Within Citi's Markets Quantitative Analysis (MQA) department, part of Global Markets, Quantitative Analysts develop analytical models for pricing securities and managing risk. Based at the MQA Centre of Excellence in Budapest, the role covers everything from mathematical research and model derivation to coding, testing and delivery to trading desks. Analysts partner with global teams and leverage advanced AI tools, coding primarily in C++ and Python.
Responsibilities
- ▹Build and develop pricing models, hedging and trading strategies
- ▹Develop and maintain in-house C++ and Python pricing libraries
- ▹Advance the quant toolbox with new technologies, algorithms and numerical techniques
- ▹Improve efficiency and optimization of the analytical libraries
- ▹Work on business-driven, regulatory and governance projects across asset classes
- ▹Collaborate with Quant Developers and IT to integrate analytic libraries
Requirements
- ▹PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science
- ▹Good command of Python programming
- ▹Understanding of financial markets theory and practice
- ▹Excellent verbal and written English
- ▹Outstanding analytical and problem-solving skills with attention to accuracy
Nice to have
- ▹Previous experience with quantitative models
- ▹C++ programming skills
Soft skills
TeamworkAbility to work well under pressure in a Front Office environmentAnalytical and problem-solving mindsetThorough, detail-oriented approach
What we offer
- ▹Hybrid working model (up to 2 days home office per week)
- ▹Cafeteria program and home office allowance
- ▹Private medical care and pension plan contribution
- ▹Paid parental leave and group life insurance
- ▹Learning platforms (Udemy, Degreed) and career progression opportunities
Languages: angol
Education: PhD vagy MSc matematika, fizika, mérnöki, pénzügy, közgazdaságtan vagy számítástechnika területen