Quantitative Analyst

Stack

Responsibilities

• ▹Contribute to the development of next-generation pricing models for complex, exotic derivatives and craft high-impact hedging and trading strategies
• ▹Architect, develop and maintain the in-house C++ quantitative libraries
• ▹Drive innovation by pioneering new technologies, advanced algorithms and cutting-edge numerical techniques
• ▹Significantly enhance the efficiency, speed and scalability of the analytical libraries, directly impacting trading performance
• ▹Partner closely with Quantitative Developer and IT teams to integrate sophisticated analytical libraries into core systems
• ▹Leverage advanced data analytics to extract actionable insights from market data, informing model enhancements and trading decisions

Requirements

• ▹Excellent verbal and written English
• ▹PhD / MSc in Mathematics, Physics, Computer Science, Engineering or similar
• ▹Previous experience working with quantitative models
• ▹Understanding of financial markets theory and practice
• ▹Good command of C++ programming
• ▹Ability to work in a team and perform well under pressure in a Front-Office environment
• ▹Outstanding analytical and problem-solving skills

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.