Python Quantitative Developer

Stack

Responsibilities

• ▹Develop and maintain critical quant infrastructure, databases and productivity tools
• ▹Contribute to the development infrastructure of the in-house model libraries
• ▹Develop and maintain distributed computing, testing infrastructure and connected web-based interfaces
• ▹Drive general efficiency improvement and optimization of the analytical libraries
• ▹Collaborate with IT teams to integrate analytic libraries
• ▹Assist in build, testing and release management of the model libraries
• ▹Contribute to regulatory and governance-based projects across a range of asset classes
• ▹Perform data analysis and generate regular reports

Requirements

• ▹MSc in Software Engineering, Computer Science, Natural Sciences or Economics
• ▹2-3 years of relevant experience in a Quantitative Developer role or Python development
• ▹Proficiency in Python programming, a proven track record of Python projects, testing experience with pytest
• ▹A meticulous, detailed approach with a commitment to accuracy
• ▹Ability to follow established procedures and operate within guidelines
• ▹Excellent verbal and written English communication
• ▹Ability to take ownership of tasks and proactively follow up on issues
• ▹Ability to work effectively in a team and adapt to a fast-paced, high-pressure environment

Nice to have

• ▹Web development experience with React
• ▹Understanding of distributed infrastructures (MQs, service discovery, AsyncIO, SQL, Elastic Search, MongoDB)
• ▹Understanding of Q/KDB
• ▹Strong analytical and problem-solving skills
• ▹Understanding of derivatives pricing, risk and exposure calculation concepts
• ▹Experience with calculation grids and grid computing concepts
• ▹Hands-on experience with Linux commands and shell
• ▹Exposure to regulatory projects such as Model Risk, Basel III, Stress Testing, FRTB and CCAR

Soft skills

What we offer

• ▹Hybrid working model (up to 2 days working from home per week)
• ▹Cafeteria Program
• ▹Home Office Allowance for hybrid colleagues
• ▹Paid Parental Leave Program (maternity and paternity leave)
• ▹Private Medical Care Program and onsite medical rooms
• ▹Pension Plan contribution to voluntary pension fund
• ▹Group Life Insurance
• ▹Employee Assistance Program
• ▹Access to learning and development programs and platforms (Udemy, Degreed)
• ▹Flexible work arrangements supporting work-life balance
• ▹Career progression opportunities across geographies and business lines
• ▹Socially active, diverse employee communities

About the company

Citi is a global financial services organization committed to being a trusted partner, responsibly driving growth and economic progress for clients worldwide. The Budapest MQA Centre of Excellence plays a key role in developing core global markets technology.