Citi Group Senior Quantitative Analyst 

Hungary 

587346286

MQA Budapest is an integral part of the global structure of the department and plays a key role in the development of the core tools, processes and analytics.

As aQuantitative Analystyou will:

• 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.
• Work on general efficiency improvement and optimization of the
• analytical library.
• Focus on Business-driven, Regulatory and Governance based projects across a range of the asset classes.
• Cooperate with IT teams to integrate analytic libraries.
• Supervise interns and projects.

Ideal background:

• Excellent verbal and written English.
• PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar.
• Minimum 3 years of previous experience working as a quantitative analyst for Front-Office, Risk or similar research environment.
• Ability to apply mathematical, financial and statistical theory in practice.
• Good understanding of financial markets theory and practice.
• Excellent coding, software development and project management skills. Extensive experience with C++ and Python is a requirement
• A record of successful delivery of models and analytic libraries as an individual.
• Ability to work in a team and to work well under pressure in a Front-Office environment.
• Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA 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 enjoy 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

Time Type:

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