguity into clear, actionable objectives aligned with compliance and delivery goals. • Skilled at breaking down complex initiatives into prioritised, manageable workstreams, with accurate estimation of effort and delivery timelines. • Pragmatic problem solver focused on delivering high-impact solutions to urgent business needs - avoiding overdesign and ensuring scalable, future-ready architecture. • Trusted by stakeholders, architects, DevOps, QA, and cross-functional teams to deliver high-quality, reliable, and precise solutions on time. • Committed to knowledge sharing and team performance - supporting colleagues with technical blockers and driving quality through regular code reviews.
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