Szalay was born to Hungarian parents and is a native of  La Guaira, Venezuela where he started dancing in local school by Ms. Machado.  He received a scholarship at Ballet Nacional of Caracas, coached by Vladimir Isayev and many other national and international teachers. There he danced many of Nebrada’s choreographed pieces.  Later he traveled to New York City to be coached by Madame Darvash and performed with New York Dance Theatre directed by Frank Ohman. After New York, Szalay was company dancer with Richmond Ballet from 1996 to 2006 where he was an inspiration for many choreographers and he danced pieces from Balanchine, Burn, Canaporoli, Lang, Soleau, Stevenson, Orff, Wainrot, Winslett and many others. He was also a guest performer and choreographer with the Latin Ballet of Virginia.

He has guest taught in South Carolina, Virginia School of the Arts, Washington and Lee University and St. Paul’s Ballet Company. Szalay served as a coach, choreographer for the School of Richmond Ballet and other Richmond dance schools. He served as Artistic Advisor for Chesterfield Ballet School. Szalay coached the Wheelchair Miss Richmond. He currently teaches at Star City School of Ballet. In summer 2016, he was invited to be a guest teacher in Murcia, Spain at Robles Ballet School.

Szalay for the past 14 years enhanced the lives of many 4th graders through his instruction of the Minds in Motion program in Richmond, Charlottesville, Martinsville, Salem, and Roanoke City Schools. Beginning in 2012, Szalay developed a Spanish language, choreographed movement program called Dance Español for 4th graders in public schools.

In January 2007, Szalay became Artistic Director of Southwest Virginia Ballet in the Roanoke Valley. In 2009, he was awarded the Perry F. Kendig Award for Outstanding Performing Artist. In 2017, he received the Bransow Award in recognition of exceptional dedication and service to the Virginia Museum Community.

Szalay’s choreography credits include:

• The Long Christmas Ride Home, for Flourno Playwright Festival
• Ties: A Railroad Ballet
• Cinderella, Coppelia
• Romeo and Juliet
• Miss Richmond Pageant(2002-2003)
• Miss Virginia Pageant (2009-2012)
• Like Winter Waiting  (2012- 2014)
• Sewing Seeds with Ann Waldrop
• Dominos for Charlottesville Ballet
• Holidays Pops
• Peter and The Wolf
• Carmina Burana with Roanoke Symphony Orchestra
• Excerpts of Act II of The Nutcracker, Firebird and Under the Tent with Roanoke Youth Symphony
• Nick Cave, Norman Rockwell and many others for Taubman Museum of Art
• La Traviata and South Pacific for Opera Roanoke

In 2017, he choreographed an original score in remembrance of the Virginia Tech tragedy. In 2019, he collaborated with Scott Williamson with a new project “Collective Euphonia” at Temple Emanuel, Roanoke, VA.