Citi Group Junior Quantitative Analyst 

Hungary 

706660570

By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the desktop and to Technology for incorporation into the Firm’s books and records systems. MQA’s responsibilities span the G10 Rates, Local Markets, Credit, Commodities, FX, Equity, Equity Hybrids and Mortgage/Securitized markets businesses.

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.

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

What we’ll need from you

• Fluent verbal and written English.
• PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar.
• Preferably 1+ year of previous experience working with quantitative models.
• Good command of Python programming language; C++ is an advantage.
• Deep knowledge of financial markets theory and practice.
• 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.

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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