Tamas Hanis

Tamas Hanis is a member of the MSCI research team that specializes in the pricing and risk modeling of various asset classes across MSCI analytics. Previously, he worked at UBS, where he researched and developed quantitative models for optimizing fixed-income portfolios. Tamas also held roles in equity derivatives at Goldman Sachs and fixed-income research at the Central Bank of Hungary. He has a bachelor’s degree in finance from Corvinus University and a master’s in quantitative finance from Bocconi University.