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Senior Quantitative Analyst

https://www.citi.com/ Logo

Citi

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Location:
Hungary, Budapest

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Category:
Finance

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Contract Type:
Not provided

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Salary:

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Job Description:

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to join the Counterparty Credit Risk (MQA-CCR) team in Budapest, Hungary. This team plays a critical role in developing and maintaining the end-to-end methodologies required to calculate counterparty credit risk exposures for derivatives, including simulation and pricing across all asset classes. The models developed by MQA-CCR are essential for Basel regulatory capital calculations and internal risk management, directly impacting Citi's financial stability and strategic decisions.

Job Responsibility:

  • Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code
  • Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance
  • Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
  • Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

Requirements:

  • Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems
  • Solid understanding of statistical and mathematical modeling techniques, including numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
  • Ability to independently problem-solve and drive solutions from conception to implementation
  • Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences
  • Strong work ethic and a team player with excellent time management skills
  • Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
  • Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.
What we offer:
  • Competitive compensation package, including an annual salary review and discretionary performance bonus
  • Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme)
  • Flexible hybrid work model, blending modern office collaboration with the convenience of remote work
  • A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks
  • Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed
  • Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas
  • Extensive career development and growth opportunities across Citi's global network
  • Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

Additional Information:

Job Posted:
September 20, 2025

Employment Type:
Fulltime
Work Type:
Hybrid work
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