Quantitative Analyst, Citi

Citi

Location:
Hungary, Budapest

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

Save Job

Apply Position

Job Description:

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.

Job Responsibility:

Build and develop pricing models, hedging and trading strategies
Development and maintenance of the in-house C++ and Python pricing libraries
Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Work 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
Work with IT teams to integrate analytic libraries
People and project supervision

Requirements:

Excellent verbal and written English
PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar
Minimum 5 years of experience in a Front Office Quant or Risk Quant environment
Excellent understanding 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
Good command of Python programming language
C++

What we offer:

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

Additional Information:

Job Posted:
September 09, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

View All Jobs In This Company

Job Link Share:

Quantitative Analyst