Quantitative Analyst

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. Within the MQA Centre of Excellence in Budapest, Quantitative Analysts partner with global teams to solve complex, real-life financial mathematics problems through proficient coding (e.g., in C++ and Python), with the support of quant developers.

What you will do:

• Build and develop pricing models, hedging and trading strategies
• Develop and maintain the in-house C++ and Python pricing libraries
• Advance the quantitative toolbox by developing new technologies, algorithms and numerical techniques
• Contribute to the general efficiency improvement and optimization of the analytical libraries
• Work on business-driven, Regulatory and Governance based projects across a range of asset classes; communicate across divisions e.g. Trading, Technology and Risk Management
• Collaborate with Quant Developer and IT teams to integrate analytic libraries

What we need from you:

• Excellent verbal and written English
• PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics, Computer Science, or similar
• Understanding of financial markets theory and practice
• Good command of Python programming language
• Ability to work in a team and to work well under pressure in a Front Office environment
• Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy

• Previous experience working with quantitative models is an advantage
• C++ is an advantage

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.