Citi Group MQA Python Quantitative Developer VP 

Hungary 

365818514

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 a MQA Python Quantitative Developer you will

• be responsible for development and maintenance of the in-house python Analytical infrastructure
• Advance the quantitative toolbox by developing new technologies, algorithms, and numerical techniques
• Focus on Regulatory and Governance based projects.
• Work with Quant teams to standardize regulatory and infrastructural solutions.
• Cooperate with junior Quant Developer colleagues and less technical team members to resolve problems.
• Participate on extensive training. The candidate will have daily contacts with supervisor(s) and will receive interactive training from various members of the Global team, including introduction and intermediary financial courses as well as Business training. The candidate will also participate to the team weekly meetings across regions.

Ideal background

• PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science
• 3-5 years relevant experience in a Quantitative Developer role, or alternatively a senior developer in a distributed computing position
• Good command of programming using Python. Understanding async code, experience with pytest
• Understanding distributed infrastructure components: MQs, Service discovery, Python Celery or similar, MongoDB, S3
• System level familiarity of Linux/Windows
• Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities is an advantage.
• 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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