Python Quantitative Developer

The Markets Quantitative Analysis Department (MQA), a division of Global Markets, develops and delivers analytical models for pricing securities and managing risk across the Markets' businesses. The MQA Centre of Excellence in Budapest is crucial for developing core tools, processes, and analytics, excelling in current global financial technologies. We actively integrate and leverage advanced AI tools into our daily workflows.

Within the MQA Centre of Excellence, Quantitative Developers partner with global teams to solve complex, real-life financial mathematics problems through proficient coding (e.g., in C++ and Python, UI products and backends), with our partners in the quant teams, to meet current and future business demands.

What you will do:

• Development and maintenance of critical quant infrastructure, databases, and productivity tools
• Contributing to the development infrastructure of the in-house model libraries
• Contributing to the development and maintenance of distributed computing, testing infrastructure, and connected web-based interfaces
• Participating in general efficiency improvement and optimization efforts within the analytical libraries
• Collaborating with IT teams to integrate analytic libraries
• Assisting in the build, testing, and release management of the model libraries
• Contributing to Regulatory and Governance-based projects across a range of asset classes
• Performing data analysis and generating regular reports

What we need from you:

• MSc in Software Engineering, Computer Science, Natural Sciences, or Economics
• 2-3 years relevant experience in a Quantitative Developer role or alternative Python development experience
• Proficiency in Python programming, a proven track record of Python projects, and testing experience with pytest
• A meticulous and detailed approach, with a commitment to accuracy
• Ability to follow established procedures and operate within guidelines
• Excellent verbal and written English communication skills
• Ability to take ownership of tasks and proactively follow up on issues
• Demonstrated ability to work effectively in a team and to adapt to a fast-paced, high-pressure environment

• Proficiency in web development with React is a significant advantage
• A good understanding of distributed infrastructures (MQs, service discovery, AsyncIO, SQL, Elastic Search, MongoDB)
• Understanding Q/KDB
• An understanding of derivatives pricing, risk, and exposure calculation concepts
• Experience with calculation grids and grid computing concepts
• Hands-on experience with Linux commands and shell
• Exposure to Regulatory-based projects such as Model Risk, Basel III, Stress Testing, FRTB, and CCAR

By joining Citi Hungary, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive compensation package and a whole host of additional benefits that support you (and your family) to be well, live well and save well:

• Cafeteria Program
• Home Office Allowance (for colleagues working in hybrid work models)
• Paid Parental Leave Program (maternity and paternity leave)
• Private Medical Care Program and onsite medical rooms at our offices
• Pension Plan Contribution to voluntary pension fund
• Group Life Insurance
• Employee Assistance Program
• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
• Flexible work arrangements to support you in managing work-life balance
• Career progression opportunities across geographies and business lines
• Socially active employee communities with diverse networking opportunities

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.