Discover your future at Citi

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Job Overview

Are you looking for a career move that will place you in a global financial organization? Then bring your programming skills in Quantitative Analyst team.

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.

Team/Role Overview

Markets Quantitative Analysis Department (MQA) is a division of the Global Markets business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. 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 Trading Desk and to Technology for incorporation into the Firm’s books and records systems.

The MQA Centre of Excellence plays a key role in the development of the core tools, processes and analytics. We offer training through work on current global financial technologies.

The role will be to join the Quantitative Analyst team in Budapest and work alongside the global teams to help meet the current and projected demands from the business.

What you will do

Build and develop pricing models, hedging and trading strategiesDevelopment and maintenance of the in-house C++ and Python pricing librariesAdvancing the quantitative toolbox by developing new technologies, algorithms and numerical techniquesContribute to the general efficiency improvement and optimization of the analytical libraryWork on Business-driven, Regulatory and Governance based projects across a range of the asset classesCollaborate with IT teams to integrate analytic librariesIntern supervisionProject supervision

What we will need from you

Excellent verbal and written EnglishPhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar 3+ years of previous experience working with quantitative modelsUnderstanding of financial markets theory and practiceAbility to work in a team and to work well under pressure in a Front-Office environmentOutstanding analytical and problem-solving skills, thorough and detailed approach to accuracyGood command of Python programming language; C++ is an advantage

What we can offer you

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 ProgramHome 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 officesPension Plan Contribution to voluntary pension fundGroup Life InsuranceEmployee Assistance ProgramAccess to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and DegreedFlexible work arrangements to support you in managing work - life balanceCareer progression opportunities across geographies and business linesSocially active employee communities with diverse networking opportunities

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-EŁ1

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Primary Location Full Time Salary Range:

14 750 000,00 Ft - 19 200 000,00 Ft

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

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This job opening is for an existing job vacancy.

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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.

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